Inkomba ye-VIX yokwesaba: hlaziya ukuguquguquka futhi ubikezele imakethe

I-VIX Fear and Volatility Index – ukuthi iyini, ukuthi ungayithethelela kanjani nokuthi ungayibikezela kanjani. 

VIX index – kuyini

Inkomba ye-VIX iyinkomba ekhombisa
ukuntengantenga komnotho . Uma kungenjalo, kubizwa ngokuthi inkomba yemizwa yabatshalizimali. Amanani aphezulu wenkomba ye-VIX akhombisa ukwesaba okuhambisanayo kwabadlali ezimakethe zamasheya, kuyilapho amanani aphansi, ngokuphambene nalokho, abonisa isimo esigculisayo sabagcini bezimali.

Iyini i-CBOE Volatility Index

I-CBOE volatility index iyinkomba ekhombisa okulindelwe emakethe yezibambiso. Iyashintsha kuye ngezinguquko zakamuva kunkomba ye-
S&P 500 , inkomba eyinhloko yomnotho wase-United States. Isibikezelo sokuntengantenga sezinsuku ezingu-30 zokugcina siyacatshangelwa. Imikhawulo yesikhashana enjalo ibangelwa ukuthi izinsuku zokuphelelwa yisikhathi kunkomba ye-SPX ziyacatshangelwa.

Ukuqonda inkomba ye-VIX

Ishadi le-VIX libonisa okulindelekile kwabafaka imali ezinsukwini ezingu-365 ezilandelayo. Ukuchezuka nokungahambisani nakho kuyacatshangelwa, isibonelo, kunkomba ye-S&P 500. Ukuchezuka okuyinhloko ukuhamba kwevelu yezimpahla ewela ngaphansi kobubanzi bamaphesenti angama-68. Ake sicabangele isibonelo esilula. Uma ishadi le-VIX lifunda okungu-15 namuhla, inombolo ilingana nephesenti yenani lamanje le-S&P elilingana nobubanzi okuxoxwe ngaso ngaphambilini.
Uma uhlaziya inkomba ye-VIX, kuyadingeka ukuthi ube nenani layo lamanje okwamanje, futhi uhlaziye ngombono womlando. Okungukuthi, qaphela ukuthi izenzakalo ezinjalo zike zenzeke yini emakethe. Uma inkomba ebhalisiwe ingeqi ku-20, khona-ke lokhu kubonisa inkomba ephansi yokwesaba abatshalizimali futhi ngokuphambene nalokho.

I-VIX ibalwa kanjani

Udinga ukuqala ngeqiniso lokuthi inkomba okukhulunywa ngayo ayizona izibambiso ezijwayelekile, kodwa izinketho. Okusho ukuthi, umtshali-zimali angahweba amasheya noma amabhondi ngentengo enqunywe kusengaphambili esikhathini esizayo. Ukwenyuka kwenani lezinketho kwenzeka ngesikhathi lapho imakethe yehla noma ihlale iguquguquka kuzo zombili izinkomba. Ukukhula akwenzeki ngaso sonke isikhathi, kodwa isikhathi esiningi, ngakho abanye abatshalizimali babheka izinketho njengomshwalense omuhle ukuze bavikele impahla yabo. Izinzuzo ezinkulu zenzeka lapho izibambiso zinqotshwa ukuguquguquka okujulile.

I-VIX ingakwazi kanjani ukubikezela ikusasa

Imakethe yamasheya ingase inikeze ukuthenga hhayi kuphela izibambiso ngentengo enqunywe kusengaphambili, kodwa futhi nezinketho zenkomba ye-S & P 500. Inombolo esesihlokweni ibonisa inani lezinkampani ezinkulu zaseMelika ezingalawulwa uhulumeni – zizimele. . Ochwepheshe abahlanganisa izinkomba bacabangela izindleko zangempela zezinketho zenyanga edlule. Ukuziphatha kwe-S&P 500 kungasetshenziswa ukubala ukuntengantenga kwesikhathi esizayo ngokuhlaziya kokubili ukungena nokuphuma.

Kusho ukuthini ukuthola amaphuzu aphansi?

Inkomba ye-VIX iyakwazi ukukhombisa kokubili izinga lokwesaba kanye nesimo sengqondo sabatshalizimali. Lokhu kwenzeka ngokuhlaziya ukuguquguquka okulindelekile. Ukuphakama kwenkomba ecatshangelwayo, ukwethuka nokukhathazeka okwengeziwe emakethe, futhi inkomba ephansi ibonisa okuphambene – ukuzola nokwaneliseka kwabatshalizimali.

Ungayithengisa kanjani i-VIX

I-VIX ayikwazi ukuthengwa ngokuqondile, kodwa akekho ovimbela abatshalizimali ukuthi bahwebe ngezinketho okukhulunywa ngazo. Kwanele ukuvula isikhundla emakethe efanele, kokubili izinketho kanye nekusasa kufanelekile. Ukuhweba kuyindlela ekhethwayo yabo bobabili abatshalizimali nabahwebi. Usebenzisa leli thuluzi, ungakwazi ukubiyela iphothifoliyo ekhona, futhi uzuze ngoshintsho lwenani lenkomba, uma ukwehla okubukhali kwezimpahla kuphothifoliyo kulindeleke esikhathini esizayo esiseduze. I-VIX Fear and Volatility Index ingabukwa ku-inthanethi kokuthi: https://www.google.com/finance/quote/VIX:INDEXCBOE?sa=X&ved=2ahUKEwjyz6qymvP5AhUv_7sIHS8kARIQ3ecFegQIHxAg

Ungayenza kanjani imali ku-VIX

Ngo-2008, lapho kwenzeka ubunzima bomnotho emhlabeni wonke, intshisekelo yabadlali ezimakethe zamasheya ukuze bathole imali ngokushintshashintsha kwemakethe yezibambiso yanda kakhulu. Lona bekungumanduleli wokubheja ezinguqukweni zenani lezimpahla. Umphumela wezenzakalo zango-2008 izimakethe ezintsha nemikhiqizo ekuvumela ukuthi utshale kunkomba ye-VIX. Lokhu kungenziwa kusetshenziswa ama
– ETF nama-ETN.

• Abanye abatshalizimali basebenzisa amathuluzi acatshangelwe emali engenayo yesikhashana ezenzweni zokuqagela – izinguquko zenkomba.
• Uthango olusele – qinisekisa izimpahla ezikhona ekushintshanisweni ngesikhathi sokwehla kwenani ngesizathu esithile. Umphumela walokhu kukhohlisa kuzoba isinxephezelo sokudonswa phansi, ngoba inkomba ehambisanayo izokhula.

Isu lokuhweba elingasetshenziswa

Kunamasu amaningi okuhweba asekelwe ku-VIX. Ake sicabangele enye esebenza kahle kakhulu futhi ephephile — ukuhweba ku-ETN. Isifinyezo singase sifane nensimbi yakudala, kodwa lokhu akulona iqiniso ngokuphelele. Njengoba sekushiwo kakade, ukwehla kwe-VIX kulungiswe ngesikhathi sokuguquguquka okuphansi nokuzinza okuphezulu emakethe yamasheya. Nokho, iyakhula ngezikhathi zokungaqiniseki nokwesaba abadlali, okuhlanganisa nokuntengantenga kwempahla okungenangqondo. Ingqikithi yesu ukuhlola izinkomba zamanje, kanye nedatha yomlando, okuzovumela ukuhlolwa okunenhloso eyengeziwe yemakethe. Ngaphezu kwalokho, isu elingenhla lingasetshenziswa ngokuhambisana nezinye izinkomba zobuchwepheshe. Angaba usizo, isibonelo, ukuhlola ukuqedwa kokwenziwe ngesikhathi. Ukuze wenze ucwaningo lwezobuchwepheshe,
Ibhendi ye-Bollinger kanye nesilinganiso esihambayo sezikhathi eziyisishiyagalolunye
.

• I-Bollinger Band iyithuluzi elibonisa ukuguquguquka futhi ikuvumela ukuthi ulandelele isikhathi sokushintsha kwentengo okulindelekile. Kusu elicutshungulwayo, lingasetshenziswa njengenkomba yokubuyisela esilinganisweni.
• Isilinganiso esihamba ngamabhendi amabili sizosiza ukwenza ngcono okufakiwe kwakho.

Kuyafaneleka ukusho ukuthi leli su lingasetshenziselwa kokubili ukutshalwa kwezimali kwesikhathi eside kanye nakwesikhashana. Ukungena, ngokwesu, kuzokwenziwa ngesikhathi sokugcwaliseka kwesikhathi esisodwa kwemibandela. Cabangela isibonelo semibandela yezikhundla ezinde:

• I-VIX isesimweni sokwehla;
• inkomba ye-VIX iwela ebhendini ye-Bollinger ngezansi, futhi mhlawumbe iphansi;
• isilinganiso sokuhamba sezikhathi eziyisishiyagalolunye singaphansi kwenani lenkomba esetshenzisiwe;
• ukungena kwenziwa ngezindleko ezidlula isikhathi esiyisishiyagalolunye sokuhamba;
• beka i-oda lokushintshisana ngokulahlekelwa kokuyeka okungaphansi kokuguquguquka kwakamuva kwenkomba ye-VIX;
• ungavala isikhundla lapho inkomba iwela ibhande leBollinger kusuka phezulu.

Uma usebenzisa le miyalo engenhla ngokuhlehla, uzothola izimo ongafaka ngazo izikhundla ezimfushane. Cabangela ishadi elibonisa isimo emakethe yamasheya futhi uhlaziye isu elingenhla.
Eshadini, ungabona isimo esiphindaphindayo, lapho kuqala kukhona ukwehla okuhlelekile, bese kuba nokukhuphuka okubukhali kwenani lempahla. Amabhendi abomvu eshadini elingenhla ama-Bollinger Bands. Umugqa ophuzi phakathi nendawo uyisilinganiso sokuhamba sezikhathi ezingu-9. Imibuthano eluhlaza okwesibhakabhaka isikhathi esingcono kakhulu sokuphuma. Futhi okuluhlaza kubonisa izitayela. Igrafu ibonisa ukuthi ekuqaleni kukhona ukuthambekela kokwehla. [i-id yamagama-ncazo = “okunamathiselwe_16014” align = “aligncenter” wide = “747”]
I-VIX Index Trend Down-Up-Down[/caption] Uma umtshali-zimali eqiniseka ukuthi inkomba ye-VIX iyancipha futhi iphukile noma isisondele ekuphuleni uphawu oluphansi lwe-Bollinger, angakwazi ukulungiselela ukungena ekuhwebeni okude. Ukufakwa kuzokwenzeka ngesikhathi inani lezikhathi ezimbili lithinta intengo yangempela, ngokuvamile livela ngaphansi ngisho nangaphezulu. Ungabona futhi eshadini ukuthi ibhendi ephuzi iphakeme kunebomvu, okuhlanganisa okwamanje lapho ibhendi yeBollinger ithinta intengo yamanje. Kulandela kulokhu ukuthi umtshali-zimali ulinde isikhathi esihle ngaphambi kokukhula kwenani lempahla kanye nokuvalwa kwesilinganiso sokuhamba sezikhathi eziyisishiyagalolunye. I-oda lokuthenga lifakwa enanini lokugcina eliphansi, futhi ngokuvamile libe ngaphansi kancane. Umgomo oyinhloko ukuwela ibhendi ye-Bollinger ephezulu ukuze uphume. Inkomba ye-VIX yokwesaba: hlaziya ukuguquguquka futhi ubikezele ukuphahlazeka: https:

Indlela Abatshalizimali Balahlekelwa Ngayo Imali ku-VIX

Ngezikhathi zobunzima, abatshalizimali abanentshisekelo enqubweni yesikhathi eside yokutshala imali nokubamba izimpahla bangabuka inkomba ye-VIX ikhuphuka kakhulu. Ngenxa yalokho, iphothifoliyo igcwaliswa ngezinketho ezifanele, okufanele zibuyisele ukulahlekelwa esikhathini eside. Le ndlela ibonakala inengqondo kakhulu, kodwa imakethe yamasheya ingalulama ngaphandle kwezinguquko ezibukhali kumanani wempahla. Lesi simo sizoholela ekwehleni kwentengo yenkomba yokwesaba nokuguquguquka, okuzofaka ukulahlekelwa okukhulu kumtshali-zimali. Kuyafaneleka futhi ukuqaphela ukuthi izimpahla ze-ETF zivame ukusha. Okusho ukuthi, izimpahla ezinjalo azikwazi ukugcinwa esikhathini eside. Isibonelo, uma ubheka cishe noma yisiphi isikhwama esikuvumela ukuthi utshale kunkomba yokwesaba nokuntengantenga, ungabona ukuthambekela kokwehla okuhlelekile kwenani lempahla enjalo. Isizathu esikhulu salokhu isidingo sokuthola okusha nokuthengisa ikusasa elidala kunkomba ye-S&P. Ngakho-ke izimpahla ezifakwe esikhwameni esithile zizolingisa ishadi le-VIX nokuhamba kwalo kuye ngokusimama kwezimpahla. Imvamisa, zonke izinkontileka zigcinwa esihlokweni esimenyezelwe cishe inyanga engu-1. Izindleko zabo ziyahlukahluka kuye ngokwesikhathi sazo – uma isikhathi sifushane, inkontileka ishibhile futhi okuphambene nalokho. Isikhwama sidingeka ukuthi sidayise ezinye izinkontileka zesikhathi esizayo nsuku zonke bese sithola ezinye. Isibonelo, uma ikusasa lokuqala linesikhathi sezinsuku eziyi-15, lizobiza kancane, futhi uma lingama-30 noma ngaphezulu, lizobiza kakhulu ngokuhambisanayo. Okusho ukuthi, isikhwama sithenga ikusasa ngenani eliphezulu futhi silithengisa ishibhile kakhulu. Lokhu kuletha ukulahlekelwa kubatshalizimali. Uma uthenga izinketho ku-VIX index, khona-ke ungayidlala ngokuphepha ngezikhathi zokwehla kwesikhathi eside emakethe noma uma kwenzeka ukwanda okubukhali kokuguquguquka. Ukuqagela ngethuluzi kuyingozi kakhulu, ngakho-ke kungcono ukuzikhawulela kumbono wesikhashana wokusetshenziswa.