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CBOEวันนี้发的一篇文章。关于波动率。我总结一下:
1、从跨资产的角度,多数都处在低点,原油波动率上升显著,而且极其看涨。
2、衡量股票的VIX指数,尽管读数低,但结构发生变化,买入看跌变多,防御仓位还是在往上。指数波动率和个股波动率差距大到90%分位以上。换言之,随着财报季临近,市场还是更聚焦在基本面上,而不是宏观。
3、尽管特朗普对鲍威尔发起攻击,但波动率的视角,似乎市场反应不大。或者,并不认为会有实质性的威胁。