波动率的加大,是对股指期货CTA策略的重磅利好,因为本质来说,量化期货CTA策略就是一个Long Volatility(做多波动率)的策略。
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另外,亦有透过沽期指或「波幅长仓(Long Volatility)的操作对冲股市风险。 前几年一直是成熟市场的天下,但今年情况开始逆转,美国大选以致脱欧隐忧,都令资金从成熟市场流向新兴市场...
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Long Memory of Volatility 波动的长久记忆性
long memory stochastic volatility model 长记忆随机波动模型
long volatility
长期波动率
以上为机器翻译结果,长、整句建议使用 人工翻译 。
Of course, there are other methods by which to go long volatility.
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However, going long volatility in this manner presents two challenges.
Clients were going long on volatility indexes, meaning they were betting on an increase.
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