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发表于 2011-8-10 10:36 AM
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In case you doen't see Laoda's english site.
"Sleeperz wrote:
VIX selloff said sell this market
August 10, 2011, 11:04 AM
Hours before the current session’s wipeout, stock watchers at Cobra’s Market View were feeling bearish about Wednesday’s stock trades — thanks to the VIX. The Chicago Board Options Exchange’s Volatility Index VIX, recently trading at 42.04, fell as much as 29% Tuesday and closed down 13% at 35.06.
“Since the last 2,000 trading days, if you short SPY at today’s close and cover at close tomorrow, you’ll have 89% chances. And if you hold until the very first red day before covering, you’ll have 100% chances,” they wrote late Tuesday. Read full post at Cobra’s Market View.
The SPDR S&P 500 ETF Trust SPY , a exchange-traded fund that tracks the S&P 500 SPX, was recently trading down 3.8 %. The VIX was up 22% to 42.80. — Laura Mandaro
http://blogs.marketwatch.com/thetell/20 ... is-market/
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