T*R
发帖数: 36302 | 1 这个不是很正常的。
上一次好像是十二月的调整前。我记得很清楚DMA大牛还和我说不急着买TVIX，等VIX
BACKWARDATION。后来没两天就来了。
我大概在网上查了一下，有一种说法是，futures markets expect the VIX level to
revert to a historical mean, which is lower after a jump but higher during '
quiet' periods. Therefore, the futures curve perhaps 'points' to the
expected mean.
看这个意思，难道VIX会回归低位，一个小牛市很快就要来到？ |
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