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

2024-08宏观经济9免费

📄 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: 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.
determine output. The model has a ~71% R^2 vs. actual VIX spot since 2012.
🏷️ 核心议题: #CPI

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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(部分)

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

❓ 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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覆盖 2024 年,全文约 9。

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适合投资人、行业研究员等读者参考。

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重点分析了CPI等议题。