行业研究报告

UBS Equities-US Equity Derivatives Strategy _Down to earth Is the record...-109864147

2024-08宏观经济9 页

US Equity Derivatives Strategy Down to earth: Is the record speed of VIX retracement too far, too fast?

报告摘要

US Equity Derivatives Strategy Down to earth: Is the record speed of VIX retracement too far, too fast?

核心要点

  1. 15 August 2024
  2. 3. VIX spike was technically-driven: Last Monday's spike was much more

报告信息

文件全名
《UBS Equities-US Equity Derivatives Strategy _Down to earth Is the record...-109864147.pdf》
适合读者
投资人行业研究员
核心数据
  1. flagged a <5% probability of recession despite Goldilocks probability having fallen
  2. historically explains ~70% of VIX spot.
  3. model has a ~87% R^2 vs. actual VIX spot since 2012.
  4. determine output. The model has a ~71% R^2 vs. actual VIX spot since 2012.
核心议题
CPI

常见问题

《UBS Equities-US Equity Derivatives Strategy _Down to earth Is the record...-109864147》主要包含哪些内容?

US Equity Derivatives Strategy Down to earth: Is the record speed of VIX retracement too far, too fast?核心数据:flagged a <5% probability of recession despite Goldilocks probability having fallen;historically explains ~70% of VIX spot.;model has a ~87% R^2 vs. actual VIX spot since 2012.。

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