a*1
2 楼
我这刚做了个研究，你看看
E[ETF R% | X < VIX% <= Y]
VIX TZA R% TVIX R% UVXY R% VIX R%
-25%
-20% -6.0% -20.5% -23.6% -21.9%
-15% -7.2% -20.0% -21.7% -16.6%
-10% -4.4% -12.3% -14.8% -12.3%
-5% -3.6% -7.6% -8.3% -7.2%
0% -1.1% -2.8% -3.1% -2.2%
5% 0.4% 0.9% 1.3% 2.1%
10% 2.7% 5.9% 6.8% 7.3%
15% 4.2% 10.3% 12.5% 12.2%
20% 6.2% 14.2% 16.8% 16.9%
25% 7.5% 19.9% 20.9% 20.8%
30% 9.0% 23.3% 24.0% 27.6%
35%
40% 10.3% 15.7% 21.0% 35.9%
E[ETF R% | X < VIX% <= Y]
VIX TZA R% TVIX R% UVXY R% VIX R%
-25%
-20% -6.0% -20.5% -23.6% -21.9%
-15% -7.2% -20.0% -21.7% -16.6%
-10% -4.4% -12.3% -14.8% -12.3%
-5% -3.6% -7.6% -8.3% -7.2%
0% -1.1% -2.8% -3.1% -2.2%
5% 0.4% 0.9% 1.3% 2.1%
10% 2.7% 5.9% 6.8% 7.3%
15% 4.2% 10.3% 12.5% 12.2%
20% 6.2% 14.2% 16.8% 16.9%
25% 7.5% 19.9% 20.9% 20.8%
30% 9.0% 23.3% 24.0% 27.6%
35%
40% 10.3% 15.7% 21.0% 35.9%
a*h
3 楼
要看涨的百分比。
已经不错了，我很满意这三天
【在 s*******i 的大作中提到】
: 涨慢跌快，害人精
已经不错了，我很满意这三天
【在 s*******i 的大作中提到】
: 涨慢跌快，害人精
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