$二倍做多VIX波动_老虎社区_美港股上老虎

2019-04-12

$二倍做多VIX波动率指数短期期权ETN(TVIX)$ 看到评论区好多小白，科普一下。TVIX是有损耗的，杠杆做多VIX基金的损耗是非常大的，你看到的历史损耗很正常。有三层损耗：固定杠杆带来的损耗，期货升水带来的损耗，隐含波动率大于实际波动率带来的损耗。所以损耗当然很大了，长期持有肯定是没剩多少渣的，只能是不断的合股。如果美国股市崩盘，UVXY或TVIX当然会暴涨。问题是在这个发生之前你所承受的损耗损失能不能弥补回来。比如之前你等待的过程损耗了70%，1块钱剩下了3毛钱，那就算最后碰上股灾一晚上翻倍变回6毛，甚至涨2倍到9毛，总体还是亏钱的。

新手小课堂

美港股新手知识科普课堂，不认真学会被老师挠哦！

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

精彩评论

师姐886
2019-04-12
师姐886
什么时候会合股呢
- Lincolnlee01:
  差不多一年一次
师姐886
2019-04-12
师姐886
所以不能做长线是这个意思么
- 师姐886回复Lincolnlee01:
  那照这逻辑反向做空不行？
- Lincolnlee01:
  是的，价值随着时间衰耗
爱发红包的虎妞
2019-04-15
爱发红包的虎妞
您好，初次加精有小礼物哦，请加虎妞微信tigerbrokers
Jacyluck
2019-04-12
Jacyluck
是的，感谢分享
卑鄙的我
2019-04-12
卑鄙的我
所以只能市场回调的时候赚一波快的
方中玉
2019-04-12
方中玉
谢谢

发表看法

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