以史為鑒, 此次股災的程度 (以SPY波動為計量)

本帖於 2025-04-06 09:19:49 時間, 由普通用戶 MR.2005 編輯

2025-04-04  | 上周末 ( Trump trade war 2.0 ): SPY的均方差為-3 Delta.  Vol: 217M shares   

2022-06-16  ( FED increase interest rate ): -2.5 Delta.  Vol: 170M shares  

2020-03-16 ~ 2020-03-23 ( COVID ): -9 Delta.  Vol: 347M shares 

2018-12-24 ( US-China trade war ): -3 Delta   Vol: 255M shares 

2011-8-10 ( Euro debt crisis ): -5 Delta   Vol: 717M shares

2009-3-2 ( Bottom of 2008 financial crisis ): -4.5 Delta   Vol: 490M shares

2008-10-10 ( Lehman bankrupt ) : -8 Delta   Vol: 871M shares

2008-1-24 ( Bears Stern ) : -3.5 Delta  Vol: 511M shares

2003-2-12 ( Bottom of 2001 stock crash ): -3.0 Delta   Vol: 59M Shares

 
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