スキュー指数は、オプション市場で、将来の大きな価格変動に備える取引が増

スキュー指数は、オプション市場で、将来の大きな価格変動に備える取引が増えると上昇する仕組みであり、その特色は、ブラック・スワンの登場を警戒する不安心理の高まりを示す。具体的には、指数値が100の時は分布が平常の状態であり、あまりテール・リスク（発生確率は低いが発生すると巨額の損失となるリスク）がないことを意味し、一方で100を超えてくると、下落の場合のテール･リスクが通常以上に大きくなってきていることを意味する。

結果 (英語) 1:

Skew index is a mechanism that rises in the options market, trading to prepare for a big price fluctuations in the future will increase, the feature shows the growing anxiety to guard against the appearance of the Black Swan. Specifically, the index value is the state of normal the distribution is at 100, tail risk too (probability of occurrence is low risks and the huge losses when one does) it means that there is no, the 100, on the other hand coming over,I mean that the tail risk in the case of the decline has been increasing than usual.

結果 (英語) 2:

Skew exponential increase in trading in the options market, prepare for future changes and rising mechanisms, and that feature shows the heightened anxiety to be wary of the emergence of the Black Swan. Specifically means that index value is 100: normal state is the distribution and a little tail risks (risks and huge losses would occur but low probability of occurrence) and, on the other hand over the 100,Tail risk for fall usually means has been increased to more than.

結果 (英語) 3:

The スキュー index is the structure which rises when business for a future big price fluctuation increases in an optional market, and the characteristic shows a surge of the uneasiness psychology to be cautious of the appearance of the black swan. When distribution is in a normal state at the time of 100, and an index value means that there aren't many tail risks (a risk the outbreak probability is low, but to become a large amount of loss when it occurs) and exceeds 100 in one to be concrete,I mean that a tail risk in case of the fall grows big in the normal above.