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发表于 2011-8-1 10:13 AM
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xiaochong 发表于 2011-8-1 11:07 
请教大家一个问题,ISSE的数据all equities的call和put统计的只是散户,还是全部的包括MM?
以前ISEE说明是散户only,现在我看他的说明变了,成了buy to open call and put only了,可能这也包括大户buy吧?
The ISE Sentiment Index is a unique put/call value that only uses opening long customer transactions to calculate bullish/bearish market direction. Opening long transactions are thought to best represent market sentiment because investors often buy call and put options to express their actual market view of a particular stock. Market maker and firm trades, which are excluded, are not considered representative of true market sentiment due to their specialized nature. As such, the ISEE calculation method allows for a more accurate measure of true investor sentiment than traditional put/call ratios. |
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