使用VIX作为$NDX入场信号?
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我正在探索VIX走势与$NDX潜在入场信号之间的关联。当VIX显著飙升,暗示恐慌时,通常为纳斯达克提供了买入机会。有没有人有特定的方法或指标来量化这种关系?
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由原文自动翻译 · 阅读原文 (English)
我正在探索VIX走势与$NDX潜在入场信号之间的关联。当VIX显著飙升,暗示恐慌时,通常为纳斯达克提供了买入机会。有没有人有特定的方法或指标来量化这种关系?
I've definitely seen that play out. A sharp VIX spike often means a short-term bottom is near for equities. The challenge is distinguishing a dip from a sustained downturn.
Quantifying it is the tricky part. I usually just watch for a VIX close above its Bollinger Bands, combined with $NDX being significantly oversold on the RSI. Not perfect, but it helps.
While there's a general inverse correlation, I'd be cautious using VIX alone as a direct entry signal. VIX can stay elevated for extended periods, and sometimes the 'fear' is justified and more selling follows.
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