BOCZEK pisze:słyszeliście coś o tym wskażniku ryzyka XIV ??? gdzie można podejrzeć jego wykres?
wiem ze d1 sie nie zamkła, ale jak się zamknie niżej, to z wcześniejszymie d1 nie bede widział wzrostów
może o to ci chodziło
http://seekingalpha.com/symbol/XIV
wpisałem w wujka google
risk index XIV i to wyskoczyło !
Risks
XIV is a risky product by design. It is very volatile, termination events are defined since inception, and as an ETN it incurs an additional counterpart risk. Moreover, it is one of the most "derived" of derivatives. It is an ETP, which is inverse, derived from futures, derived from the VIX index, which is an abstract aggregate calculation on options, derived from stocks of the S&P 500 index. It means that the links with the usual market laws are indirect. As a consequence, usual analysis techniques might not work exactly the same way. Moreover, historical data on VIX derivatives are available on quite a short period. VIX futures started in 2004, VIX ETNs in 2009, and XIV on 11/29/2010. Since October 2011, there is an ETF equivalent to XIV: SVXY. It removes a counterpart risk and adds the possibility to trade options.
Ostatnio zmieniony 17 kwie 2014, 18:30 przez
<°)))))><, łącznie zmieniany 1 raz.