L******w
发帖数: 970 | 1 Volatility definitely picks up. |
S******t
发帖数: 8388 | 2 vix:vxv=0.985
离利空的比例0.9还有点距离。 |
L******w
发帖数: 970 | 3 Please explain a little bit la.
【在 S******t 的大作中提到】
: vix:vxv=0.985
: 离利空的比例0.9还有点距离。
|
S******t
发帖数: 8388 | 4 太平了好长一段时间，猛跌几天的确是有点不适应。
跌的时候总是很凶猛，老让人会相信有大回调。心理是有点问题呀。呵呵呵。 |
S******t
发帖数: 8388 | 5 这是我收藏的（5月份的贴，有些数据过时）：
VIX:VXV Ratio Moving Toward Bearish Zone
Lately I have received quite a few requests to talk about the VIX:VXV ratio,
something that I first blogged about back in December 2007, shortly after
the VXV volatility index was launched.
The chart below is my standard VIX:VXV ratio chart and uses the 1.08 and 0.
92 end of day closing levels as basic long and short signals. The last
signal on the chart is a March 1st long signal that preceded the March
bottom by a week. On April 19
【在 L******w 的大作中提到】
: Please explain a little bit la.
|
f******e
发帖数: 6488 | 6 99xx-95xx
bear is not small |
L******w
发帖数: 970 | 7 Thanks. Has anyone of you been to frogta lately? I haven't been there for
quite a long time. Feel it is dead by now.
ratio,
【在 S******t 的大作中提到】
: 这是我收藏的（5月份的贴，有些数据过时）：
: VIX:VXV Ratio Moving Toward Bearish Zone
: Lately I have received quite a few requests to talk about the VIX:VXV ratio,
: something that I first blogged about back in December 2007, shortly after
: the VXV volatility index was launched.
: The chart below is my standard VIX:VXV ratio chart and uses the 1.08 and 0.
: 92 end of day closing levels as basic long and short signals. The last
: signal on the chart is a March 1st long signal that preceded the March
: bottom by a week. On April 19
|
