每周图表:波动率指数月度波动抬升

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IB美国盈透   2019-10-1 14:02   5248   0
原文发表于美国时间2019-6-4




波动率:芝加哥期权交易所波动率指数(vix


近期趋势看跌


下图中红色加亮处显示的是波动率指数自5月1日以来升至其21日均线之上,月度趋势的波动率上升对应着近期市场下跌的特性。


波动率指数目前位于16.81处,只要波动率指数仍高于其21日均线,市场在近期仍可能面临着短期下行的压力。







了解盈透证券,点击左下方阅读原文链接,或登录盈透证券中文官网香港站:https://www.interactivebrokers.com.hk/cn/home.php


这篇文章已被翻译成中文。原英文作者为John Kosar,首席市场策略师,AsburyResearch LLC。如英文版本和中文版本之间有任何不一致,以英文版本为准。


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