z*g
2 楼
有人知道TVIX和VXX这两个家伙是怎么计算的吗
w*7
5 楼
我也一直很好奇这个问题
z*g
7 楼
看不懂,谁懂的给咱通俗点用中文说说,谢谢
VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
designed to track 2X return on volatility in the markets as measured by the
S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
Index measures the volatility of the S&P 500 Index via futures contracts as
traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
index or “fear” indicator in markets.
VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
designed to track 2X return on volatility in the markets as measured by the
S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
Index measures the volatility of the S&P 500 Index via futures contracts as
traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
index or “fear” indicator in markets.
a*e
8 楼
紫晶是在说真话?还是在挑逗大家?
我的理解是通过期货的交易来计算大家对市场的恐惧值
the
as
【在 z****g 的大作中提到】
: 看不懂,谁懂的给咱通俗点用中文说说,谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
我的理解是通过期货的交易来计算大家对市场的恐惧值
the
as
【在 z****g 的大作中提到】
: 看不懂,谁懂的给咱通俗点用中文说说,谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
a*t
9 楼
就是说:
(1)TVIX是来track VIX future的涨跌的,不是track VIX future的,也不是track
VIX index的,也不是track VXX的(虽然两者有时相近)。
(2)VIX future变动的2倍。VIX future如何变动呢,Credit Suiss可以有自己的理解。
(3)收盘时的ETN价格和收盘后Credit Suiss的结算价可以有巨大的差距。
简短的Fact Sheet在这里:
http://app.velocityshares.com/files/page/TVIXProductPage.pdf
长些的prospectus在这里:
http://app.velocityshares.com/files/prospectus/PRICING_SUPPLEME
the
as
【在 z****g 的大作中提到】
: 看不懂,谁懂的给咱通俗点用中文说说,谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
(1)TVIX是来track VIX future的涨跌的,不是track VIX future的,也不是track
VIX index的,也不是track VXX的(虽然两者有时相近)。
(2)VIX future变动的2倍。VIX future如何变动呢,Credit Suiss可以有自己的理解。
(3)收盘时的ETN价格和收盘后Credit Suiss的结算价可以有巨大的差距。
简短的Fact Sheet在这里:
http://app.velocityshares.com/files/page/TVIXProductPage.pdf
长些的prospectus在这里:
http://app.velocityshares.com/files/prospectus/PRICING_SUPPLEME
the
as
【在 z****g 的大作中提到】
: 看不懂,谁懂的给咱通俗点用中文说说,谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
z*g
10 楼
谢谢,见包子
z*g
11 楼
zijing,您好:
您转给 aegeanboat,现金(伪币):100,收取手续费:1
同时附加了如下留言给 aegeanboat.
Thanks
您转给 aegeanboat,现金(伪币):100,收取手续费:1
同时附加了如下留言给 aegeanboat.
Thanks
a*t
12 楼
谢谢!
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