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. 连结可以看一下 有图 这篇文章也是今天刚发表 http://www.etfdigest.com/commentary/VIX-Risk-On-or-Danger-.html#comments 买VXX, XIV, TVIX好吗? 虽然是ETN 但是只要量比ETF大 追踪VIX差异不要比ETF大 也是好标的吧? 因为ETF要有实体交易? ETN不用? 所以ETN应该追踪VIX指数比较精准吧? 况且ETF应该是用股票交易震荡来当指数? (猜 ETF若持有实体股票来做交易代表震荡 应该反而浪费股票大量周转率的费用而已? ETN应该是直接人为观察VIX涨跌做炒作吧? -- 1 Foreign_Inv 试阅 ◎海外投资板 2 ForeignEX 理财 ◎外汇板 <==讨论黄金最多 3 Fund 基金 ◎基金版 4 Stock 学术 ◎股票版 --

※ 发信站: 批踢踢实业坊(ptt.cc) ※ 编辑: mauricew 来自: 180.176.102.146 (02/04 14:10)