w******i
发帖数: 1476 | 1 Bounces up $2 from today's low even when the market is sorta flat?
Does it mean that people start to think the rally is soon over? |
h**v
发帖数: 2010 | 2 people buying options?
【在 w******i 的大作中提到】
: Bounces up $2 from today's low even when the market is sorta flat?
: Does it mean that people start to think the rally is soon over?
|
T*********s
发帖数: 17839 | 3
check VIX history carefully before we get such a conclusion. It's
complicated index.
发信人: tone (调调), 信区: Stockcafeteria
标 题: VIX的计算方法
发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
http://www.cboe.com/micro/vix/vixwhite.pdf
参见上面cboe的详解，虽然公式乍一看很复杂，但并不难懂，仔细推敲一下还是很合理
的测量volatility的方法。
【在 w******i 的大作中提到】
: Bounces up $2 from today's low even when the market is sorta flat?
: Does it mean that people start to think the rally is soon over?
|
w******i
发帖数: 1476 | 4 Thanks!
【在 T*********s 的大作中提到】
:
: check VIX history carefully before we get such a conclusion. It's
: complicated index.
: 发信人: tone (调调), 信区: Stockcafeteria
: 标 题: VIX的计算方法
: 发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
: http://www.cboe.com/micro/vix/vixwhite.pdf
: 参见上面cboe的详解，虽然公式乍一看很复杂，但并不难懂，仔细推敲一下还是很合理
: 的测量volatility的方法。
|
w******i
发帖数: 1476 | 5 Bounces up $2 from today's low even when the market is sorta flat?
Does it mean that people start to think the rally is soon over? |
h**v
发帖数: 2010 | 6 people buying options?
【在 w******i 的大作中提到】
: Bounces up $2 from today's low even when the market is sorta flat?
: Does it mean that people start to think the rally is soon over?
|
T*********s
发帖数: 17839 | 7
check VIX history carefully before we get such a conclusion. It's
complicated index.
发信人: tone (调调), 信区: Stockcafeteria
标 题: VIX的计算方法
发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
http://www.cboe.com/micro/vix/vixwhite.pdf
参见上面cboe的详解，虽然公式乍一看很复杂，但并不难懂，仔细推敲一下还是很合理
的测量volatility的方法。
【在 w******i 的大作中提到】
: Bounces up $2 from today's low even when the market is sorta flat?
: Does it mean that people start to think the rally is soon over?
|
w******i
发帖数: 1476 | 8 Thanks!
【在 T*********s 的大作中提到】
:
: check VIX history carefully before we get such a conclusion. It's
: complicated index.
: 发信人: tone (调调), 信区: Stockcafeteria
: 标 题: VIX的计算方法
: 发信站: BBS 未名空间站 (Fri Nov 11 00:49:49 2011, 美东)
: http://www.cboe.com/micro/vix/vixwhite.pdf
: 参见上面cboe的详解，虽然公式乍一看很复杂，但并不难懂，仔细推敲一下还是很合理
: 的测量volatility的方法。
|
