VIX yerekana ubwoba: gusesengura ihindagurika no guhanura isoko

Indangantego ya VIX yo gutinya no guhindagurika – icyo aricyo, uburyo bwo kubisobanura nuburyo bwo guhanura. 

Indangantego ya VIX – ni iki

Igipimo cya VIX ni ikimenyetso kigaragaza
ihindagurika ry’ubukungu . Bitabaye ibyo, byitwa kwerekana ibimenyetso byabashoramari. Indangagaciro zo hejuru za VIX zerekana ubwoba buhuye nabakinnyi ku isoko ryimigabane, mugihe agaciro gake, kurundi ruhande, byerekana imiterere ishimishije yababitsa.

Niki Indangagaciro ya CBOE

Indangantego ya CBOE ni ikimenyetso cyerekana ibiteganijwe ku isoko ryimigabane. Irahinduka bitewe nimpinduka ziheruka mubipimo bya
S&P 500 , icyerekezo nyamukuru cyubukungu bwamerika. Iteganyagihe ry’imihindagurikire yiminsi 30 ishize rifatwa. Ibibujijwe byigihe gito biterwa nuko amatariki yo kurangiriraho kurutonde rwa SPX yitabwaho.

Gusobanukirwa icyerekezo cya VIX

Imbonerahamwe ya VIX yerekana ibyifuzo byababitsa muminsi 365 iri imbere. Gutandukana no kudahuza nabyo byitabwaho, kurugero, kubipimo bya S&P 500. Gutandukana nyamukuru ni ukugenda mu gaciro k’umutungo uri munsi ya 68%. Reka dusuzume urugero rworoshye. Niba imbonerahamwe ya VIX isoma 15 uyumunsi, umubare uhwanye nijanisha ryagaciro kerekana agaciro ka S&P kangana nurwego rwaganiriweho.
Iyo usesenguye ibipimo bya VIX, birakenewe kugira agaciro kayo muri iki gihe, kimwe no gusesengura duhereye ku mateka. Ni ukuvuga, witondere niba ibintu nkibi byigeze bibaho ku isoko. Niba ibipimo byanditse bitarenze 20, noneho ibi byerekana igipimo giteye ubwoba cyabashoramari naho ubundi.

Uburyo VIX ibarwa

Ugomba gutangirana nukuri ko indangagaciro ivugwa atari impapuro zisanzwe, ahubwo ni amahitamo. Ni ukuvuga, umushoramari arashobora gucuruza imigabane cyangwa ingwate ku giciro cyagenwe mugihe kizaza. Ubwiyongere bw’agaciro k’amahitamo bubaho mugihe isoko igenda igabanuka cyangwa guhora uhindagurika mubyerekezo byombi. Gukura ntabwo buri gihe bibaho, ariko umwanya munini, kuburyo abashoramari bamwe bafata amahitamo ubwishingizi bwiza bwo kurinda umutungo wabo. Inyungu nini zibaho mugihe impapuro zagaciro zaguye mumihindagurikire yimbitse.

Uburyo VIX ishobora guhanura ibizaza

Isoko ryimigabane irashobora gutanga kugura impapuro zagaciro gusa kubiciro byagenwe, ariko kandi no guhitamo kurutonde rwa S & P 500.Umutwe uri mumutwe werekana umubare wibigo bikomeye byo muri Amerika bitagengwa na leta – birigenga. . Inzobere zikora indangagaciro zita kubiciro nyabyo byamahitamo ukwezi gushize. Imyitwarire ya S&P 500 irashobora gukoreshwa mukubara ihindagurika ryigihe kizaza usesenguye ibyinjira nibisohoka.

Amanota make asobanura iki?

Indangantego ya VIX ishoboye kwerekana urugero rwubwoba kandi birashoboka ko abashoramari bameze. Ibi bibaho mugusesengura ihindagurika ryateganijwe. Iyo urwego rwo hejuru rusuzumwa, niko guhagarika umutima no guhangayika ku isoko, hamwe nigipimo gito cyerekana ibinyuranye – gutuza no kunyurwa kw abashoramari.

Uburyo bwo gucuruza VIX

VIX ntishobora kugurwa muburyo butaziguye, ariko ntamuntu ubuza abashoramari gucuruza mumahitamo avugwa. Birahagije gufungura umwanya mumasoko ajyanye, amahitamo nigihe kizaza arakwiriye. Gucuruza ninzira yatoranijwe kubashoramari n’abacuruzi. Ukoresheje iki gikoresho, urashobora gukingira portfolio ihari, kimwe no kubona inyungu muguhindura agaciro k’urutonde, niba igabanuka rikabije ry’umutungo muri portfolio riteganijwe mugihe cya vuba. Indangantego ya VIX nubwoba irashobora kuboneka kumurongo kuri: https://www.google.com/finance/quote/VIX:INDEXCBOE?sa=X&ved=2ahUKEwjyz6qymvP5AhUv_7sIHS8kARIQ3ecFegQIHxAg

Nigute ushobora kubona amafaranga kuri VIX

Mu mwaka wa 2008, igihe ikibazo cy’ubukungu ku isi cyabaye, inyungu z’abakinnyi ku isoko ryimigabane kugirango babone amafaranga ku ihindagurika ry’isoko ry’imigabane ryiyongereye ku buryo bugaragara. Ibi byari integuza yo gutega impinduka mugiciro cyumutungo. Ibisubizo byibyabaye muri 2008 ni amasoko mashya nibicuruzwa bigufasha gushora imari muri indangagaciro ya VIX. Ibi birashobora gukorwa ukoresheje
ETF na ETNs.

• Abashoramari bamwe bakoresha ibikoresho byafashwe kugirango binjize igihe gito kubikorwa byo gutekerezaho – impinduka zerekana.
• Uruzitiro rusigaye – kwishingira umutungo uriho muguhana mugihe cyo kugabanuka kwagaciro kubwimpamvu. Ibisubizo by’ibi bikorwa bizaba indishyi zo gukuramo, kuva ibipimo bihuye biziyongera.

Ingamba zubucuruzi zishobora gukoreshwa

Hariho ingamba nyinshi zubucuruzi zishingiye kuri VIX. Reka dusuzume kimwe mubikorwa byiza kandi bifite umutekano – gucuruza kuri ETN. Amagambo ahinnye ashobora kuba asa nigikoresho cya kera, ariko ibi ntabwo arukuri. Nkuko bimaze kuvugwa, kugabanuka kwa VIX gukosorwa mugihe cyimihindagurikire mike hamwe n’umutekano muke ku isoko ryimigabane. Ariko, ikura mugihe cyikibazo kidashidikanywaho no gutinya abakinnyi, harimo guhindagurika kumitungo idafite ishingiro. Intego yingamba nugusuzuma ibipimo biriho, hamwe namakuru yamateka, bizatuma hasuzumwa neza isoko. Mubyongeyeho, ingamba zavuzwe haruguru zirashobora gukoreshwa zifatanije nibindi bipimo bya tekiniki. Birashobora kuba ingirakamaro, kurugero, gusuzuma kurangiza ibikorwa mugihe. Mu rwego rwo gukora ubushakashatsi bwa tekiniki,
Bollinger band hamwe nigihe cyicyenda cyoroheje
ugereranije .

• Bollinger Band nigikoresho cyerekana guhindagurika kandi kigufasha gukurikirana igihe cyateganijwe guhinduka. Mu ngamba zirimo gusuzumwa, irashobora gukoreshwa nk’ikimenyetso cyo gukira ku kigereranyo.
• Impuzandengo-ibiri yimuka izafasha gutunganya ibyo wanditse.

Birakwiye ko tuvuga ko izi ngamba zishobora gukoreshwa haba mu ishoramari rirambye ndetse n’igihe gito. Kwinjira, ukurikije ingamba, bizakorwa mugihe cyo kuzuza inshuro imwe ibisabwa. Reba urugero rwibintu kumwanya muremure:

• VIX iri mu nzira yo kumanuka;
• indangagaciro ya VIX igwa kumurongo wa Bollinger hepfo, kandi nibyiza munsi;
• impuzandengo-icyenda yimuka iri munsi yagaciro kerekana indangagaciro yakoreshejwe;
• kwinjira bikorwa ku giciro kirenze ibihe icyenda kwimuka;
• igomba gushyiraho gahunda yo kuvunja hamwe nigihombo cyo guhagarara kiri munsi yimihindagurikire iheruka yerekana indangagaciro ya VIX;
• urashobora gufunga umwanya mugihe indangagaciro yambutse Bollinger band kuva hejuru.

Niba ukoresheje amabwiriza yavuzwe haruguru muburyo butandukanye, uzabona ibisabwa ushobora kwinjiramo imyanya migufi. Reba imbonerahamwe yerekana uko ibintu byifashe ku isoko ryimigabane no gusesengura ingamba zavuzwe haruguru.
Ku mbonerahamwe, urashobora kubona ibintu bisubiramo, aho ubanza habaho kugabanuka kuri gahunda, hanyuma kuzamuka gukabije kwagaciro k’umutungo. Ibara ritukura ku mbonerahamwe yavuzwe haruguru ni Bollinger Bands. Umurongo wumuhondo hagati ni hagati yigihe 9 cyimuka. Inziga z’ubururu nigihe cyiza cyo gusohoka. Icyatsi kibisi kigaragaza inzira. Igishushanyo cyerekana ko ubanza hariho inzira yo kumanuka. [ibisobanuro id = “umugereka_16014” align = “aligncenter” ubugari = “747”]
Indangantego ya VIX Yamanutse-Hejuru-Hasi [/ caption] Iyo umushoramari yizeye ko indangagaciro ya VIX iri kugabanuka kandi yaravunitse cyangwa yegereje guca mu kimenyetso cyo hepfo ya Bollinger, arashobora kwitegura kwinjira mu bucuruzi burebure. Kwinjira bizabaho mugihe ibihe bibiri-byigihe agaciro bikora ku giciro nyacyo, akenshi bibaho ndetse no munsi. Urashobora kandi kubona ku mbonerahamwe ko umurongo w’umuhondo uruta uw’umutuku, harimo no mu gihe itsinda rya Bollinger rikora ku giciro kiriho. Bivuye kuri ibi ko umushoramari yategereje igihe cyiza mbere yo kuzamuka kwagaciro k’umutungo no gufunga impuzandengo y’ibihe icyenda. Kugura byashyizwe kubiciro byanyuma, kandi akenshi biri munsi gato. Intego nyamukuru ni ukurenga bande yo hejuru ya Bollinger kugirango dusohoke. VIX yerekana ubwoba: gusesengura ihindagurika no guhanura impanuka: https:

Uburyo abashoramari batakaza amafaranga kuri VIX

Mugihe cyibibazo, abashoramari bashishikajwe ninzira ndende yo gushora imari no gufata umutungo barashobora kureba igipimo cya VIX kizamuka cyane. Nkigisubizo, portfolio yuzuzwa namahitamo akwiye, agomba kwishyura indishyi mugihe kirekire. Ubu buryo busa naho bwumvikana, ariko isoko ryimigabane rirashobora gukira nta mpinduka zikomeye zagaciro mumitungo. Iki kibazo kizatuma igabanuka ryibiciro byurutonde rwubwoba no guhindagurika, bizatera igihombo kinini kubashoramari. Birakwiye kandi kumenya ko umutungo wa ETF ukunda gucika. Ni ukuvuga, imitungo nkiyi ntishobora kubikwa mugihe kirekire. Kurugero, niba urebye hafi ikigega icyo aricyo cyose kigufasha gushora mubipimo byubwoba no guhindagurika, urashobora kubona uburyo bwo kumanuka bugabanuka mubiciro byumutungo nkuyu. Impamvu nyamukuru yabyo nugukenera kubona ibishya no kugurisha ejo hazaza hambere kuri S&P. Umutungo rero ushyizwe mu kigega runaka uzigana imbonerahamwe ya VIX nigenda ryayo bitewe n’umutungo uhagaze. Mubisanzwe, amasezerano yose abikwa kumurongo watangajwe mugihe cyukwezi. Igiciro cyabo kiratandukanye bitewe na manda yabo – igihe kigufi, amasezerano ahendutse naho ubundi. Ikigega kirasabwa kugurisha amasezerano yigihe kizaza buri munsi hanyuma akabona andi. Kurugero, niba ibizaza byambere bifite igihe cyiminsi 15, noneho bizatwara make, kandi niba 30 cyangwa birenga, noneho bizaba bihenze cyane. Ni ukuvuga, ikigega kigura ejo hazaza ku giciro cyo hejuru kandi kikagurisha bihendutse cyane. Ibi bizana igihombo kubashoramari. Niba uguze amahitamo kurutonde rwa VIX, noneho urashobora kuyikinira umutekano mugihe cyigihe kirekire cyamanutse kumasoko cyangwa mugihe habaye kwiyongera gukabije kwimyuka. Ibitekerezo hamwe nigikoresho birashobora guteza akaga cyane, nibyiza rero kugarukira kumwanya muto wo gukoresha.