Re: [請益] 請問投資svxy有啥訣竅?

作者: krishuang (五柳先生)   2014-03-22 03:39:10
The investment seeks to replicate, net of expenses,
the inverse (opposite) of the return of the S&P 500
VIX Short-Term Futures index for a single day.
The index measures the movements of a combination of
VIX futures and is designed to track changes in the
expectation for one month in the future. The VIX is
a commonly followed measure of the expected volatility
of the S&P 500 over the next 30 days. However, since
VIX is not directly investable, exposure to equity
volatility is often obtained though VIX
futures. The VIX Fund intends to meet its investment
objective by taking long or short positions in VIX
futures contracts.
恐慌時應該會慘套吧...
另多數inverse是日內商品,放太多天績效很難說。
※ 引述《sendohmadonn (Chiu)》之銘言:
: 各位大大好...
: 小弟無意間發現svxy
: 這支特殊的etf頗想投資看看...
: 過去兩年績效非常好(蟬連兩年ETF排行第一名)
: 但似乎風險也是一等一的大...
: 爬文後發現資料非常稀少...
: 想麻煩各位有投資的大大提示一下如何操作讓小弟學習...
: 謝謝...
作者: djo (cder)   2014-03-22 09:39:00
不是恐慌會慘套,是恐慌會大跌
作者: krishuang (五柳先生)   2014-03-22 16:06:00
謎:大跌不就套?我之前買的XIV均價32.9,最近都在30附近上不去,這不是套牢,那什麼才是套牢呢?今年明年動盪大,前文原波要有套牢心理準備...
作者: djo (cder)   2014-03-22 16:27:00
套牢有回不去的涵義,大跌比較中性。承上言:這東西就該在大跌買,你要風平浪靜買,就在賭隔天不刮風我成本大概在70,破百會再買一點,然後分批接到30塊剛剛查了一下,原來分割了,太久沒看,我寫的價格/2喔
作者: krishuang (五柳先生)   2014-03-23 16:24:00
以過去長期走勢,放久攤平是有機會的,主要美國是一個多頭氣氛非常強的市場。不過老話一句:過去績效不代表未來績效。djo大你對套牢的定義跟別人不一樣,可以google看看
作者: djo (cder)   2014-03-24 17:36:00
anyway,你想問的我回答了,看不懂我也沒辦法了

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