您当前的位置:牛牛财经 > 黄金

波动率爆发不可避免 怎样应对才是良策?

2019-04-17     牛牛财经   来源:黄金头条
文章摘要:  低波动性在市场上听起来可以是件好事,除非它掩盖或忽略了一些问题。真正的诀窍是为一个可能很快就会到来并且令人不快的结局做准备。   汇信援引,Cantor Fitzgerald LP的Peter Cecchini写道:“波动率很少会一点一点回升。当周期末期的看涨论调偏离….

  低dibodongxingzaishichangshangtingqilaikeyishijianhaoshi,除chufeitayangaihuohulueliaoyixiewenti。真zhenzhengdejueqiaoshiweiyigekenenghenkuaijiuhuidaolaibingqielingrenbukuaidejiejuzuozhunbei

  汇huixinyuanyin,Cantor Fitzgerald LP的dePeter Cecchini写xiedao:“波bodonglvhenshaohuiyidianyidianhuisheng。当dangzhouqimoqidekanzhanglundiaopianliguidaoshi,波bodonglvwangwanghuibiaosheng。”

  眼yanxiazichanjiagebodongyichangdimi,主zhuyaoyangxingdezhengcexiangduiqingxi,并bingqieyoujixiangbiaomingzhongguodecijijihuazhengzaifahuizuoyong,全quanqiujingjizengchangsihushizaifanghuanerbushixiahua。衡hengliangmeiguoguozhaibodonglvdeMOVE指zhishushangweituoli3月yue20日richujidelishididianmogendatongquanqiuhuobibodonglvzhishuyidiezhi2014年nianyilaidezuidishuiping。CBOE波bodonglvzhishu(VIX)上shangzhouwuchujiqunian10月yueyilaidiwei

  不buguo摩根士丹利deAndrew Sheets和heHarley Bassman认renwei,当dangqiandeningjingbuhuichixutaijiu

  Sheets说shuo:“如ruguo美联储baochigepai,并bingqieshujuzouruo,市shichangbodongxingjiangshangsheng。若ruoshujuhuinuan,而eryangxingshijishangbiaoshimianduibuduangaishandeshujubuhuishoujinhuobizhengce,这zhebushihuichanshenggengduomaoxianxingweima?这zheyehuiyinfabodong。”

  去qunian2月yuefenjiushiyigerangshichangcubujifangdelizi。VIX在zaizhengge2017年nianbaochizaiyichangdideshuiping,诱you使shitouzizhexianruxujiadezimanqingxu。在zaishichangbaodieqijian,波bodongxingdafupansheng——VIX在zai2月yue5日ribiaoshengzhi37.32,使shideyixiezuokongbodonglvdechanpinwanjiebufu

  引yinfajiagebodongdeqianzaiyinsubaokuoquanqiumaoyiguanxiehua、美meilianchuzaidujiaxi、经jingjidimihuodiyuanzhengzhichongjideng

  流liudongxingyeyinqiSheets、摩mogendatongdeMarko Kolanovic及jiyiVincent Cassot为weishoudefaguoxingyeyinxingcelueshidedanyou。法faxingjianchirenwei,一yidankaishichuxianmafandejixiang,低diliudongxingjiangjiajubodong


  那name,要yaoruheyingduizhezhongjihukendinghuichuxiandebodongxingbiaosheng

  汇huixinyuanyin,法faxingcelueshixiedao,相xiangduijiazhibodongjiaoyishizhengquedexuanze,直zhidaoyifangzuizhongtoujiang。他tamenjianyiqingxiangyukeji、非feibixuxiaofeipin、工gongyehegongyongshiyeleigupiaodefensanjiaoyi,因yinweizaijingjidimishiqi,这zhexiebankuaidebodongxingwangwanghuidafushangsheng。他tamenhuanjianyizuoduo英镑dui美元bodonglv、做zuokongfushi100指zhishubodonglv,因yinweiyingbangkenenggengrongyishoudao英国脱欧jieguodeyingxiang

  Schaeffers Investment Research的deTodd Salamone指zhichu,VIX期qihuojingkongtoutoucunguimochuyu2017年nianyilaizuida,这zheshigushiduotoumuqianmianlindezuidafengxian

  Salamone称cheng:“在zaizhezhongfengxiankaishifahuizuoyongzhiqian,欣xinkuaiqingxuxuyaogeng广guangfandichuanbo,但danlishigaosuwo,几jihukeyikendingdeshi,当dangbodongxingzuizhongchuxianshi,这zhexietoujizhejiangcuoshoubuji。”他tajianyiliyongqiquanlaiguanlifengxian

(文wenzhanglaiyuan:黄huangjintoutiao

收集整理:牛牛财经网
本文地址:https://gold.nncj.com/a/23924
共有条评论发表评论
验证码:
推荐阅读