旨在跟踪市场波动性的指数。波动性指数按期权交易的情况计算,以反映投资者的情绪。高值意味着悲观而低值则意味着乐观。
昨天收盘时80.86的数值是VIX——芝加哥期权交易所波动性指数从1990年创立至今的最高值。
Yesterday's close of 80.86 was the highest for the VIX, formally known as the Chicago Board Options Exchange Volatility Index, since calculations started in 1990.
这套系统测试1996-2007年期间,在相似的波动性之下,所产出的回报每年平均超过标准普尔指数1个多百分点。
Testing this system over the period 1996-2007 produces returns that beatthe S&P500 index by more than a percentage point a year with similarvolatility.
高波动性通常是市场存在不确定性的迹象,而不确定性总是会促使投资者抛售股票,因此波动指数处在高位一般是股市的凶召。
High volatility is often a sign of market uncertainty, and uncertainty usually inspires people to sell stocks, so high VIX readings are usually bad omens for the market.
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