請問投資svxy有啥訣竅? - 投資
By Bethany
at 2014-03-22T18:14
at 2014-03-22T18:14
Table of Contents
※ 引述《krishuang (Questions)》之銘言:
: The investment seeks to replicate, net of expenses,
: the inverse (opposite) of the return of the S&P 500
: VIX Short-Term Futures index for a single day.
: The index measures the movements of a combination of
: VIX futures and is designed to track changes in the
: expectation for one month in the future. The VIX is
: a commonly followed measure of the expected volatility
: of the S&P 500 over the next 30 days. However, since
: VIX is not directly investable, exposure to equity
: volatility is often obtained though VIX
: futures. The VIX Fund intends to meet its investment
: objective by taking long or short positions in VIX
: futures contracts.
: 恐慌時應該會慘套吧...
: 另多數inverse是日內商品,放太多天績效很難說。
: ※ 引述《sendohmadonn (Chiu)》之銘言:
: : 各位大大好...
: : 小弟無意間發現svxy
: : 這支特殊的etf頗想投資看看...
: : 過去兩年績效非常好(蟬連兩年ETF排行第一名)
: : 但似乎風險也是一等一的大...
: : 爬文後發現資料非常稀少...
: : 想麻煩各位有投資的大大提示一下如何操作讓小弟學習...
: : 謝謝...
非常感謝各位的回應...
小弟有聽從建議去seeking alpha爬文...
其中有篇文章提到其原理及若碰到2008~2009的金融海嘯會跌90%...
但小弟仍不明白金融海嘯後價格回復的情況是哪種?
第一種 $100(海嘯前價格) -> $10 (-90%) -> $30 (300%)
漲幅很大但以價格來看還是很低,價格回復期比證券長很多...
第二種 $100(海嘯前價格) -> $10 -> $100 (1000%)
激烈反彈 快速回到原本價格,回復期跟證券一樣或更短...
麻煩了解的大大再幫小弟解惑一下...
謝謝
--
: The investment seeks to replicate, net of expenses,
: the inverse (opposite) of the return of the S&P 500
: VIX Short-Term Futures index for a single day.
: The index measures the movements of a combination of
: VIX futures and is designed to track changes in the
: expectation for one month in the future. The VIX is
: a commonly followed measure of the expected volatility
: of the S&P 500 over the next 30 days. However, since
: VIX is not directly investable, exposure to equity
: volatility is often obtained though VIX
: futures. The VIX Fund intends to meet its investment
: objective by taking long or short positions in VIX
: futures contracts.
: 恐慌時應該會慘套吧...
: 另多數inverse是日內商品,放太多天績效很難說。
: ※ 引述《sendohmadonn (Chiu)》之銘言:
: : 各位大大好...
: : 小弟無意間發現svxy
: : 這支特殊的etf頗想投資看看...
: : 過去兩年績效非常好(蟬連兩年ETF排行第一名)
: : 但似乎風險也是一等一的大...
: : 爬文後發現資料非常稀少...
: : 想麻煩各位有投資的大大提示一下如何操作讓小弟學習...
: : 謝謝...
非常感謝各位的回應...
小弟有聽從建議去seeking alpha爬文...
其中有篇文章提到其原理及若碰到2008~2009的金融海嘯會跌90%...
但小弟仍不明白金融海嘯後價格回復的情況是哪種?
第一種 $100(海嘯前價格) -> $10 (-90%) -> $30 (300%)
漲幅很大但以價格來看還是很低,價格回復期比證券長很多...
第二種 $100(海嘯前價格) -> $10 -> $100 (1000%)
激烈反彈 快速回到原本價格,回復期跟證券一樣或更短...
麻煩了解的大大再幫小弟解惑一下...
謝謝
--
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