权翼
金融产品的量化分析
博文
(2016-05-26 04:31:56)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AA 16-05-25 9.6 39.4% AAL 16-05-25 32.17 30.9% AAP 16-05-25 153.53 21.2% ABBV 16-05-25 61.22 21.7% ABC 16-05-25 74.04 20.0% ABT 16-05-25 38.68 26.3% ACN 16-05-25 118.55 27.1% ACWI 16-05-25 56.97 18.7% ADBE 16-...[阅读全文]
(2016-05-25 06:38:02)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex AAP 16-05-24 149.34 22.6% AAPL 16-05-24 97.9 20.1% ABBV 16-05-24 60.7 22.6% ABC 16-05-24 74.34 19.6% ABT 16-05-24 37.98 22.3% ACN 16-05-24 119.12 24.2% ACWI 16-05-24 56.5 18.1% ADBE 16-05-24 99.63 22.4% ADI 16...[阅读全文]
(2016-05-24 04:49:10)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-05-23 44.57 20.1% AA 16-05-23 9.28 44.4% AAL 16-05-23 31.73 36.6% AAP 16-05-23 145.87 23.2% AAPL 16-05-23 96.43 20.8% ABBV 16-05-23 59.3 24.9% ABC 16-05-23 73.94 20.0% ABT 16-05-23 37.37 20.5% ACN 16-05-2...[阅读全文]
(2016-05-20 20:28:49)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-05-20 44.89 19.5% AA 16-05-20 9.11 43.2% AAL 16-05-20 32.01 34.0% AAP 16-05-20 146.39 22.4% AAPL 16-05-20 95.22 20.1% ABBV 16-05-20 59.69 24.3% ABC 16-05-20 74.82 19.5% ABT 16-05-20 37.6 19.6% ACN 16-05-2...[阅读全文]
(2016-05-20 04:38:44)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-05-19 44.56 20.7% AA 16-05-19 9.12 44.3% AAL 16-05-19 32.15 35.2% AAP 16-05-19 143.54 22.7% AAPL 16-05-19 94.2 20.9% ABBV 16-05-19 59.28 26.6% ABC 16-05-19 75.05 20.4% ABT 16-05-19 37.24 20.7% ACN 16-05-1...[阅读全文]
(2016-05-19 05:36:31)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-05-18 44.32 22.3% AA 16-05-18 9.02 45.2% AAL 16-05-18 32.61 34.7% AAP 16-05-18 143.81 38.0% AAPL 16-05-18 94.56 21.1% ABBV 16-05-18 60.46 26.9% ABC 16-05-18 75.15 21.6% ABT 16-05-18 37.75 20.5% ACN 16-05-...[阅读全文]
(2016-05-18 06:07:02)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 16-05-17 44.41 44.4% AA 16-05-17 9.3 46.3% AAL 16-05-17 32.64 36.6% AAP 16-05-17 144.08 133.9% AAPL 16-05-17 93.49 21.7% ABBV 16-05-17 60.25 30.0% ABT 16-05-17 37.71 21.9% ACN 16-05-17 116.22 19.5% ACWI 16-0...[阅读全文]
(2016-05-17 06:55:19)
个股波动率指数
股票代码
交易日
股票收盘价
IVShortTermIndex
A
16-05-16
42.94
67.9%
AA
16-05-16
9.28
46.7%
AAL
16-05-16
32.12
40.1%
AAP
16-05-16
148.14
94.0%
AAPL
16-05-16
93.88
21.8%
ABBV
16-05-16
62.45
...[阅读全文]
(2016-05-14 15:52:28)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-05-13 42.62 47.0% AA 2016-05-13 9.2 45.2% AAL 2016-05-13 31.51 38.8% AAP 2016-05-13 145.56 65.9% AAPL 2016-05-13 90.52 23.1% ABBV 2016-05-13 62 32.6% ABT 2016-05-13 37.6 20.7% ACN 2016-05-13 115.44 18.8% ...[阅读全文]
(2016-05-13 06:33:04)
个股波动率指数 股票代码 交易日 股票收盘价 IVShortTermIndex A 2016-05-12 42.73 45.1% AAL 2016-05-12 31.33 38.1% AAPL 2016-05-12 90.34 22.7% ABBV 2016-05-12 62.49 30.5% ACN 2016-05-12 116.36 17.9% ACWI 2016-05-12 56.23 18.5% ADBE 2016-05-12 95.96 27.5% ADI 2016-05-12 54.9 45.8%...[阅读全文]
