权翼
金融产品的量化分析
博文
(2016-06-10 06:18:59)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-09 46.09 32.4% AA 16-06-09 9.84 39.6% AAL 16-06-09 33.4 31.6% AAP 16-06-09 156.78 34.7% AAPL 16-06-09 99.65 17.9% ABBV 16-06-09 60.75 24.2% ABC 16-06-09 76.17 21.8% ABT 16-06-09 38.87 17.2% ACN 16-06-0...[阅读全文]
(2016-06-09 06:12:39)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-08 46.15 27.6% AA 16-06-08 9.89 36.7% AAL 16-06-08 32.51 32.0% AAP 16-06-08 153.52 25.6% AAPL 16-06-08 98.94 18.0% ABBV 16-06-08 61.73 23.3% ABC 16-06-08 76.25 21.8% ABT 16-06-08 38.91 17.0% ACN 16-06-...[阅读全文]
(2016-06-08 06:50:17)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-07 45.75 26.3% AA 16-06-07 9.79 39.9% AAL 16-06-07 32.36 33.4% AAP 16-06-07 151.71 26.9% AAPL 16-06-07 99.03 19.1% ABBV 16-06-07 63.1 23.7% ABC 16-06-07 76.22 21.3% ABT 16-06-07 38.93 19.5% ACN 16-06-0...[阅读全文]
(2016-06-07 05:41:13)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-06 45.86 24.6% AA 16-06-06 9.84 40.2% AAL 16-06-06 31.26 36.6% AAP 16-06-06 150.24 27.7% AAPL 16-06-06 98.63 19.2% ABBV 16-06-06 62.82 24.2% ABC 16-06-06 76.45 21.3% ABT 16-06-06 39.17 18.1% ACN 16-06-...[阅读全文]
(2016-06-04 15:28:43)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-03 45.72 22.8% AA 16-06-03 9.52 35.8% AAL 16-06-03 30.81 38.1% AAP 16-06-03 150.71 24.5% AAPL 16-06-03 97.92 18.8% ABBV 16-06-03 65 23.0% ABC 16-06-03 76.54 19.4% ABT 16-06-03 39.18 18.1% ACN 16-06-03 ...[阅读全文]
(2016-06-02 19:58:20)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-06-02 45.9 20.2% AA 16-06-02 9.33 39.2% AAL 16-06-02 31.67 31.0% AAP 16-06-02 152.15 24.4% AAPL 16-06-02 97.72 19.6% ABBV 16-06-02 65.09 22.5% ABC 16-06-02 77.08 18.4% ABT 16-06-02 39.53 15.4% ACN 16-06-0...[阅读全文]
(2016-06-02 06:31:51)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AA 16-06-01 9.3 40.2% AAL 16-06-01 31.95 31.4% AAP 16-06-01 153.34 26.6% AAPL 16-06-01 98.46 19.9% ABBV 16-06-01 62.83 34.0% ABC 16-06-01 75.64 19.0% ABT 16-06-01 39.5 17.6% ACN 16-06-01 119.01 28.4% ACWI 16-0...[阅读全文]
(2016-06-01 06:32:24)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AA 16-05-31 9.27 42.1% AAL 16-05-31 31.91 31.1% AAP 16-05-31 153.84 26.5% AAPL 16-05-31 99.86 19.9% ABBV 16-05-31 62.93 31.8% ABC 16-05-31 74.98 18.9% ABT 16-05-31 39.63 18.7% ACN 16-05-31 118.97 32.9% ACWI 16...[阅读全文]
(2016-05-27 21:52:35)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AA 16-05-27 9.35 38.2% AAL 16-05-27 31.65 30.1% AAP 16-05-27 156.31 21.1% AAPL 16-05-27 100.35 19.4% ABBV 16-05-27 62.71 29.9% ABC 16-05-27 74.03 18.7% ABT 16-05-27 39.3 19.2% ACN 16-05-27 118.94 29.2% ACWI 16...[阅读全文]
(2016-05-26 20:24:28)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AA 16-05-26 9.51 39.1% AAL 16-05-26 31.51 30.8% AAP 16-05-26 156.66 21.1% AAPL 16-05-26 100.41 19.5% ABBV 16-05-26 61.9 27.4% ABC 16-05-26 73.69 18.9% ABT 16-05-26 38.89 21.3% ACN 16-05-26 118.41 23.8% ACWI 16...[阅读全文]
