buy xiv

Seawave · 发表于 2011-11-16 05:48 PM

it will also get benefits from the fact that VIX near months futures move to contango.

silkway · 发表于 2011-11-16 07:09 PM

NYQ · 发表于 2011-11-16 08:22 PM

sunnysunny · 发表于 2011-11-16 09:48 PM

不懂，也顶一下！

trader88 · 发表于 2011-11-17 12:08 AM

支持，12月份是传统的VIX future 会进入contango的时段，VIX future 已经在backwardation好几个月了，这在VIX 历史上很少见，主要是欧债危机造成的。但要小心明年一月份以后，VIX future 回到backwardation。

abaqus · 发表于 2011-11-17 10:18 AM

本帖最后由 abaqus 于 2011-11-17 08:18 编辑

高见！

Seawave · 发表于 2011-12-3 12:53 PM

本帖最后由 Seawave 于 2011-12-3 12:57 编辑

Seeing is believing!

Since last time, market has gone through dramatic turmoils. Spx was down and then up more than -6.2% and +7.4%, respectively. In the same time period, although xiv followed that down/up path, the down and up number are highly skewed to the upside, namely -6.8% and 19.1%

That's because of the contango, which makes buying xiv a risk diverted trade now.

Given the market favoring an upside move within weeks, and the fact that about 1.2% daily gain from contango, it's still highly recommended to add xiv when the market dips.

登录 · 发表于 2011-12-3 03:05 PM

VIX要反弹了

licai5688 · 发表于 2011-12-4 08:55 AM

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buy xiv

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