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数字游戏来解剖这轮上涨 |
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VXX 好像不如 VIX 灵光呀 -- 黄埔半期 - (41 Byte) 2010-8-11 周三, 22:32 (2100 reads) |
emperorfan [博客]
年龄: 49 加入时间: 2010/02/05 文章: 2008
海归分: 814623
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作者:emperorfan 在 青蛙园地 发贴, 来自【海归网】 http://www.haiguinet.com
Not for long-term holding,
it always goes up when market fall, but goes down even when market jump up. VXX is not true VIX, it's an expensive sucker rolls on VIX future.
of course, u can buy a put and call as a way to buy VOL
or you can buy PUT spread to buy VOL as a directional bet
You can not buy VIX directly, VXX sucks because it rolls on VIX futures,
You can search VXX in seekingalpha.com for related article
To me, it's a simple directional bet for going down, and it goes down more than leveraged shorts. There is limited alternatives for volitatility.
Early this year in April, I asked people to buy VXX and asked for opinions on alternatives. I found no other replacements. Maybe u should check with 3J.
作者:emperorfan 在 青蛙园地 发贴, 来自【海归网】 http://www.haiguinet.com
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