《成交量与总持仓》(volume and open interest)。我们前面曾经讲过,总持仓显示的是,在某个时刻,某个特定的市场中, … finance.jrj.com.cn|基于2个网页 3. 成交量与未平仓量分析 成交量与未平仓量分析(Volume and Open Interest) 期货F043◆ 华文网网路书店财经投资类畅销书身为期货交易员或投机客, … ...
二、未平仓合约(open interest)的应用和重要性 1.是否具有流动性 未平仓量最简单的一个作用就是可以通过看未平仓合约来看这个期权的流动性。比如一个合约只有100手未平仓合约,你自己持有50手,当你卖出手中的期权平仓时就比较难以理想的价格卖出去,这就说明这个期权流动性不好;还是拿苹果的例子来讲,你如果持有行权...
求翻译:open interest and volume是什么意思?待解决 悬赏分:1 - 离问题结束还有 open interest and volume问题补充:匿名 2013-05-23 12:21:38 持仓量和 匿名 2013-05-23 12:23:18 打开兴趣和容量 匿名 2013-05-23 12:24:58 打开兴趣和容量 匿名 2013-05-23 12:26:38 持仓量和卷 匿名 ...
空盘量是未平仓头寸的累计数,包括期货和期权,他能代表是从流动性和活跃程度。交易量比较容易理解,是规定时间段内达成交易的数量,包括证券和合约。这两个概念都代表市场的交易活跃度,但是又有所区别,空盘量与价格呈反比,而交易量与价格没有关联。
trade volume是交易量,open interest是未平仓量, 故一笔新开交易是增加未持仓量,一笔平盘交易减少未持仓量。
Meanwhile, open interest is the total number of outstanding contracts not settled in the market. Unlike volume, which resets daily, open interest accumulates over time and only changes when new contracts are created or existing ones are closed out. Open interest is particularly useful for assessing...
as well as recent developments that have revived interest in the topic--renewed oil price volatility, the rise of China, and concern over global climate... Hughes,Llewelyn,Lipscy,... - 《Annual Review of Political Science》 被引量: 60发表: 2013年 The Effects of Digital Trading Platforms on...
摘要: Volume and open interest : classic trading strategies for 24-hour markets, Kenneth H. Shaleen. 0786309881, Toronto Public Library被引量: 3 年份: 1997 收藏 引用 批量引用 报错 分享 全部来源 免费下载 求助全文 Semantic Scholar philadelphia.edu.jo (全网免费下载) 相似文献 引证文献Eight Self...
He says that the combined price, open interest and volume could show a different view of distribution applicable to commodity futures, specially on the inflows of money into the marketplace. The author states that it provides a better view of the buying and selling activity of futures in the ...
A high open interest indicates that a large number of traders have taken active positions in an options or futures contract. If open interest increases over time, that means that new traders are entering positions, and money is likely entering the market. If open interest declines over time, t...