uvxy损耗问题

#请教老司机#$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$

最近在不到二星期跌了20%，vix波动不大，基本在底部，老虎精华贴有计算说半月9.8十2%左右损耗，差距一倍左右

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精彩评论

vision
2017-01-25
vision
这个品种我一般不玩、帮你请教几个老司机。@高盛吴彦祖 @老虎肖西耶 @肖西耶 @美股实战学院 @
- 美股实战学院:
  ppt 金融老师有讲过详尽的由来，应该在老虎官网的视频公开课里面。
- 老虎肖西耶回复当局者迷:
  大概从下跌比例上来看差不多啊
- 当局者迷:
  谢了，好像大神都不在贴吧逛
番茄豆浆
2017-01-26
番茄豆浆
Vix是指数不能交易常年围绕均值波动，uvxy是二级市场可交易的etf ，追踪vxx短期期货合约，衰减资产，不对等是正常的
- 当局者迷:
  是不是买卖call
AllahuAkbar
2017-01-25
AllahuAkbar
很简单因为它不追踪VIX 你看VIX是没用的
galaxy
2017-01-25
galaxy
我的理解，uvxy 跟踪的并不是 vix ,而是vxx。
当局者迷
2017-01-25
当局者迷
大家帮帮忙，@ 一下大神，我也不知道谁会
CRAZYTD
2017-01-25
CRAZYTD
准确的说配置了大量的calls

发表看法

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