v*g
2 楼
为什么vix的future的价格比vix index的价格高? 其他index future,比如es, ym, nq
的价格都比index要低
的价格都比index要低
p*e
3 楼
?
R*g
4 楼
应该得和email match吧
w*l
5 楼
vix future expire every month, other index future expire everyday?
m*y
6 楼
伴君如伴虎
拉关系找个大官儿就行了 跟皇帝走后门的不值得
拉关系找个大官儿就行了 跟皇帝走后门的不值得
w*8
7 楼
好像版上有人卖过10%的coupon,怎么回事
m*0
8 楼
VIX基本上是历史低点了,不会像别的INDEX,跌起来没完。
MARKET的IV的范围性很强。
MARKET的IV的范围性很强。
l*e
11 楼
有,在呆湾什么庙都有。
h*w
16 楼
because volatility term structure is usually downward sloping. check this
article. in short. Vxx is not for long term holding.
http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
article. in short. Vxx is not for long term holding.
http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
S*r
18 楼
哭死。。。早点看到旧好了
目前损失已经超过$4000了。 周一不管怎样都要割了。 永远不碰VXX了
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
目前损失已经超过$4000了。 周一不管怎样都要割了。 永远不碰VXX了
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
m*n
20 楼
可以燒嗎
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
v*g
22 楼
I think i found the answer:
when there is up trend,futures are sold at price higher than actual
derivative price ( eg spot nifty)and similarly when there is down trend
,futures are sold at price lesser than derivative price.this price
difference is called premium and discount.
ie premium = nifty future price - spot nifty value
discount = spot nifty value - nifty future price
also these premium and discounts converges to zero at the closing date
of future ie on last thrusday of every month.
【在 r***k 的大作中提到】
: 那说明你买的不对啊,买spy/dia/qqqq就不会decay很多。
when there is up trend,futures are sold at price higher than actual
derivative price ( eg spot nifty)and similarly when there is down trend
,futures are sold at price lesser than derivative price.this price
difference is called premium and discount.
ie premium = nifty future price - spot nifty value
discount = spot nifty value - nifty future price
also these premium and discounts converges to zero at the closing date
of future ie on last thrusday of every month.
【在 r***k 的大作中提到】
: 那说明你买的不对啊,买spy/dia/qqqq就不会decay很多。
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