多次赚小钱、一次赔大钱的操作属于做空波动率(short volatility)的类型,而多次赔小钱、一次赚大钱的做法是做多波动率(long volatility)的类型。
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引致全球市场大乱沽了 引伸波幅 ( Short Volatility )很多期权仓,补仓日多,丧失日大 以硬鼎力抬高长息,并非天然市场的气力,而是用指点政策OT放出信号,这一Signalling,应用少量资金入...
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short volatility position 短期波动头寸
Goldman, for instance, went "short volatility" in equities in the second quarter-a decision it came to rue.
比如说高盛,在第二季度采取了股票短线波幅交易,这个让他们感到后悔的决定。
Both hold financial assets, like corporate debt, that have incurred losses, but the nature of insurers' liabilities should allow them to ride out short-term volatility.
两者持有的公司债一类的金融资产虽都已蒙受损失,但保险公司负债的性质应当可助他们渡过短期波动。
Only rarely, as on February 27th, does the curve “invert” so that short-term implied volatility is higher than long-term.
仅在很少情况下,如2月27日,市场曲线发生倒转因此短期隐含波动高于长期隐含波动。
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