uvxy损耗问题

#请教老司机#$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$

最近在不到二星期跌了20%，vix波动不大，基本在底部，老虎精华贴有计算说半月9.8十2%左右损耗，差距一倍左右

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

精彩评论

vision
2017-01-25
vision
这个品种我一般不玩、帮你请教几个老司机。@高盛吴彦祖 @老虎肖西耶 @肖西耶 @美股实战学院 @
- 美股实战学院:
  ppt 金融老师有讲过详尽的由来，应该在老虎官网的视频公开课里面。
- 老虎肖西耶回复当局者迷:
  大概从下跌比例上来看差不多啊
- 当局者迷:
  谢了，好像大神都不在贴吧逛
番茄豆浆
2017-01-26
番茄豆浆
Vix是指数不能交易常年围绕均值波动，uvxy是二级市场可交易的etf ，追踪vxx短期期货合约，衰减资产，不对等是正常的
- 当局者迷:
  是不是买卖call
AllahuAkbar
2017-01-25
AllahuAkbar
很简单因为它不追踪VIX 你看VIX是没用的
galaxy
2017-01-25
galaxy
我的理解，uvxy 跟踪的并不是 vix ,而是vxx。
当局者迷
2017-01-25
当局者迷
大家帮帮忙，@ 一下大神，我也不知道谁会
天峻老散
2017-01-25
天峻老散
准确的说配置了大量的calls

发表看法

16

36

{"i18n":{"language":"zh_CN"},"detailType":1,"isChannel":false,"data":{"magic":2,"id":42571,"tweetId":"42571","gmtCreate":1485333761617,"gmtModify":1704874821651,"author":{"id":67012099012856,"idStr":"67012099012856","authorId":67012099012856,"authorIdStr":"67012099012856","name":"当局者迷","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"userType":1,"introduction":"","boolIsFan":false,"boolIsHead":false,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[],"fanSize":11,"starInvestorFlag":false},"themes":[],"images":[],"coverImages":[],"title":"uvxy损耗问题","extraTitle":"","html":"<html><head></head><body><p>#请教老司机#$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$</p> <p>最近在不到二星期跌了20%，vix波动不大，基本在底部，老虎精华贴有计算说半月9.8十2%左右损耗，差距一倍左右</p></body></html>","htmlText":"<html><head></head><body><p>#请教老司机#$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$</p> <p>最近在不到二星期跌了20%，vix波动不大，基本在底部，老虎精华贴有计算说半月9.8十2%左右损耗，差距一倍左右</p></body></html>","text":"#请教老司机#$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$ 最近在不到二星期跌了20%，vix波动不大，基本在底部，老虎精华贴有计算说半月9.8十2%左右损耗，差距一倍左右","highlighted":2,"essential":2,"paper":2,"likeSize":36,"commentSize":16,"repostSize":0,"favoriteSize":0,"link":"https://laohu8.com/post/42571","repostId":0,"isVote":1,"tweetType":1,"viewCount":24723,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":["UVXY"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":156,"xxTargetLangEnum":"ZH_CN"},"commentList":[{"id":227059,"commentId":"227059","gmtCreate":1485347862225,"gmtModify":1485347862225,"authorId":5400656025182,"author":{"id":5400656025182,"idStr":"5400656025182","authorId":5400656025182,"name":"vision","avatar":"https://static.tigerbbs.com/d67e47e5bb77491f2c37ae81c5386950","vip":1,"currentWearingBadge":{"badgeId":"d5d1b81d9a9a4306a42a1560851c3454-5","templateUuid":"d5d1b81d9a9a4306a42a1560851c3454","name":"实盘挑战","description":"累计达10个月","bigImgUrl":"https://static.tigerbbs.com/de3f2938b1f9dddd923333ef958535f5","smallImgUrl":"https://static.tigerbbs.com/a6b8bf4481e36ae8a863eae5098461e6","grayImgUrl":"https://static.tigerbbs.com/91c1c1e4d3607b46e414ab97cc6dd982","redirectLinkEnabled":0,"redirectLink":"https://www.tigerbrokers.com.sg/activity/market/2023/stock-contest?adcode=StockContest2023","hasAllocated":1,"isWearing":1,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2024.07.03","individualDisplayEnabled":0,"individualDisplaySort":0,"categoryType":5600},"hat":"https://static.tigerbbs.com/6444b4970948c1077534c593eccd6d16","crmLevel":6,"crmLevelSwitch":0,"individualDisplayBadges":[{"badgeId":"3f8f4b8c193b4343a88817ce07587dbd-1","templateUuid":"3f8f4b8c193b4343a88817ce07587dbd","name":"星级创作者","description":"累计发表精华帖>=3（或有料帖>=10），且30天内发表过至少一篇精华帖（或4篇有料帖）并参与过评论","bigImgUrl":"https://static.tigerbbs.com/1866dcf97a73be1c330f85862546aedc","smallImgUrl":"https://static.tigerbbs.com/4f5c5fa8e2c7683bb5a7fce8753ee456","redirectLinkEnabled":1,"redirectLink":"https://www.laohu8.com/activity/market/2023/star-contributors/","hasAllocated":1,"isWearing":0,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2025.07.22","individualDisplayEnabled":1,"backgroundColor":{"dark":"#675a37","tint":"#f9ebc2"},"fontColor":{"dark":"#ffffff","tint":"#ab7a0e"},"individualDisplaySort":1,"categoryType":2007}]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"这个品种我一般不玩、帮你请教几个老司机。@高盛吴彦祖 @老虎肖西耶 @肖西耶 @美股实战学院 @","text":"这个品种我一般不玩、帮你请教几个老司机。@高盛吴彦祖 @老虎肖西耶 @肖西耶 @美股实战学院 @","html":"这个品种我一般不玩、帮你请教几个老司机。@高盛吴彦祖 @老虎肖西耶 @肖西耶 @美股实战学院 @","likeSize":0,"commentSize":3,"subComments":[{"id":227337,"commentId":"227337","gmtCreate":1485367762811,"gmtModify":1485367762811,"authorId":60828292562070,"author":{"id":60828292562070,"idStr":"60828292562070","authorId":60828292562070,"name":"美股实战学院","avatar":"https://static.laohu8.com/18e9873ac4262979dc3152d6271f0918","vip":2,"crmLevel":1,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":227059,"supIdStr":"227059","prevId":0,"prevIdStr":"0","content":"ppt 金融老师有讲过详尽的由来，应该在老虎官网的视频公开课里面。","text":"ppt 金融老师有讲过详尽的由来，应该在老虎官网的视频公开课里面。","html":"ppt 金融老师有讲过详尽的由来，应该在老虎官网的视频公开课里面。","disclaimerType":0},{"id":227091,"commentId":"227091","gmtCreate":1485349780489,"gmtModify":1485349780489,"authorId":45217332003648,"author":{"id":45217332003648,"idStr":"45217332003648","authorId":45217332003648,"name":"老虎肖西耶","avatar":"https://static.laohu8.com/712181aa69c6df5fe1fa11fa8f9126be","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":67012099012856,"repliedAuthor":{"id":67012099012856,"idStr":"67012099012856","authorId":67012099012856,"name":"当局者迷","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"objectId":42571,"objectIdStr":"42571","type":1,"supId":227059,"supIdStr":"227059","prevId":227064,"prevIdStr":"227064","content":"大概从下跌比例上来看差不多啊","text":"大概从下跌比例上来看差不多啊","html":"大概从下跌比例上来看差不多啊","disclaimerType":0},{"id":227064,"commentId":"227064","gmtCreate":1485348387690,"gmtModify":1485348387690,"authorId":67012099012856,"author":{"id":67012099012856,"idStr":"67012099012856","authorId":67012099012856,"name":"当局者迷","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":227059,"supIdStr":"227059","prevId":0,"prevIdStr":"0","content":"谢了，好像大神都不在贴吧 逛","text":"谢了，好像大神都不在贴吧 逛","html":"谢了，好像大神都不在贴吧 逛","disclaimerType":0}],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0},{"id":227586,"commentId":"227586","gmtCreate":1485441207962,"gmtModify":1485441207962,"authorId":10507854889140,"author":{"id":10507854889140,"idStr":"10507854889140","authorId":10507854889140,"name":"番茄豆浆","avatar":"https://static.laohu8.com/e76acc590a14b635efedc5c1c56df82e","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"Vix是指数 不能交易 常年围绕均值波动，uvxy是二级市场可交易的etf ，追踪vxx短期期货合约，衰减资产，不对等是正常的\n<br>","text":"Vix是指数 不能交易 常年围绕均值波动，uvxy是二级市场可交易的etf ，追踪vxx短期期货合约，衰减资产，不对等是正常的\n<br>","html":"Vix是指数 不能交易 常年围绕均值波动，uvxy是二级市场可交易的etf ，追踪vxx短期期货合约，衰减资产，不对等是正常的\n<br>","likeSize":1,"commentSize":1,"subComments":[{"id":227755,"commentId":"227755","gmtCreate":1485477516254,"gmtModify":1485477516254,"authorId":67012099012856,"author":{"id":67012099012856,"idStr":"67012099012856","authorId":67012099012856,"name":"当局者迷","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":227586,"supIdStr":"227586","prevId":0,"prevIdStr":"0","content":"是不是买卖call","text":"是不是买卖call","html":"是不是买卖call","disclaimerType":0}],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0},{"id":227107,"commentId":"227107","gmtCreate":1485350616548,"gmtModify":1485350616548,"authorId":67563250788176,"author":{"id":67563250788176,"idStr":"67563250788176","authorId":67563250788176,"name":"AllahuAkbar","avatar":"https://static.laohu8.com/163309dec80c8176b4013d719ff18e90","vip":1,"crmLevel":1,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"很简单 因为它不追踪VIX 你看VIX是没用的","text":"很简单 因为它不追踪VIX 你看VIX是没用的","html":"很简单 因为它不追踪VIX 你看VIX是没用的","likeSize":2,"commentSize":0,"subComments":[],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0},{"id":227037,"commentId":"227037","gmtCreate":1485341765860,"gmtModify":1485341765860,"authorId":75399985107960,"author":{"id":75399985107960,"idStr":"75399985107960","authorId":75399985107960,"name":"galaxy","avatar":"https://static.tigerbbs.com/d66213735ff9605c609c00bdeb817f8c","vip":1,"crmLevel":3,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"我的理解，uvxy 跟踪的并不是 vix ,而是vxx。","text":"我的理解，uvxy 跟踪的并不是 vix ,而是vxx。","html":"我的理解，uvxy 跟踪的并不是 vix ,而是vxx。","likeSize":1,"commentSize":0,"subComments":[],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0},{"id":227061,"commentId":"227061","gmtCreate":1485348171196,"gmtModify":1485348171196,"authorId":67012099012856,"author":{"id":67012099012856,"idStr":"67012099012856","authorId":67012099012856,"name":"当局者迷","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"大家帮帮忙，@ 一下大神，我也不知道谁会","text":"大家帮帮忙，@ 一下大神，我也不知道谁会","html":"大家帮帮忙，@ 一下大神，我也不知道谁会","likeSize":0,"commentSize":0,"subComments":[],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0},{"id":227031,"commentId":"227031","gmtCreate":1485339471252,"gmtModify":1485339471252,"authorId":78130384330620,"author":{"id":78130384330620,"idStr":"78130384330620","authorId":78130384330620,"name":"天峻老散","avatar":"https://static.tigerbbs.com/9b57a710b01c770e034b93cb017c832e","vip":1,"crmLevel":1,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":42571,"objectIdStr":"42571","type":1,"supId":0,"supIdStr":"0","prevId":0,"prevIdStr":"0","content":"准确的说配置了大量的calls","text":"准确的说配置了大量的calls","html":"准确的说配置了大量的calls","likeSize":1,"commentSize":0,"subComments":[],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0,"disclaimerType":0}],"isCommentEnd":false,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/42571"}