vix 的计算： 好像是市场稳定就会上升，并非要回到市场高点

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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所有跟帖： 

• 是啦 -caonrh- ♀ (0 bytes) () 09/01/2015 postreply 13:09:12

• 输入变量是 put call的价格，所以市场稳定了vix自然回去。就算熊市也有长期稳定时期。 -ca_lowhand- ♂ (0 bytes) () 09/01/2015 postreply 13:14:48

• 所以坚持原则说的是不对的 -daveut- ♂ (505 bytes) () 09/01/2015 postreply 13:16:38

• 那是没做过功课的，在理所当然的瞎猜。 -ca_lowhand- ♂ (0 bytes) () 09/01/2015 postreply 13:18:12

• you got it! -munchenxx- ♂ (0 bytes) () 09/01/2015 postreply 13:16:31

• 因此，这波操作完成后，大盘进入猪市，vix必然快速下降 -daveut- ♂ (47 bytes) () 09/01/2015 postreply 13:19:15

• 对，到猪市 vix很快回去。这次跌的太急，估计最早要11月稳定下来。 -ca_lowhand- ♂ (0 bytes) () 09/01/2015 postreply 13:22:09

• vxx uvxy svxy are based on vxo, not vix -nullll- ♂ (0 bytes) () 09/01/2015 postreply 13:21:56

• 是根据未来2个月的vix期货价格计算的。 -ca_lowhand- ♂ (0 bytes) () 09/01/2015 postreply 13:23:41

• 自从几年前VIX开始期货交易后，它与vxx,uvxy,svxy的关系有时就不成比率了 -nullll- ♂ (0 bytes) () 09/01/2015 postreply 13:36:04

• 因为里面有个期货贴水升水的计算。 -ca_lowhand- ♂ (0 bytes) () 09/01/2015 postreply 13:44:03