每周图表:芝加哥期权交易所波动率指数

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IB美国盈透   2020-3-28 03:22   2471   0
原文发表于美国时间2019-9-24


短期趋势看涨


下图显示出波动率指数(vix)在8月29日跌至其21日移动均线以下,意味着市场波动性月度趋势下滑,并且与美国股市大盘上涨吻合。


只要波动率指数仍低于其21天移动均线——目前位于16.58处,将预示着更多近期市场大盘强劲的有利情形。






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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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