vix 的计算: 好像是市场稳定就会上升,并非要回到市场高点

来源: 2015-09-01 13:08:14 [旧帖] [给我悄悄话] 本文已被阅读:

不知我的理解对不对。

大升大降的时候,vix高,平稳的时候下降。刚才有位大师说要升上去必须回到股市高点,我感觉是吓唬人。

The VIX is calculated using a "formula to derive expected volatility by averaging the weighted prices of out-of-the-money puts and calls”. Using options that expire in 16 and 44 days, respectively, in the example below, and starting on the far left of the formula, the symbol on the left of “=” represents the number that results from the calculation of the square root of the sum of all the numbers that sit to the right multiplied by 100. To get to that number:

Read more: Tracking Volatility: How The VIX Is Calculated (VXX,XIV,UVXY,VIXM) http://www.investopedia.com/articles/active-trading/070213/tracking-volatility-how-vix-calculated.asp#ixzz3kWGrxNq9 
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