c******n
发帖数: 5697 | | F***1
发帖数: 1 | 2 这东西没什么领先性，而且一天就可以变回contango | s********7
发帖数: 1280 | 3 搜索了下
现在backwardation 类比2018/2月 和 2020年3月 | f*********a
发帖数: 435 | | l*******m
发帖数: 1096 | 5 基本一个小坑。不算吧
【在 c******n 的大作中提到】
: 还有的跌
| h**********i
发帖数: 1153 | | c******n
发帖数: 5697 | 7 This rare development most recently occurred in March 2020, during the Covid
pandemic sell-off, Cramer said. It also happened in October 2018, when Wall
Street was rattled by Federal Reserve action.
“In short, pretty much every time the market sells off dramatically,
Sebastian says the VIX futures tend to go into backwardation about a third
of the way through the devastation. Then the selling continues for a few
more weeks,” Cramer said.
“Unfortunately, that’s where he thinks we are right now, because we’re
not dealing with a VIX spike, we’re dealing with a VIX swell, and those
always last longer than you’d like,” Cramer added.
https://www.cnbc.com/2022/01/21/jim-cramer-charts-suggest-sp-500-may-
struggle-through-early-february.html |
|
