VIX Fear and Volatility Index – deɛ ɛyɛ, sɛdeɛ wɔbu no bem ne sɛdeɛ wɔbɛhyɛ ho nkɔm.
- VIX index – a eye deen
- Dɛn ne CBOE Volatility Index no
- VIX kyerɛwtohɔ no ho ntease
- Sɛnea wobu VIX ho akontaa
- Sɛnea VIX betumi ahyɛ daakye ho nkɔm
- Dɛn na nkontaa a ɛba fam no kyerɛ?
- Sɛnea wɔde VIX di gua
- Sɛnea wonya sika wɔ VIX so
- Trading strategy a wobetumi de adi dwuma
- Sɛnea Sikakorafo Hwera Sika wɔ VIX no so
VIX index – a eye deen
VIX index no yɛ ade a ɛkyerɛ
sɛnea sikasɛm no resakrasakra no . Sɛ ɛnte saa a, wɔfrɛ no ade a ɛkyerɛ sɛnea sikakorafo te nka. VIX index no bo a ɛkorɔn kyerɛ ehu a ɛne no hyia a agodifo wɔ wɔ sikakorabea ahorow no mu, bere a nea ɛne no bɔ abira no, bo a ɛba fam no kyerɛ tebea a ɛma abotɔyam wɔ wɔn a wɔde sika gu mu no mu.
Dɛn ne CBOE Volatility Index no
CBOE volatility index yɛ ade a ɛkyerɛ akwanhwɛ wɔ securities gua so. Ɛsakra gyina nsakrae a aba nnansa yi wɔ
S&P 500 kyerɛwtohɔ, United States sikasɛm ho kyerɛwtohɔ titiriw no so. Wosusuw nsakrae a wɔahyɛ ho nkɔm wɔ nnafua 30 a atwam no mu no ho. Bere tiaa mu anohyeto ahorow a ɛte saa no fi nokwasɛm a ɛyɛ sɛ wosusuw nna a ɛbɛba awiei wɔ SPX index no so no ho.
VIX kyerɛwtohɔ no ho ntease
VIX nhyehyɛe no kyerɛ nea wɔn a wɔde sika bɛto hɔ no hwɛ kwan wɔ nnafua 365 a edi hɔ no mu. Wɔsan nso susuw nneɛma a ɛtwetwe ne nea ɛnhyia ho, sɛ nhwɛso no, wɔ S&P 500 nkyerɛkyerɛmu no ho. Ade titiriw a ɛtwe ne ho ne agyapade bo a ɛkɔ soro a ɛba fam wɔ ɔha biara mu nkyem 68 no ase. Momma yensusuw nhwɛso tiawa bi ho. Sɛ VIX nhyehyɛe no kenkan 15 nnɛ a, dodow no ne ɔha biara mu nkyem a ɛwɔ mprempren bo a S&P no yɛ pɛ ne dodow a yɛadi kan aka ho asɛm no yɛ pɛ.
Sɛ wɔreyɛ VIX kyerɛwtohɔ no mu nhwehwɛmu a, ɛho hia sɛ wonya ne bo a ɛsom mprempren mprempren, ne abakɔsɛm mu nhwehwɛmu nso. Ɛne sɛ, hwɛ yiye sɛ ebia nsɛm a ɛtete saa asi wɔ gua so pɛn anaa. Sɛ kyerɛwtohɔ a wɔakyerɛw no ntra 20 a, ɛnde eyi kyerɛ sɛ sikasɛm mu asisifo suro nkyerɛkyerɛmu a ɛba fam koraa na ɛne no bɔ abira.
Sɛnea wobu VIX ho akontaa
Ɛsɛ sɛ wufi ase de nokwasɛm a ɛyɛ sɛ index a wɔreka ho asɛm no nyɛ securities a ɛyɛ mpapahwekwa, na mmom options. Ɛne sɛ, obi a ɔde ne sika hyɛ mu betumi de sika a wɔde asie anaa bonds adi gua wɔ bo bi a wɔahyɛ ato hɔ daakye. Nneɛma a wobetumi apaw no bo a ɛkɔ soro no ba wɔ bere a gua no rekɔ fam anaasɛ ɛresakra bere nyinaa wɔ akwan abien no nyinaa mu no mu. Ɛnyɛ bere nyinaa na nkɔso ba, nanso mpɛn pii no, enti sikakorafo binom bu akwan horow a wobetumi apaw no sɛ insurance pa a wɔde bɛbɔ wɔn agyapade ho ban. Mfaso kɛse a wonya no ba bere a sikakorabea ahorow no gyae nneɛma a ɛsakrasakra kɛse mu no.
Sɛnea VIX betumi ahyɛ daakye ho nkɔm
Stock market no betumi akyerɛ sɛ ɛnyɛ securities nko na wɔbɛtɔ wɔ bo a wɔahyɛ ato hɔ so, na mmom options nso wɔ S & P 500 index no so.Nnɔmba a ɛwɔ asɛmti no mu no kyerɛ Amerika nnwumakuw akɛse dodow a ɛkame ayɛ sɛ ɔman no nhyɛ ho mmara – wɔyɛ ankorankoro . Abenfo a wɔboaboa index ahorow ano no susuw ɛka ankasa a wɔbɔ wɔ nneɛma a wɔpaw ho wɔ ɔsram a etwaam no mu no ho. Wobetumi de S&P 500 no suban adi dwuma de abu daakye nsakrae ho akontaa denam hyɛn ne nea efi mu nyinaa mu nhwehwɛmu a wɔbɛyɛ so.
Dɛn na nkontaa a ɛba fam no kyerɛ?
VIX index no tumi da ehu dodow ne adwene a ebetumi aba sɛ wɔn a wɔde wɔn sika hyɛ mu no wɔ no nyinaa adi. Eyi ba denam nsakrae a wɔhwɛ kwan no a wɔhwehwɛ mu no so. Dodow a wosusuw ho no korɔn no, dodow no ara na ehu ne dadwen ba gua so, na sɛnkyerɛnne a ɛba fam no kyerɛ nea ɛne eyi bɔ abira – kommyɛ ne abotɔyam a sikasɛm mu asisifo wɔ.
Sɛnea wɔde VIX di gua
Wontumi ntɔ VIX tẽẽ, nanso obiara mma wɔn a wɔde wɔn sika hyɛ mu no sɛ wɔmfa akwan horow a wɔreka ho asɛm no nni gua. Ɛdɔɔso sɛ wobɛbue gyinabea wɔ gua a ɛfa ho no mu, akwan a wobɛfa so ne daakye nyinaa fata. Aguadi ne ɔkwan a wɔn a wɔde wɔn sika hyɛ mu ne aguadifo nyinaa pɛ. Sɛ wode saa adwinnade yi di dwuma a, wubetumi abɔ sikakorabea bi a ɛwɔ hɔ dedaw ho ban, ne sika a wonya fi nsakrae a ɛba wɔ index no bo mu no mu, sɛ wɔhwɛ kwan sɛ agyapade a ɛwɔ sikakorabea no mu bɛkɔ fam kɛse daakye a enni akyiri a. Wobetumi ahwɛ VIX Ehu ne Nsakraeɛ Nkyerɛkyerɛmu no wɔ intanɛt so wɔ: https://www.google.com/finance/quote/VIX:INDEXCBOE?sa=X&ved=2ahUKEwjyz6qymvP5AhUv_7sIHS8kARIQ3ecFegQIHxAg
Sɛnea wonya sika wɔ VIX so
Wɔ afe 2008 mu, bere a wiase nyinaa sikasɛm mu ahokyere no bae no, anigye a agofomma a wɔwɔ sikakorabea ahorow no wɔ sɛ wobenya sika wɔ nsakrae a ɛba wɔ sikakorabea ahorow no ho no kɔɔ soro kɛse. Eyi ne ade a edi kan a wɔde tow kyakya wɔ nsakrae a ɛba wɔ agyapade bo mu no ho. Nea efii nsɛm a esisii wɔ afe 2008 mu bae ne gua foforo ne nneɛma a ɛma wotumi de sika hyɛ VIX index no mu. Wobetumi de
ETF ne ETN ayɛ eyi.
- Sikakorafoɔ binom de nnwinnadeɛ a wɔasusu ho no di dwuma ma sika a wɔnya wɔ berɛ tiawa mu wɔ nsusuiɛ nneyɛeɛ so – index nsakraeɛ.
- Nkaeɛ no hedge – insure agyapadeɛ a ɛwɔ hɔ dada wɔ exchanges no so wɔ berɛ a boɔ so atew ɛnam biribi nti. Nea ebefi nsakrae a ɛte saa mu aba ne sɛ wobetua sika a wɔatwe afi mu no ho ka, efisɛ index a ɛne no hyia no benyin.
Trading strategy a wobetumi de adi dwuma
Aguadi ho akwan horow pii wɔ hɔ a egyina VIX so. Momma yensusuw biako a etu mpɔn na ahobammɔ wom sen biara — aguadi wɔ ETN so. Ebia asɛmfua a wɔatwa no tiaa no te sɛ sanku a wɔde di dwuma wɔ tete mmere mu, nanso eyi nyɛ nokware koraa. Sɛnea yɛaka dedaw no, VIX no ase a ɛrekɔ fam no yɛ nea wɔahyɛ da ayɛ wɔ bere a ɛnyɛ nea ɛkɔ so ntɛmntɛm na ɛyɛ den kɛse wɔ stock gua so no mu. Nanso, enyin wɔ mmere a wontumi nsi pi na wosuro agodifo, a agyapade a ɛsakrasakra a ntease nnim ka ho no mu. Ade titiriw a ɛwɔ nhyehyeɛ no mu ne sɛ wɔbɛsɔ mprempren nsɛnkyerɛnneɛ no ahwɛ, ne abakɔsɛm mu nsɛm nso, a ɛbɛma wɔatumi ayɛ gua no ho nhwehwɛmu a ɛyɛ botaeɛ kɛseɛ. Bio nso, wobetumi de atifi hɔ nhyehyɛe no adi dwuma de aka mfiridwuma ho nsɛnkyerɛnne afoforo ho. Wobetumi ayɛ nea mfaso wɔ so, sɛ nhwɛso no, de asusuw sɛnea wɔawie nnwuma no ho denam bere so. Sɛnea ɛbɛyɛ a wɔbɛyɛ mfiridwuma ho nhwehwɛmu no, .
Bollinger band ne bere akron a ɛyɛ mmerɛw
a ɛkɔ so .
- Bollinger Band yɛ adwinnade a ɛda nsakrae adi na ɛma wutumi di bere a wɔhwɛ kwan sɛ bo bɛsakra no akyi. Wɔ ɔkwan a yɛresusuw ho no mu no, wobetumi de adi dwuma sɛ ade a ɛkyerɛ sɛ obi ho atɔ no akodu sɛ wɔkyekyem pɛpɛɛpɛ a.
- A two-band moving average bɛboa ma woasiesie wo nsɛm a wode bɛba no.
Ɛfata sɛ yɛka sɛ wobetumi de saa kwan yi adi dwuma ama sika a wɔde bɛto mu bere tenten ne bere tiaa mu de nyinaa. Wɔbɛyɛ hyɛn no mu, sɛnea nhyehyɛe no kyerɛ no, wɔ bere a wɔde tebea horow no ba mu pɛnkoro no mu. Susuw tebea horow a ɛwɔ gyinabea tenten ho nhwɛso bi ho hwɛ:
- VIX rekɔ fam;
- VIX index no hwe ase kɔ Bollinger band a ɛwɔ ase hɔ no so, na ɛyɛ papa sɛ ɛba fam;
- bere akron a ɛkɔ so no yɛ nea ɛba fam sen index a wɔde di dwuma no bo;
- wɔyɛ hyɛn mu no wɔ ɛka a ɛboro bere akron a wɔde tu kɔtra baabi foforo no so;
- fa sikasesɛw ahyɛde a ɛwɔ stop loss a ɛba fam sen VIX index no nsakrae a aba nnansa yi no;
- wubetumi ato gyinabea no mu bere a index no twa Bollinger band no fi soro no.
Sɛ wode atifi hɔ akwankyerɛ no di dwuma wɔ akyi a, wubenya tebea horow a wubetumi de ahyɛ gyinabea ntiantiaa mu. Susuw nhyehyɛe bi a ɛkyerɛ tebea a ɛwɔ sikakorabea no ho na hwehwɛ atifi hɔ nhyehyɛe no mu.
Wɔ nhyehyɛe no so no, wubetumi ahu tebea bi a ɛsan ba bio, baabi a nea edi kan no, nhyehyɛe bi so tew, na afei agyapade bo kɔ soro kɛse. Nnwom kɔkɔɔ a ɛwɔ atifi hɔ nhyehyɛe no so ne Bollinger Bands. Ntrɛwmu kɔkɔɔ a ɛwɔ mfinimfini no yɛ bere 9 a ɛkɔ so no. Blue circles ne bere a eye sen biara a ɛsɛ sɛ wufi mu. Na ahabammono da nneɛma a ɛrekɔ so adi. Graf no kyerɛ sɛ mfiase no na ɛrekɔ fam.
Wɔ nhyehyɛe no so no, wubetumi ahu tebea bi a ɛsan ba bio, baabi a nea edi kan no, nhyehyɛe bi so tew, na afei agyapade bo kɔ soro kɛse. Nnwom kɔkɔɔ a ɛwɔ atifi hɔ nhyehyɛe no so ne Bollinger Bands. Ntrɛwmu kɔkɔɔ a ɛwɔ mfinimfini no yɛ bere 9 a ɛkɔ so no. Blue circles ne bere a eye sen biara a ɛsɛ sɛ wufi mu. Na ahabammono da nneɛma a ɛrekɔ so adi. Graf no kyerɛ sɛ mfiase no na ɛrekɔ fam. Sɛ obi a ɔde ne sika hyɛ mu gye di sɛ VIX index no rekɔ fam na abubu anaasɛ ɛrebɛn sɛ ɛbɛbubu Bollinger agyiraehyɛde a ɛwɔ fam no a, obetumi asiesie ne ho sɛ ɔbɛhyɛn aguadi tenten bi mu. Entry no bɛba wɔ bere a bere abien bo no ka bo ankasa no, mpɛn pii no ɛba fam mpo. Wubetumi nso ahu wɔ chart no so sɛ yellow band no korɔn sen red no, a bere a Bollinger band no ka mprempren bo no ka ho. Ɛfiri eyi mu ba sɛ sikakorafo no twɛn bere pa ansa na agyapade bo a ɛkɔ soro no reba na wɔawie bere akron a ɛkɔ so no. Wɔde adetɔ krataa ma wɔ bo a ɛba fam a etwa to no so, na mpɛn pii no ɛba fam kakra mpo. Botae titiriw ne sɛ wobetwa Bollinger kuw a ɛwɔ soro no na wɔafi mu. VIX ehu index: hwehwɛ volatility na hyɛ nkɔm sɛ ɛbɛhwe ase: https:
Sɛnea Sikakorafo Hwera Sika wɔ VIX no so
Wɔ ɔhaw bere mu no, sikakorafo a wɔn ani gye bere tenten nhyehyɛe a ɛne sɛ wɔde wɔn sika bɛto mu na wɔakura agyapade ho no betumi ahwɛ sɛ VIX index no kɔ soro kɛse. Nea efi mu ba ne sɛ, wɔde nneɛma a ɛfata a wobetumi apaw, a ɛsɛ sɛ wotua nneɛma a wɔahwere no ka wɔ bere tenten mu no hyɛ sikakorabea no ma. Ɛte sɛ nea ntease wom yiye wɔ saa kwan yi so, nanso sikakorabea no betumi asan ayɛ yiye a nsakrae kɛse biara mma agyapade bo mu. Saa tebea yi bɛma ehu ne nsakrae a ɛba ho kyerɛwtohɔ no bo akɔ fam, na ɛbɛma nea ɔde ne sika ahyɛ mu no ahwere ade kɛse. Ɛfata nso sɛ yɛhyɛ no nsow sɛ ETF agyapade taa hyew. Ɛne sɛ, wontumi mfa agyapade a ɛte saa nsie bere tenten. Sɛ nhwɛso no, sɛ ɛkame ayɛ sɛ wohwɛ sikakorabea biara a ɛma wutumi de sika hyɛ ehu ne nneɛma a ɛsakrasakra ho kyerɛwtohɔ mu a, wubetumi ahu sɛnea agyapade a ɛte saa bo kɔ fam wɔ nhyehyɛe kwan so. Ade titiriw nti a ɛte saa ne hia a ehia sɛ wonya daakye foforo na wɔtɔn dedaw wɔ S&P index no so. Enti agyapadeɛ a wɔde bɛka sikakorabea pɔtee bi ho no bɛsuasua VIX nhyehyɛeɛ no ne ne kankyee a egyina agyapadeɛ no a ɛbɛgyina pintinn so. Mpɛn pii no, wɔde apam ahorow no nyinaa sie wɔ kyerɛwtohɔ a wɔabɔ ho dawuru no so bɛyɛ ɔsram 1. Wɔn ka no gu ahorow gyina wɔn bere so – dodow a bere no yɛ tiaa no, dodow no ara na apam no bo yɛ mmerɛw na nea ɛne no bɔ abira. Wɔhwehwɛ sɛ sikakorabea no tɔn daakye apam ahorow bi da biara da na afei wonya afoforo. Sɛ nhwɛso no, sɛ daakye a edi kan no wɔ nnafua 15 a, ɛnde ɛho ka sua, na sɛ ɛyɛ 30 anaa nea ɛboro saa a, ɛnde na ne bo bɛyɛ den sɛnea ɛfata. Ɛne sɛ, sikakorabea no tɔ daakye ho nneɛma a ne bo yɛ den na wɔtɔn no bo yɛ mmerɛw kɛse. Eyi de adehwere ba wɔn a wɔde wɔn sika hyɛ mu no so. Sɛ wotɔ nneɛma a wubetumi apaw wɔ VIX index no so a, . afei wubetumi adi agoru no dwoodwoo wɔ mmere a gua no kɔ fam bere tenten mu anaasɛ sɛ nneɛma a ɛsakrasakra no kɔ soro kɛse a. Nsusuwii a wode adwinnade no bɛka ho no yɛ asiane kɛse, enti eye sɛ wode wo ho bɛto bere tiaa mu adwene a wode bedi dwuma so.