買恐慌指數VIX ETF好嗎? - 理財
By Lauren
at 2012-02-04T13:46
at 2012-02-04T13:46
Table of Contents
VIX: Risk On or Danger?
http://www.etfdigest.com/commentary/VIX-Risk-On-or-Danger-.html#comments
iPath VIX Short Term Futures ETF (VXX)
is the closest correlation to the VIX
although its price doesn't match the VIX percentage levels.
A further confirmation is Velocity Shares Inverse VIX (XIV)
showing extreme levels of being over bought.
The final chart we should look at it is Velocity Shares Daily 2 VIX (TVIX).
I didn't include all of the indicators
on this chart because they reflect the same oversold conditions on VXX.
TVIX is the favorite VIX instrument for traders and trades
and very high volumes.
The important factor on this TVIX chart is the enormous relative volume
we've seen traded over the past two weeks.
There's a lot of red volume, but let's not forget,
for every seller there's a buyer.
Almost 5 million shares of TVIX are being traded daily.
TVIX is now at a new 52 week low. This is where the bulls
and bears are battling it out right now.
連結可以看一下 有圖
這篇文章也是今天剛發表
http://www.etfdigest.com/commentary/VIX-Risk-On-or-Danger-.html#comments
買VXX, XIV, TVIX好嗎?
雖然是ETN 但是只要量比ETF大 追蹤VIX差異不要比ETF大
也是好標的吧?
因為ETF要有實體交易? ETN不用? 所以ETN應該追蹤VIX指數比較精準吧?
況且ETF應該是用股票交易震盪來當指數? (猜
ETF若持有實體股票來做交易代表震盪 應該反而浪費股票大量週轉率的費用而已?
ETN應該是直接人為觀察VIX漲跌做炒作吧?
--
1 Foreign_Inv 試閱 ◎海外投資板
2 ForeignEX 理財 ◎外匯板 <==討論黃金最多
3 Fund 基金 ◎基金版
4 Stock 學術 ◎股票版
--
http://www.etfdigest.com/commentary/VIX-Risk-On-or-Danger-.html#comments
iPath VIX Short Term Futures ETF (VXX)
is the closest correlation to the VIX
although its price doesn't match the VIX percentage levels.
A further confirmation is Velocity Shares Inverse VIX (XIV)
showing extreme levels of being over bought.
The final chart we should look at it is Velocity Shares Daily 2 VIX (TVIX).
I didn't include all of the indicators
on this chart because they reflect the same oversold conditions on VXX.
TVIX is the favorite VIX instrument for traders and trades
and very high volumes.
The important factor on this TVIX chart is the enormous relative volume
we've seen traded over the past two weeks.
There's a lot of red volume, but let's not forget,
for every seller there's a buyer.
Almost 5 million shares of TVIX are being traded daily.
TVIX is now at a new 52 week low. This is where the bulls
and bears are battling it out right now.
連結可以看一下 有圖
這篇文章也是今天剛發表
http://www.etfdigest.com/commentary/VIX-Risk-On-or-Danger-.html#comments
買VXX, XIV, TVIX好嗎?
雖然是ETN 但是只要量比ETF大 追蹤VIX差異不要比ETF大
也是好標的吧?
因為ETF要有實體交易? ETN不用? 所以ETN應該追蹤VIX指數比較精準吧?
況且ETF應該是用股票交易震盪來當指數? (猜
ETF若持有實體股票來做交易代表震盪 應該反而浪費股票大量週轉率的費用而已?
ETN應該是直接人為觀察VIX漲跌做炒作吧?
--
1 Foreign_Inv 試閱 ◎海外投資板
2 ForeignEX 理財 ◎外匯板 <==討論黃金最多
3 Fund 基金 ◎基金版
4 Stock 學術 ◎股票版
--
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