论3X ETF的操作

imtigerking

ccc

greenback

opt006

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So, how fast it decays? Thanks.

silicon_beaver

opt006 发表于 2011-10-29 12:51
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So, how fast it decays? Thanks.

FAS vs. SPX 3m change

I can give you a live example (FAZ decays faster than FAS).
By Friday, SPX almost back to three month ago level (0% level change on 3-m chart). But it's easy to tell FAS at 70% of its original level (22.94). a 30% loss (22.94-->16's).

In another word, if long FAS in last three months, even SPX no change (1285), but FAS lost 30%.

FAS will have a new split Nov 2011 (it keeps merging, otherwise, it decays to zero too soon).

Many HT LaoDa consider ETF 3x, a poison. suggest NOT play it. Your call since that's your $$$.



Similarly, TNA vs. SPX 3m change

opt006

Excellent! Thanks!

opt006

Sorry for bothering, one more question. I did little homework and found they decay with a consistent rate. Is that right?

bilko540

keepselling

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Bollinger Bands： 请问你用几分钟的K－图，去计算Bollinger Bands？

Read0nly

俺近期一直在操作TNA。上周五又做空，因为不能盯盘，入点偏低，现在在水下。看现在的期指，明天就该盈利了。