[原创] 严肃地讨论一下VIX和VXX

not4weak

VXX Fund Summary         
The investment seeks to replicate, net of expenses, the S&P 500 VIX Short-Term Futures Total Return Index. The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

有没有人给详细的解释一下? VIX目前跌了3.65%, VXX跌6.36%, 对应关系不精确.

not4weak

这些受CONTAGO影响的都不要碰吧

pdz

这些受CONTAGO影响的都不要碰吧
not4weak 发表于 2011-3-21 13:10

反过来不就行了？