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TVIX怪物

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发表于 2012-2-16 10:30 AM | 显示全部楼层 |阅读模式


发表于 2012-2-16 10:36 AM | 显示全部楼层
想不通,谁来说说?
回复 鲜花 鸡蛋

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发表于 2012-2-16 10:36 AM | 显示全部楼层
搞不懂啊
回复 鲜花 鸡蛋

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发表于 2012-2-16 10:44 AM | 显示全部楼层
TVIX is 2xVIX,  "the VIX volatility index was used primarily by traders to predict market direction".
I find some useful information in this post:
http://www.hutong9.net/forum.php ... o=lastpost#lastpost
回复 鲜花 鸡蛋

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发表于 2012-2-16 10:46 AM | 显示全部楼层
Wonderfullife70 发表于 2012-2-16 10:44
TVIX is 2xVIX,  "the VIX volatility index was used primarily by traders to predict market direction" ...

谢谢,我的意思是和大盘走势不完全一致。

点评

I could be wrong, my understanding is that it's a sentiments indicator for the future direction, not for what's happening today.  发表于 2012-2-16 10:50 AM
回复 鲜花 鸡蛋

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发表于 2012-2-16 10:47 AM | 显示全部楼层
http://www.bloomberg.com/quote/SPVXSTR:IND
The S&P 500 VIX Futures Index Series measures the return from a daily rolling long position in the VIX futures contracts traded on the CBOE. The short-term index is comprised of the first and second contract months and the mid-term index is comprised of the fourth through seventh contract months.
回复 鲜花 鸡蛋

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发表于 2012-2-16 01:19 PM | 显示全部楼层
Just bought a little at 17.81
回复 鲜花 鸡蛋

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发表于 2012-2-16 09:55 PM | 显示全部楼层

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本帖最后由 Wulala 于 2012-2-17 04:19 编辑

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