
交易波动率?先搞懂VIX和VXX! - 知乎专栏
VIX是衡量市场波动率的指数,也经常被称为恐慌指数,原因是市场波动越大,越恐慌,VIX也越高。 大的概率是标普跌,VIX涨,反之亦然。 由于VIX是指数不能直接交易,市场上就有了VIX …
UVXY 指数和VXX 和 VIX 区别-美股做空的秘密 - 雪球
2015年9月6日 · VIX指数本身是不可交易的,所以很多机构推出了一些机制(所以是derivative of derivative),这些包括VIX futures定约,VIX指数期权,和基本的VIX futures交易基金。 这 …
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)
Find the latest iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) stock quote, history, news and other vital information to help you with your stock trading and investing.
波动率指数与相关交易标的:VIX, VXV, VXX - 知乎
CBOE官网可以下载VIX等指标的csv数据,例如该链接: Volatility Price Charts. 基于VXV/VIX可以开发short VXX的交易策略,详见: Short VXX strategy 以及 VXV-VIX Contango Ratio …
VXX ETF Stock Price & Overview
3 天之前 · Get a real-time stock price for the VXX ETF (iPath Series B S&P 500 VIX Short-Term Futures ETN) with an overview of various metrics and statistics.
VXX vs VIX Options: 5 CRUCIAL differences - projectfinance
2021年9月21日 · The key to understanding the difference between these two products lies in their composition: the VIX is formed with S&P 500 options; VXX is formed with VIX futures. …
iPath Series B S&P 500 VIX Short-Term Futures ETN - MarketWatch
3 天之前 · The Fund seeks to offer exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various …
VXX iPath® Series B S&P 500® VIX Short-Term Futures™ ETN
5 天之前 · A high-level overview of iPath® Series B S&P 500® VIX Short-Term Futures™ ETN (VXX). Stay up to date on the latest price, chart, news, analysis, fundamentals, trading and …
VXX期权全解析:替代VIX期权的利器与陷阱 - 知乎
进阶策略建议采用「vxx跨式期权+vix期货对冲」组合,利用vxx期权的高流动性与vix期货的精准敞口形成套利保护。 回测数据显示该组合在波动率突破行情中可提升28%的盈亏比(2018-2024 …
iPath Series B S&P 500 VIX Short-Term Futures ETN - ETF Database
5 天之前 · Longer-dated options such as VIIZ, VIXM, or VXZ may be appropriate for longer holding periods. This ETP should never be held over the long term in a buy-and-hold portfolio; …