权翼
金融产品的量化分析
博文
(2016-03-31 07:02:45)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex ABT 2016-03-30 41.65 18.4% AKAM 2016-03-30 55.1 46.9% AMZN 2016-03-30 598.69 57.7% AN 2016-03-30 47.97 31.5% APH 2016-03-30 57.71 28.9% BAC 2016-03-30 13.48 29.1% BEN 2016-03-30 39.14 33.1% C 2016-03-30 41.88 31.0% ...[阅读全文]
(2016-03-29 20:44:36)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-29 40.16 29.6% AA 2016-03-29 9.72 48.1% AAL 2016-03-29 41.35 38.3% AAP 2016-03-29 163.03 29.1% AAPL 2016-03-29 107.68 23.1% ABBV 2016-03-29 57.05 34.3% ABC 2016-03-29 86.42 21.7% ABT 2016-03-29 41.47 20.6% ...[阅读全文]
(2016-03-28 21:11:07)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-28 39.52 24.0% AA 2016-03-28 9.7 48.3% AAL 2016-03-28 40.91 40.9% AAP 2016-03-28 161.76 28.8% AAPL 2016-03-28 105.19 24.9% ABBV 2016-03-28 56.11 30.5% ABC 2016-03-28 86.48 22.0% ABT 2016-03-28 40.88 19.7% ...[阅读全文]
(2016-03-24 21:17:41)
个股波动率指数
股票代码
交易日
股票收盘价
IVShortTermIndex
A
2016-03-24
39.43
22.0%
AA
2016-03-24
9.57
46.9%
AAL
2016-03-24
40.5
40.7%
AAP
2016-03-24
161.82
23.5%
AAPL
2016-03-24
105.67
23.4%
ABBV
2016-03-2...[阅读全文]
(2016-03-23 20:00:35)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-23 39.47 22.5% AAP 2016-03-23 161.09 23.1% AAPL 2016-03-23 106.13 22.3% ABBV 2016-03-23 56.36 32.1% ABC 2016-03-23 87.27 19.1% ABT 2016-03-23 40.78 18.8% ACWI 2016-03-23 55.35 20.9% ADBE 2016-03-23 92.16 23....[阅读全文]
(2016-03-22 20:10:30)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AAL 2016-03-22 42.76 35.1% AAPL 2016-03-22 106.72 21.1% ABBV 2016-03-22 57.5 27.3% ABT 2016-03-22 41.03 18.5% ADBE 2016-03-22 92.56 23.0% ADS 2016-03-22 210.32 27.6% ADSK 2016-03-22 57.98 31.1% AEP 2016-03-22 64.77 16...[阅读全文]
(2016-03-22 19:57:10)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-21 39.65 31.6% AA 2016-03-21 9.89 47.4% AAL 2016-03-21 43.47 34.7% AAP 2016-03-21 158.61 24.5% AAPL 2016-03-21 105.91 21.0% ABBV 2016-03-21 56.01 28.8% ABC 2016-03-21 87.13 19.3% ABT 2016-03-21 40.76 18.5% ...[阅读全文]
(2016-03-18 21:18:17)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-18 40.19 33.1% AA 2016-03-18 10.03 47.0% AAL 2016-03-18 43.44 35.8% AAP 2016-03-18 157.47 24.7% AAPL 2016-03-18 105.92 20.9% ABC 2016-03-18 87.48 18.8% ABT 2016-03-18 40.79 18.1% ACN 2016-03-18 107.77 32.1% ...[阅读全文]
(2016-03-17 19:08:09)
持续调试中...很接近了:-) 个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-03-17 39.29 28.0% AA 2016-03-17 9.94 47.2% AAL 2016-03-17 42.1 32.6% AAP 2016-03-17 157.94 24.7% AAPL 2016-03-17 105.8 21.9% ABBV 2016-03-17 55.32 28.9% ABC 2016-03-17 85.88 19.3% ABT 2016-0...[阅读全文]
(2016-03-16 20:58:29)
个股波动率指数
股票代码
交易日
股票收盘价
IVShortTermIndex
VXX
2016-03-16
20.09
61.1%
EEM
2016-03-16
33.12
23.6%
GDX
2016-03-16
20.86
48.3%
XLF
2016-03-16
22.36
18.3%
EWJ
2016-03-16
11.45
18.3%
USO
2016-03-...[阅读全文]
