^VXXIDSP追蹤標的 - 股票
By Selena
at 2020-03-21T02:21
at 2020-03-21T02:21
Table of Contents
各位股神好~
VXX追蹤的^VXXIDSP究竟在追蹤什麼?
我只大概知道說^VXXIDSP會上升是因為VIX Future在backwardation時有轉倉的套利空間
那為何還沒轉為contango時,^VXXIDSP就軟了?
[img]https://imgur.com/ykTjbln[/img]
2018/12/27 VXX在最高點,之後一路往下洩
[img]https://imgur.com/7WDfqAS[/img]
但期貨要一直到2019/1/9才有轉為contango的跡象
求解,感謝
--
VXX追蹤的^VXXIDSP究竟在追蹤什麼?
我只大概知道說^VXXIDSP會上升是因為VIX Future在backwardation時有轉倉的套利空間
那為何還沒轉為contango時,^VXXIDSP就軟了?
[img]https://imgur.com/ykTjbln[/img]
2018/12/27 VXX在最高點,之後一路往下洩
[img]https://imgur.com/7WDfqAS[/img]
但期貨要一直到2019/1/9才有轉為contango的跡象
求解,感謝
--
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股票
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