z*g
2 楼
QQQQ２００７年最高时是５５，现在是５０左右，而QLD２００７年最好时是１２０，
现在只有６７，这个DECAY也有点太大了。
现在只有６７，这个DECAY也有点太大了。
y*c
3 楼
顶
s*n
4 楼
哎。我还闲decay的不够快呢。一个三倍一个两倍的天天算能decay个%只季。
【在 z****g 的大作中提到】
: QQQQ２００７年最高时是５５，现在是５０左右，而QLD２００７年最好时是１２０，
: 现在只有６７，这个DECAY也有点太大了。
【在 z****g 的大作中提到】
: QQQQ２００７年最高时是５５，现在是５０左右，而QLD２００７年最好时是１２０，
: 现在只有６７，这个DECAY也有点太大了。
a*g
5 楼
so the answer is yes or no? thanks
【在 y*c 的大作中提到】
: 顶
【在 y*c 的大作中提到】
: 顶
B*S
6 楼
I think only the leveraged ones decay, it's because of the design of the
derivative, otherwise it should be close to zero...
So going short is a better choice. Is it not?
derivative, otherwise it should be close to zero...
So going short is a better choice. Is it not?
b*n
7 楼
不用吧，140批了以后应该就跟律师没关系了吧，除非你让律师弄的485
i*y
8 楼
Ah?
How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
【在 B*S 的大作中提到】
: I think only the leveraged ones decay, it's because of the design of the
: derivative, otherwise it should be close to zero...
: So going short is a better choice. Is it not?
How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
【在 B*S 的大作中提到】
: I think only the leveraged ones decay, it's because of the design of the
: derivative, otherwise it should be close to zero...
: So going short is a better choice. Is it not?
a*g
9 楼
是我让律师弄的485
但是, 我觉得到此这个case就结束了
大家都有给吗?
【在 b********n 的大作中提到】
: 不用吧，140批了以后应该就跟律师没关系了吧，除非你让律师弄的485
但是, 我觉得到此这个case就结束了
大家都有给吗?
【在 b********n 的大作中提到】
: 不用吧，140批了以后应该就跟律师没关系了吧，除非你让律师弄的485
s*e
10 楼
I do not think it is exactly 2 times the increase. It more likes sqaure of
the 1+return. You will lose when nasdaq increase
【在 i**y 的大作中提到】
: Ah?
: How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
the 1+return. You will lose when nasdaq increase
【在 i**y 的大作中提到】
: Ah?
: How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
c*r
11 楼
不用给。案子到此就结束了。有的律师会逢年过节给你个卡什么的，联系一下感情。
s*e
12 楼
I do not think it is exactly 2 times the increase. It more likes sqaure of
the 1+return. You will lose when nasdaq increase
【在 i**y 的大作中提到】
: Ah?
: How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
the 1+return. You will lose when nasdaq increase
【在 i**y 的大作中提到】
: Ah?
: How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
W*n
13 楼
NO,why?
E*O
14 楼
解决decay很easy，1.卖covered的call，2.只long一半要decay的东西，另一半钱去
short它对应的反向品种, 两者的value（不是股数）要差不多。
【在 z****g 的大作中提到】
: QQQQ２００７年最高时是５５，现在是５０左右，而QLD２００７年最好时是１２０，
: 现在只有６７，这个DECAY也有点太大了。
short它对应的反向品种, 两者的value（不是股数）要差不多。
【在 z****g 的大作中提到】
: QQQQ２００７年最高时是５５，现在是５０左右，而QLD２００７年最好时是１２０，
: 现在只有６７，这个DECAY也有点太大了。
B*S
15 楼
Arbitrage?
That doesn't make sense to me.
To arbitrage, you don't go both long and short against yourself. You can
either hedge with option or long the strongest and at the same time short
the weakest in the same sector/market.
And that will add overhead, so it is not for small accounts. If you don't
see the trend, just stay away from it.
【在 i**y 的大作中提到】
: Ah?
: How about I use 2/3 to buy QQQQ and the other 1/3 to short QLD? Arbitrage?
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