VIX futures term structure、VIX central、Mini VIX futures在PTT/mobile01評價與討論，在ptt社群跟網路上大家這樣說
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VIX futures term structure在Term Structure Data and Charts - Cboe Global Markets的討論與評價
VIX Futures - Term Structure, Volume and Open Interest ... VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in ...
VIX futures term structure在How to Read VIX and VIX Term Structure - The Burney ...的討論與評價
VIX term structure is the relationship between VIX futures prices and maturity dates. It is said to be in Contango when VIX futures are ...
VIX futures term structure在VIX Term Structure的討論與評價
Follow the VIX term structure graphically in real time. See the extent of the contango or backwardation. Retrieve and display historical VIX term structures ...
VIX futures term structure在ptt上的文章推薦目錄
VIX futures term structure在S&P 500 VIX Futures Term-Structure Index的討論與評價
The S&P 500® VIX® Futures Index Series is a suite of investable indices that offer investors directional exposure to volatility through publicly traded ...
VIX futures term structure在VIX Futures Term Structure and the Expectations Hypothesis的討論與評價
由 I Asensio 著作 · 2020 · 被引用 1 次 — Tests of the expectations hypothesis reveal that the slope of the VIX futures term structure predicts the direction but not the magnitude of ...
VIX futures term structure在Turning point indicators 1 VIX futures term structure - Saxo Bank的討論與評價
The term structure of VIX (how the price of future contracts relates to the spot) is normally in contango (upward sloping) meaning that VIX ...
VIX futures term structure在VIX futures term structure and the expectations hypothesis的討論與評價
Tests of the expectations hypothesis reveal that the slope of the VIX futures term structure predicts the direction but not the magnitude of the evolution ...
VIX futures term structure在(PDF) The Relationship between VIX Futures Term Structure ...的討論與評價
2019年7月3日 — The proposed term structure measure is estimated as the slope of the term structure of six VIX future contracts and the spot VIX index. The ...
VIX futures term structure在VIX term structure as a trading signal - Systemic Risk and ...的討論與評價
The VIX futures curve reflects expectations of future implied volatility of S&P500 index options. The slope of the curve is indicative of ...
VIX futures term structure在VIX Term Structure and VIX Futures Pricing with Realized ...的討論與評價
The whole family of. CBOE VIX indices and VIX futures provides rich information for the implied volatility term structure of the stock market.