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Stock版 - The last time VIX closed above oil, it was time to buy stocks
相关主题
一些看法 ON BOTTOMVIX 要新低了,会反弹么?
more violent downside ahead今天股市大涨, VIX也一起涨,奇怪
VIX连续两天涨10%以上的统计VIX almost 30
盘后纷纷跌了1%房屋数据出来了
推动当前股市的两因素:(1)基本面(2)Quant根据历史股价估算options implied volatility
可以抄底了吗?VIX这么高,股价翻来覆去很正常。
到哪里看VIX?rally might be real, volatility is going down
option的implied Volatility是怎么算出来的?Re: 股票又跌得像屎 (转载)
相关话题的讨论汇总
话题: vix话题: oil话题: march话题: august话题: higher
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1 (共1页)
u********3
发帖数: 3785
1
大家再忍两天吧,大盘再跌一点,油再跌一点,就可以入场了。。。
http://www.cnbc.com/2016/01/15/the-last-time-vix-closed-above-o
It's been rare for the VIX to close higher than oil. In fact, it happened
just once in recent years: Aug. 24, 2015. That ended up signifying the
bottom of the summer 2015 downturn. The stock market went back up, and
finished the year much higher from that point.
Oil is down a lot, to under $30.
The COBE Volatility Index is up a lot — hanging out above 30.
It's been rare for the VIX to close higher than oil. In fact, it happened
just once in recent years: Aug. 24, 2015. That ended up signifying the
bottom of the summer 2015 downturn. The stock market went back up, and
finished the year much higher from that point.
And before that single day in August, the last time the VIX closed higher
than oil was March 2009. That was the absolute bottom of the market. The
stock market bottomed on March 9, and the last time the VIX closed above oil
until August was March 11, 2009. In the nearly seven years since, only that
one day this past August brought the two prices together.
m*******v
发帖数: 294
2
This made my day. Is VIX priced in $?

【在 u********3 的大作中提到】
: 大家再忍两天吧,大盘再跌一点,油再跌一点,就可以入场了。。。
: http://www.cnbc.com/2016/01/15/the-last-time-vix-closed-above-o
: It's been rare for the VIX to close higher than oil. In fact, it happened
: just once in recent years: Aug. 24, 2015. That ended up signifying the
: bottom of the summer 2015 downturn. The stock market went back up, and
: finished the year much higher from that point.
: Oil is down a lot, to under $30.
: The COBE Volatility Index is up a lot — hanging out above 30.
: It's been rare for the VIX to close higher than oil. In fact, it happened
: just once in recent years: Aug. 24, 2015. That ended up signifying the

1 (共1页)
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相关主题
Re: 股票又跌得像屎 (转载)推动当前股市的两因素:(1)基本面(2)Quant
in the end, it is all politics可以抄底了吗?
Will we repeat that volatile week in early August?到哪里看VIX?
现在VIX值得买吗?option的implied Volatility是怎么算出来的?
一些看法 ON BOTTOMVIX 要新低了,会反弹么?
more violent downside ahead今天股市大涨, VIX也一起涨,奇怪
VIX连续两天涨10%以上的统计VIX almost 30
盘后纷纷跌了1%房屋数据出来了
相关话题的讨论汇总
话题: vix话题: oil话题: march话题: august话题: higher