One big gap down or flash crash of SPX will wipe out your several years gains in shorting UVXY completely. Discontinuity is the biggest problem in these financial derivatives
【在 a******h 的大作中提到】 : One big gap down or flash crash of SPX will wipe out your several years : gains in shorting UVXY completely. : Discontinuity is the biggest problem in these financial derivatives
买XIV.一倍反向VIX Annualized mean daily return 43% compound annual growth rate 31% due to volatility drag. annualized daily standard deviation 56% Max draw down 93% in 2008 VIX 高于18就买XIV VIX 低于14就卖出观望 XIV 跌一半就加仓。不止损。总能够出水。 注意有可能一天跌50%,所以最好设程序,不要每天看帐号。