f******d
发帖数: 6361 | | j***b
发帖数: 5901 | 2 in a bear market, vxx not only doesn't decay, it gains due to
backwardation.
【在 f******d 的大作中提到】
: rt
| Y*****g
发帖数: 158 | | f******d
发帖数: 6361 | 4 请科普backwardation.
【在 j***b 的大作中提到】
: in a bear market, vxx not only doesn't decay, it gains due to
: backwardation.
| f******d
发帖数: 6361 | 5 我烧它呀
【在 Y*****g 的大作中提到】
: 昨天吃了什么亏？不是涨的好好的吗？
| j***b
发帖数: 5901 | 6 vxx is realized by rolling futures contracts. When vix is high, people
expect it to drop, so the 2 month futures are cheaper than current month
futures. This is backwardation. Backwardation means the vxx fund can buy
futures contracts cheap, and gains, which helps vxx go up faster or go down
slower.
【在 f******d 的大作中提到】
: 请科普backwardation.
| Y*****g
发帖数: 158 | 7 你没事烧它干什么呀，现在VIX跌了，它还是涨的。别听yahoo board的人瞎吵。上面有
的人很教条，教条又没了解透。 | f******d
发帖数: 6361 | 8 谢谢科普，我向你保证：以后不碰它
down
【在 j***b 的大作中提到】
: vxx is realized by rolling futures contracts. When vix is high, people
: expect it to drop, so the 2 month futures are cheaper than current month
: futures. This is backwardation. Backwardation means the vxx fund can buy
: futures contracts cheap, and gains, which helps vxx go up faster or go down
: slower.
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