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标题: [闲谈] Does low vix pose a threat to the market [打印本页]

作者: isl    时间: 2010-11-22 19:13     标题: Does low vix pose a threat to the market

no, I don't think so.

The market has shown remarkable resilience in face of Ireland crisis and China tightening cycle.

The market is proabably around its fair value barring any further deterioration of EU debt situation before global markets regain their strength. No doubt that the current PIGGS problem will become a chronic disease.

From here, it will be easier to trade after the market going down than moving up, because the fat tail risk demon is almost always hiding under.
作者: wonder    时间: 2010-11-22 20:04

This is a great analysis!
作者: 何鸿燊    时间: 2010-11-23 11:59

1# isl


多谢。市场在消化坏消息,目前还算坚挺。




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