Fear and Greed Index - very good info!

bokchoy888

https://money.cnn.com/data/fear-and-greed/

novice_trader

xinxing

我对这个指标感兴趣。如果老大在网上发现了这个指标是如何计算的，请告知。

bokchoy888

xinxing 发表于 2019-3-17 09:42 PM
我对这个指标感兴趣。如果老大在网上发现了这个指标是如何计算的，请告知。

https://www.investopedia.com/terms/f/fear-and-greed-index.asp

xinxing

bokchoy888 发表于 2019-3-17 10:34 PM
https://www.investopedia.com/terms/f/fear-and-greed-index.asp

有意思。原来它是7个指标的均等组合。
1. Stock Price Momentum - as measured by the S&P 500 versus its 125-day moving average

2. Stock Price Strength - based on the number of stocks hitting 52-week highs versus those hitting 52-week lows on the NYSE

3. Stock Price Breadth - as measured by trading volumes in rising stocks against declining stocks.

4. Put and Call Options - based on the Put/Call ratio

5. Junk Bond Demand - as measured by the spread between yields on investment grade bonds and junk bonds

6. Market Volatility - as measured by the CBOE Volatility Index or VIX

7. Safe Haven Demand - based on the difference in returns for stocks versus Treasuries
值得学习。