[灌水] vix

sfbayarea · 发表于 2011-9-10 08:47 PM

本帖最后由 sfbayarea 于 2011-9-10 21:48 编辑

The current OE month SPX standard deviation is 2.4%, Next month SPX standard deviation is 1.8%. In plain english, next week would be a very very volatile week. Next month also will be volatile, roughly one in three days will see the market (spx) move more than 1.8% in either upward or downward direction.

NZX · 发表于 2011-9-10 08:51 PM

Fan8an · 发表于 2011-9-10 09:15 PM

chickencoop · 发表于 2011-9-10 09:23 PM

开小差 · 发表于 2011-9-10 09:45 PM

thx,ding

dsp · 发表于 2011-9-10 09:55 PM

thanks for the information. 我算是不敢动了，彻底被MM抽晕了。

umqasr · 发表于 2011-9-10 10:20 PM

shyshark · 发表于 2011-9-10 10:32 PM

greenback · 发表于 2011-9-10 11:04 PM

wnd4 · 发表于 2011-9-10 11:36 PM

thanks

wyemlyy · 发表于 2011-9-11 12:11 AM

现在这年代1.8%实在不算什么了已经

vanbj · 发表于 2011-9-11 12:20 AM

Thanks! Laoda, does the chart tell us lower low is ahead but we will have big rally after that?

sooners · 发表于 2011-9-11 12:23 AM

hunting · 发表于 2011-9-11 12:40 AM

bilko540 · 发表于 2011-9-11 01:30 AM

Read0nly · 发表于 2011-9-11 01:53 AM

用VIX的难点的还是在对VIX顶部的判断，因为大部分时间VIX都是在低位波动。另外老大能否解释一下为什么SPX的standard deviation降低了SPX的波动反而加剧。这个真没看懂。谢！

abracadabra · 发表于 2011-9-11 05:26 AM

xz214 · 发表于 2011-9-11 06:57 AM

ysc · 发表于 2011-9-11 07:54 AM

austinjoe · 发表于 2011-9-11 10:33 AM

Next week will be very volatile -- same view as me

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[灌水] vix

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