Re: [请益] 请问投资svxy有啥诀窍?

楼主: djo (cder)   2014-03-22 20:19:28
※ 引述《sendohmadonn (Chiu)》之铭言:
: ※ 引述《krishuang (Questions)》之铭言:
: : The investment seeks to replicate, net of expenses,
: : the inverse (opposite) of the return of the S&P 500
: : VIX Short-Term Futures index for a single day.
: : The index measures the movements of a combination of
: : VIX futures and is designed to track changes in the
: : expectation for one month in the future. The VIX is
: : a commonly followed measure of the expected volatility
: : of the S&P 500 over the next 30 days. However, since
: : VIX is not directly investable, exposure to equity
: : volatility is often obtained though VIX
: : futures. The VIX Fund intends to meet its investment
: : objective by taking long or short positions in VIX
: : futures contracts.
: : 恐慌时应该会惨套吧...
: : 另多数inverse是日内商品,放太多天绩效很难说。
: 非常感谢各位的回应...
: 小弟有听从建议去seeking alpha爬文...
: 其中有篇文章提到其原理及若碰到2008~2009的金融海啸会跌90%...
: 但小弟仍不明白金融海啸后价格回复的情况是哪种?
: 第一种 $100(海啸前价格) -> $10 (-90%) -> $30 (300%)
: 涨幅很大但以价格来看还是很低,价格回复期比证券长很多...
: 第二种 $100(海啸前价格) -> $10 -> $100 (1000%)
: 激烈反弹 快速回到原本价格,回复期跟证券一样或更短...
: 麻烦了解的大大再帮小弟解惑一下...
: 谢谢
这个etf是衍生性商品etf,
波动度这东西很难解释,
要自己看书跟多体会了。
不过,虽然长期看涨,
他本身却没有固定价值,
只有相对价值
只要跌过了一定幅度,要回来就很难了。
遇到2011有记录,是100

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