$二倍做多VIX波动_老虎社区_美港股上老虎 - 老虎社区

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$二倍做多VIX波动率指数短期期权ETN(TVIX)$这个指数没有理论最大值的吗？

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Tiffany029
2020-03-16
Tiffany029
有美股跌20%的情况下计算出的vix是当天的最大值
- Tiffany029回复丁玲琅:
  一般来说市场有效的情况下他就是跟着vix走的基金不会偏离净值太多不然存在套利空间可以看一下基金发布公告看一下他etf编制方法
- 丁玲琅回复Tiffany029:
  请问这个股票会因为买的人多而价格上涨吗？还是单纯只是跟踪vix
- Tiffany029回复丁玲琅:
  不一定因为vix可能会有羊群效应，除开这个 100以上是肯定的但是美股从来没有过所以现在都是理论值
- 丁玲琅:
  美股每跌20%，请问vix涨多少？

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