隐含波动率差与标普500指数预期市场回报
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Implied Volatility Spreads and Expected Market Returns [点击查看论文]
http://research.sabanciuniv.edu/27774/1/Implied_Volatility_Spreads_and_Expected_Market_Returns.pdf
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Implied Volatility Spreads and Expected Market Returns [点击查看论文]
http://research.sabanciuniv.edu/27774/1/Implied_Volatility_Spreads_and_Expected_Market_Returns.pdf
本篇策略设有付费墙
付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。