j*s
2 楼
risk不大但是uvxy归零了你也只能赚5%
w*j
3 楼
无风险赢利5%而已。其实可以50%的舱位空,这样年收益就50%。 连续几年的
话,也可翻几倍。
UVXY 某一天不跌你都会觉得奇怪。基本上98%的日子都是跌的。 所以早一天做空
,早一天受益。
话,也可翻几倍。
UVXY 某一天不跌你都会觉得奇怪。基本上98%的日子都是跌的。 所以早一天做空
,早一天受益。
h*o
4 楼
股市里没有无风险盈利一说。一定要控制好风险。半仓做空,基本上就是找死的节奏,
搞不好一个突发事件仓位就抹平了。
如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于做空的
资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金就可以
翻倍。
搞不好一个突发事件仓位就抹平了。
如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于做空的
资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金就可以
翻倍。
f*n
5 楼
how is the UVXY borrow rate? Will it influence the profit a lot or losing
money? hualianmao: What percentage of your portoforlio you use?
money? hualianmao: What percentage of your portoforlio you use?
a*g
6 楼
就怕小胜 大输啊
所谓胜率大 但盈亏比不划算
: 股市里没有无风险盈利一说。一定要控制好风险。半仓做空,基本上就是找死的
节奏,
: 搞不好一个突发事件仓位就抹平了。
: 如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于
做空的
: 资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金
就可以
: 翻倍。
【在 h********o 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 股市里没有无风险盈利一说。一定要控制好风险。半仓做空,基本上就是找死的节奏,
: 搞不好一个突发事件仓位就抹平了。
: 如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于做空的
: 资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金就可以
: 翻倍。
所谓胜率大 但盈亏比不划算
: 股市里没有无风险盈利一说。一定要控制好风险。半仓做空,基本上就是找死的
节奏,
: 搞不好一个突发事件仓位就抹平了。
: 如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于
做空的
: 资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金
就可以
: 翻倍。
【在 h********o 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 股市里没有无风险盈利一说。一定要控制好风险。半仓做空,基本上就是找死的节奏,
: 搞不好一个突发事件仓位就抹平了。
: 如果用5%的仓位做空, 盈利可以远超过5%。比如我最近几个月做空UVXY,用于做空的
: 资金月收益都在15-20%左右。如果能连续5个月收益在15%,那么5个月做空资金就可以
: 翻倍。
f*n
8 楼
buying uvxy put?
f*n
11 楼
can u say more about how do u short UVXY? Buy put and sell call? Like sell
long or short period call?
long or short period call?
f*n
12 楼
See history price. It seems that UVXY can jump to 4x in one week. 5% will
become 20% which also means lose 15% in some times. 5% can be survived to
gain money. Just never 加仓.
become 20% which also means lose 15% in some times. 5% can be survived to
gain money. Just never 加仓.
f*n
14 楼
i can not tolerate losing 15% of money. It seems that i should just shor t
for 3% of portofolio. Maximum estimate loss is 9%.
for 3% of portofolio. Maximum estimate loss is 9%.
a*h
15 楼
Shorting UVXY calls is just like selling SPX puts using extremly high
leverage. UVXY has a beta of 9 to 10.
You earn time premium and provide insurance to the other investors in a bull
market like 2016 and will be wiped out in a volatile market like 2015.
The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
futures.
leverage. UVXY has a beta of 9 to 10.
You earn time premium and provide insurance to the other investors in a bull
market like 2016 and will be wiped out in a volatile market like 2015.
The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
futures.
E*r
16 楼
根据这位哥们的统计,正态分布,mean在-6左右
https://sixfigureinvesting.com/2015/03/how-does-uvxy-work/
bull
VIX
【在 a******h 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
https://sixfigureinvesting.com/2015/03/how-does-uvxy-work/
bull
VIX
【在 a******h 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
h*o
17 楼
我说了sell call,不是单纯的sell naked call。 Option策略很多,单纯说sell call
,操作方法很多。可以用各种spread来控制风险。大家不要想当然的就认为是sell
naked call。 sell naked call不是不可以,但是一定要控制好仓位。buy put,我自
从操作以来还没有赔过一笔交易。2015年夏天UVXY几天之内升高接近4倍的时候也经历
过,我一直期盼再来一次,恐怕短时间内等不到了。
,操作方法很多。可以用各种spread来控制风险。大家不要想当然的就认为是sell
naked call。 sell naked call不是不可以,但是一定要控制好仓位。buy put,我自
从操作以来还没有赔过一笔交易。2015年夏天UVXY几天之内升高接近4倍的时候也经历
过,我一直期盼再来一次,恐怕短时间内等不到了。
E*r
19 楼
short uvxy不是简单地等效于short spx puts的leverage
首先VIX本身就是连put和call一起计算的,both OTM and ITM options
更何况再通过两个futures衍生一下
bull
VIX
【在 a******h 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
首先VIX本身就是连put和call一起计算的,both OTM and ITM options
更何况再通过两个futures衍生一下
bull
VIX
【在 a******h 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
h*o
20 楼
我short UVXY的时候,所有仓位的最大风险都是控制好了的,根本不怕。
bull
VIX
【在 a******h 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
bull
VIX
【在 a******h 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Shorting UVXY calls is just like selling SPX puts using extremly high
: leverage. UVXY has a beta of 9 to 10.
: You earn time premium and provide insurance to the other investors in a bull
: market like 2016 and will be wiped out in a volatile market like 2015.
: The so called 'decay' of UVXY is the time premium for both SPX puts and VIX
: futures.
h*o
21 楼
如果不知道如何控制风险,还是不要碰UVXY。
如果能后合理控制风险,Short UVXY是我赢钱概率最大的操作,没有之一。
如果能后合理控制风险,Short UVXY是我赢钱概率最大的操作,没有之一。
E*r
22 楼
https://www.cboe.com/micro/vix/vixwhite.pdf
白皮书很贴心,给了个例子,大家可以follow例子自己算一遍
【在 E***r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: short uvxy不是简单地等效于short spx puts的leverage
: 首先VIX本身就是连put和call一起计算的,both OTM and ITM options
: 更何况再通过两个futures衍生一下
:
: bull
: VIX
白皮书很贴心,给了个例子,大家可以follow例子自己算一遍
【在 E***r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: short uvxy不是简单地等效于short spx puts的leverage
: 首先VIX本身就是连put和call一起计算的,both OTM and ITM options
: 更何况再通过两个futures衍生一下
:
: bull
: VIX
h*o
23 楼
我以前曾经用paper trading闭着眼睛买三个月,6个月,9个月,1年到期的UVXY 不同
价位的ITM PUT,分期分批买进,和基金定投差不多的方式买入,测试了有接近一年,
全部都盈利,没有一笔赔钱。只要不出现recession,short UVXY只要控制好风险拿住
了,很难赔钱。
价位的ITM PUT,分期分批买进,和基金定投差不多的方式买入,测试了有接近一年,
全部都盈利,没有一笔赔钱。只要不出现recession,short UVXY只要控制好风险拿住
了,很难赔钱。
f*n
24 楼
hualianmao: UVXY option spread is too large. What bid price do u give to buy
a put?
a put?
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