$二倍做多VIX波动_老虎社区_美港股上老虎 - 老虎社区

$二倍做多VIX波动率指数短期期权ETN(TVIX)$ 哎，忍不住说两句，很多人都不知道这个是啥玩意就一直买。知道为啥一直跌吗？结构上就是这样啊，有移仓的损耗啊，时间成本，本质上就是无限接近于0，还有人没有正股专门投机这个的，那你时间要算得很准，祝你发财。

天天复盘，时时复盘

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美股圈种草
2019-07-28
美股圈种草
隐含波动率的历史波动率难道不是在一个范围内波动的？怎么会无限趋近于0？
- 杠杆牛:
  谢谢多少明白了一些，但是还是准备全仓赌一下
- 美股圈种草回复lltmx117:
  好的，理论扎实的人我还是很尊重的，这样才知其然知其所以然。靠看和感觉的人特没谱，所以我才呛他一句。
- lltmx117回复美股圈种草:
  只要结构不变，就是长期趋向于0，但是没有人会拿全部身价去买它的反向，即做空它，因为反向只要涨100%，基本上就完了，可以参考下之前瑞银的XIV怎么一夜回到解放前的
- 老虎不糊回复美股圈种草:
  我对这个做空标的没兴趣。
- 美股圈种草回复老虎不糊:
  大致能看出和理论上确信是两回事。如果你不懂理论基础，你敢压上全副身家十倍杠杆告诉我TVIX必然趋向于0吗

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