分析:VIX 与布伦特原油走势背离,第三次波动率冲击或即将来临

链捕手
Apr 30

ChainCatcher 消息,Kryptanium Capital 联创 Daniel Yan 在社交媒体上发文表示,4 月份,VIX 和布伦特原油期货出现了很大的背离,这要归功于标普 500 指数的韧性。这是一种肥尾风险,波动率冲击在 1 月底和 2 月底两次震动了全球宏观市场。如果很快看到第三次冲击,不会感到意外。

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