When bitcoin does well, software stocks do well. But so do tobacco stocks.
Morgan Stanley's cryptocurrency strategy team notes that when comparing
$比特币 (BTC.CC)$ to other asset classes, it has positive correlations to equities, with indexes rising along with the coin.
The
$标普500ETF-SPDR (SPY.US)$ has the closest six-month correlation with bitcoin at just above 0.3, followed by the
$纳斯达克综合指数 (.IXIC.US)$, right above 0.25.
It has negative correlations with the
$美元指数 (USDindex.FX)$, around -0.4, gold
$黄金ETF-SPDR (GLD.US)$, around -0.6, and the
$美国10年期国债收益率 (US10Y.BD)$ around -0.9.
"Below the (equity) index level, the correlations vary widely across sectors," David Adelman, Morgan Stanley director of equities strategy for the Americas writes in a note.
The top 10 most correlated subsectors are:
1. Software & Services
$SPDR标普软件与服务ETF (XSW.US)$2. Food, Beverage
$Invesco Food & Beverage ETF (PBJ.US)$ and Tobacco
3. Materials
$SPDR原物料类ETF (XLB.US)$4. Media & Entertainment
$iShares Evolved U.S. Media and Entertainment ETF (IEME.US)$5. Commercial & Professional Services
6. Healthcare Equipment & Services
$SPDR S&P Health Care Equipment ETF (XHE.US)$7. Automobiles & Components
$First Trust纳斯达克全球汽车指数 (CARZ.US)$8. Diversified Financials
$金融行业ETF-SPDR (XLF.US)$9. Insurance
$iShares安硕美国保险ETF (IAK.US)$10. Household & Personal Products
$日常消费品精选行业指数ETF-SPDR (XLP.US)$Bitcoin finished last week up more than 5%, while the S&P dropped 0.3%, snapping a five-week winning streak.
TinkerB3ll : 谢谢 @SpyderCall 为了进行这样的深入分析,你对 Semi 有什么看法?像 SOXX SOXL SOXL SOXS
SpyderCall 楼主 TinkerB3ll : 强势买入!多年来,Semi一直是一项不错的投资。就我个人而言,我喜欢这个领域的知名人士。比如 NVDA、AMD、QCOM、AMAT、INTC、TXN、MU 等。像这样的知名人士。还有许多规模较小的半导体公司的表现也非常出色。特别是自中美之间的贸易战进一步限制了两国之间的半导体贸易以来。
半行业可能是我最喜欢的行业。我交易半公司的次数比其他任何公司都多。
TinkerB3ll SpyderCall 楼主 : 太棒了感谢你的分享这篇文章让我对自己买入 soxl 有强烈的感觉我们最亲爱的 Mike Burry 刚刚在 Semi 上买了大量看跌期权
SpyderCall 楼主 TinkerB3ll : 哦快点!他真的在semi'semi上买了一大堆精液吗?你知道到底是哪些吗?有时候他的交易会大放异彩。
在之前的修正之前,他买入了空头头寸。
这次我不会太担心。除非所有科技股和/或大部分市场都在下跌,否则我认为半导体行业不会下跌。
TinkerB3ll SpyderCall 楼主 : 以 “大空头” 而闻名的伯里对半导体ETF下了看跌押注
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