Zeziphi iintlobo zezalathisi zokwenziwa ezibonelelwa yiDeriv?
I-Deriv inikezela ngoluhlu olulandelayo lwezalathisi zokwenziwa ezineentshukumo ezahlukeneyo.
- Izalathisi zokuguquguquka
- Crash & Boom Indices
- Isalathiso Samanyathelo
- Range Break Indices
- Tsiba Isalathiso
1.) Izalathisi zokuguquguquka
I-Volatility Indices kwi-Deriv.com zizalathi zemalike zexesha lokwenyani ezilindelekileyo zokuguquguquka okufanayo ngexesha elithile. Ukuguquguquka kweemarike zemali kulinganiswa kwisikali ukusuka kwi-1 ukuya kwi-100 kunye ne-100 ekuguquguquka okukhulu. Ukuguquguquka rhoqo kwezalathi ezibonelelwa yiDeriv yi-10%, 25%, 50%, 75% kunye ne-100%. Kukho inani lezalathisi zokuguquguquka kubandakanya:
- I-Volatility 10 Index (V10 Index)
- I-Volatility 25 Index (V25 Index)
- I-Volatility 50 Index (V50 Index)
- I-Volatility 75 Index (i-V75 Index) Isalathiso se-volatility ethandwa kakhulu
- I-Volatility 100 Index (i-V100 Index) eyona nto iguquguqukayo ye-synthetic index
Isalathiso se-Volatility 10 sesona sincinci siguquguqukayo ngelixa i-volatility 100 index imele iimeko zemarike eziguquguqukayo. Kukwakho nolunye uhlobo lwezalathisi zokuguquguquka ezibizwa ngokuba (1s). Ezi nazo zivela kwi-10% ukuya kwi-100% yokuguquguquka. Umahluko ophambili ngowokuba bahlaziya ngereyithi yethiki enye ngesekhondi xa kuthelekiswa nezalathisi zokuguquguquka eziqhelekileyo ezihlaziyayo ngereyithi yokuphawula kwimizuzwana emibini.
Inqaku lelona xabiso lincinci lentshukumo yesalathiso.
2.) Crash & Boom Indices
Izalathisi zokuwa kunye ne-boom zilinganisa ukunyuka nokuhla kweemarike zemali zehlabathi. Ngamanye amazwi, baziphatha ngokukodwa njengemarike yezemali ekhulayo okanye ewohlokayo. Bahlukile kwizalathisi zokuguquguquka okanye iimali ezinendlela yokuziphatha 'eqhelekileyo' ngakumbi. Kukho iintlobo ezine ze-boom kunye ne-crash indices ezizezi:
- Boom 500 Index
- Boom 1000 Index
- I-Crash 500 Index
- I-Crash 1000 Index
I-Boom 500 index ine-avareji ye-1 spike kuluhlu lwamaxabiso onke ama-500 amanqaku ngelixa i-Boom 1000 index ine-avareji ye-1 spike kuluhlu lwamaxabiso onke ama-1000 amanqaku. Ngokufanayo, i-Crash 500 Index ine-avareji ye-1 yehla kuluhlu lwamaxabiso onke ama-ticks angama-500, ngelixa i-Crash 1000 Index ine-avareji yehla kwinqanaba lexabiso ngalinye le-1000.
3.) Isalathiso Samanyathelo.
I-Step Index ilinganisa inyathelo lemarike ngenyathelo. Inethuba elilinganayo lokunyuka okanye ukuhla ngenyathelo elimiselweyo elingu-0.1.
4.) Range Break Indices
Izalathi zoluhlu lwekhefu zilinganisa imarike eshiyanayo ephuma kuluhlu emva kokuzama okuninzi ngokomndilili.
Kukho iintlobo ezimbini zezalathi zeRange Break:
Uluhlu 100 isalathisi kunye
Uluhlu 200 isalathisi. Uluhlu lwe-100 index luphuma emva komyinge we-100 imizamo ngelixa i-Range ye-200 index iphuma emva kokuzama kwe-200 kwi-avareji.
6.) Jump Iindices
Izalathi ze-Jump zilinganisa ukutsiba kwesalathiso esine-Volatility eyabelweyo. Kukho izalathi zokutsiba ezi-4 ezizezi;
- Tsiba i-10 Index,
- Tsiba i-25 Index,
- Tsiba i-50 Index
- kunye ne-Jump 100 index
I-Jump 10 index ine-avareji yokutsiba okuthathu ngeyure kunye nokuguquguquka okufanayo kwe-10%. I-Jump 100 index ine-avareji ye-3 yokutsiba ngeyure kunye nokuguquguquka okufanayo kwe-100%.