UBS Equities-US Equity Derivatives Strategy _Down to earth Is the record...-109864147
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
- 15 August 2024
- 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
- 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
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.。
这份报告覆盖哪一年、篇幅多大?
覆盖 2024 年,全文共 9 页。
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这份报告适合哪些读者?
适合投资人、行业研究员等读者参考。
报告涉及哪些关键议题?
重点分析了CPI等议题。
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