大跌之後就是萬點 - 期貨

By Frederica
at 2007-07-29T09:23
at 2007-07-29T09:23
Table of Contents
※ 引述《secguest (真是暴累又熱的兩天....)》之銘言:
: → dyhsu:波動率怎麼算的????????????????????? 07/29 00:29
算了求人不如求己
說話說一半的人還滿ox的
期交所網頁:
第 四 條 股價指數類期貨契約結算保證金金額為各契約之期貨指數乘以指數每點價
值乘以風險價格係數。
前項所稱風險價格係數,係參考一段期間內期貨契約之股價指數變動幅度,估算至少可涵
蓋一日股價指數變動幅度百分之九十九點七信賴區間之值。
==
這段文字寫是這樣寫
但還是保有彈性,因為只要「至少」可涵蓋就好了
週五的大行情已經是無法涵蓋了所以要調整
但是真要所謂的防禦,事先調高也合理
指數衝高,點數波動變大也不是這一天的事
要防禦也可以早點做..
--
班法蘭克林說:
「民主的唯一希望就是....
人們可以彼此尊重到互相妥協」
--
: → dyhsu:波動率怎麼算的????????????????????? 07/29 00:29
算了求人不如求己
說話說一半的人還滿ox的
期交所網頁:
第 四 條 股價指數類期貨契約結算保證金金額為各契約之期貨指數乘以指數每點價
值乘以風險價格係數。
前項所稱風險價格係數,係參考一段期間內期貨契約之股價指數變動幅度,估算至少可涵
蓋一日股價指數變動幅度百分之九十九點七信賴區間之值。
==
這段文字寫是這樣寫
但還是保有彈性,因為只要「至少」可涵蓋就好了
週五的大行情已經是無法涵蓋了所以要調整
但是真要所謂的防禦,事先調高也合理
指數衝高,點數波動變大也不是這一天的事
要防禦也可以早點做..
--
班法蘭克林說:
「民主的唯一希望就是....
人們可以彼此尊重到互相妥協」
--
Tags:
期貨
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