$SKEW kept dropping

snailittle · 发表于 2020-10-1 05:55 PM

What does it mean? Anybody has any insight?
Usually very low $SKEW seems to coincide with bottom

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Cobra · 发表于 2020-10-1 07:32 PM

你自己不是已经得出了结论？不用问被人啊，图上都告诉你了。

snailittle · 发表于 2020-10-2 08:04 AM

本帖最后由 snailittle 于 2020-10-2 08:06 AM 编辑

Cobra 发表于 2020-10-1 07:32 PM
你自己不是已经得出了结论？不用问被人啊，图上都告诉你了。

Not necessarily. Skew reflect 对tail risk 的预期。它的predictive power still in question. 2018年初，low skew coincided with market peak.

Cobra · 发表于 2020-10-2 09:04 AM

snailittle 发表于 2020-10-2 08:04 AM
Not necessarily. Skew reflect 对tail risk 的预期。它的predictive power still in question. 2018 ...

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