w******i 发帖数: 1476 | 1 Bounces up $2 from today's low even when the market is sorta flat?
Does it mean that people start to think the rally is soon over? |
h**v 发帖数: 2010 | 2 people buying options?
【在 w******i 的大作中提到】 : Bounces up $2 from today's low even when the market is sorta flat? : Does it mean that people start to think the rally is soon over?
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T*********s 发帖数: 17839 | 3
check VIX history carefully before we get such a conclusion. It's
complicated index.
发信人: tone (调调), 信区: Stockcafeteria
标 题: VIX的计算方法
发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
http://www.cboe.com/micro/vix/vixwhite.pdf
参见上面cboe的详解,虽然公式乍一看很复杂,但并不难懂,仔细推敲一下还是很合理
的测量volatility的方法。
【在 w******i 的大作中提到】 : Bounces up $2 from today's low even when the market is sorta flat? : Does it mean that people start to think the rally is soon over?
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w******i 发帖数: 1476 | 4 Thanks!
【在 T*********s 的大作中提到】 : : check VIX history carefully before we get such a conclusion. It's : complicated index. : 发信人: tone (调调), 信区: Stockcafeteria : 标 题: VIX的计算方法 : 发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东) : http://www.cboe.com/micro/vix/vixwhite.pdf : 参见上面cboe的详解,虽然公式乍一看很复杂,但并不难懂,仔细推敲一下还是很合理 : 的测量volatility的方法。
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w******i 发帖数: 1476 | 5 Bounces up $2 from today's low even when the market is sorta flat?
Does it mean that people start to think the rally is soon over? |
h**v 发帖数: 2010 | 6 people buying options?
【在 w******i 的大作中提到】 : Bounces up $2 from today's low even when the market is sorta flat? : Does it mean that people start to think the rally is soon over?
|
T*********s 发帖数: 17839 | 7
check VIX history carefully before we get such a conclusion. It's
complicated index.
发信人: tone (调调), 信区: Stockcafeteria
标 题: VIX的计算方法
发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
http://www.cboe.com/micro/vix/vixwhite.pdf
参见上面cboe的详解,虽然公式乍一看很复杂,但并不难懂,仔细推敲一下还是很合理
的测量volatility的方法。
【在 w******i 的大作中提到】 : Bounces up $2 from today's low even when the market is sorta flat? : Does it mean that people start to think the rally is soon over?
|
w******i 发帖数: 1476 | 8 Thanks!
【在 T*********s 的大作中提到】 : : check VIX history carefully before we get such a conclusion. It's : complicated index. : 发信人: tone (调调), 信区: Stockcafeteria : 标 题: VIX的计算方法 : 发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东) : http://www.cboe.com/micro/vix/vixwhite.pdf : 参见上面cboe的详解,虽然公式乍一看很复杂,但并不难懂,仔细推敲一下还是很合理 : 的测量volatility的方法。
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