VIX不算大涨,看VXX等其它变化小

来源: 2014-12-29 11:14:23 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

VIX在周五到周一的衔接,已经多次出现异常。怀疑和周option过期有关。When we make a statement, try to get a second opinion. In this case, the second opinion on VIX change is from other VIX-similar indices.