r*k
2 楼
你这x轴也不写的敬业一点。
H*i
3 楼
only half of the graph can be seen
c*y
9 楼
这个是adjust的吧,原价早归0了
j*b
15 楼
Read this and tell me I don't know the simple math that you know and was
bragging about. You are so proud of knowing these basic math, it's hilarious.
----------------------------------------------------
发信人: jszhb (金嗓子喉宝), 信区: Stock
标 题: Re: TZA请不要跌到26以下
发信站: BBS 未名空间站 (Mon Dec 12 12:03:26 2011, 美东)
That's a very stupid argument.
If IWM goes up 10% on day 1, then it goes up another 10% on day 2. If I long
$10,000 worth of TNA, I have a 69% profit.
But of course, you will say that I lost 4.6% due to decay, because:
1.1*1.1=1.21
1/1.21 = 0.83
ln(0.83)=-0.19
3*-0.19=-0.57
exp(-0.57)=0.56
1.69*0.56=0.954
1-0.954=0.046.
【在 B**********r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 这定义很清楚。我建议你算一下。
: DOW单边涨很多天,每天涨x,然后若干天后DOW涨到14倍。
: 3x ETF每天涨3x,在同一时间段里,你看是不是涨到14^3 > 2700倍。
: 看来你真的不懂。
bragging about. You are so proud of knowing these basic math, it's hilarious.
----------------------------------------------------
发信人: jszhb (金嗓子喉宝), 信区: Stock
标 题: Re: TZA请不要跌到26以下
发信站: BBS 未名空间站 (Mon Dec 12 12:03:26 2011, 美东)
That's a very stupid argument.
If IWM goes up 10% on day 1, then it goes up another 10% on day 2. If I long
$10,000 worth of TNA, I have a 69% profit.
But of course, you will say that I lost 4.6% due to decay, because:
1.1*1.1=1.21
1/1.21 = 0.83
ln(0.83)=-0.19
3*-0.19=-0.57
exp(-0.57)=0.56
1.69*0.56=0.954
1-0.954=0.046.
【在 B**********r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 这定义很清楚。我建议你算一下。
: DOW单边涨很多天,每天涨x,然后若干天后DOW涨到14倍。
: 3x ETF每天涨3x,在同一时间段里,你看是不是涨到14^3 > 2700倍。
: 看来你真的不懂。
B*r
18 楼
我没有说你交易帐户的损耗。你猜对方向,交易赚了就是赚了。
我们说的是TNA/TZA的振荡损耗。你交易赚了,但不能说明TNA/TZA没振荡损耗。清不清
楚?别转换话题,好不好?
hilarious.
long
【在 j***b 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Read this and tell me I don't know the simple math that you know and was
: bragging about. You are so proud of knowing these basic math, it's hilarious.
: ----------------------------------------------------
: 发信人: jszhb (金嗓子喉宝), 信区: Stock
: 标 题: Re: TZA请不要跌到26以下
: 发信站: BBS 未名空间站 (Mon Dec 12 12:03:26 2011, 美东)
: That's a very stupid argument.
: If IWM goes up 10% on day 1, then it goes up another 10% on day 2. If I long
: $10,000 worth of TNA, I have a 69% profit.
: But of course, you will say that I lost 4.6% due to decay, because:
我们说的是TNA/TZA的振荡损耗。你交易赚了,但不能说明TNA/TZA没振荡损耗。清不清
楚?别转换话题,好不好?
hilarious.
long
【在 j***b 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Read this and tell me I don't know the simple math that you know and was
: bragging about. You are so proud of knowing these basic math, it's hilarious.
: ----------------------------------------------------
: 发信人: jszhb (金嗓子喉宝), 信区: Stock
: 标 题: Re: TZA请不要跌到26以下
: 发信站: BBS 未名空间站 (Mon Dec 12 12:03:26 2011, 美东)
: That's a very stupid argument.
: If IWM goes up 10% on day 1, then it goes up another 10% on day 2. If I long
: $10,000 worth of TNA, I have a 69% profit.
: But of course, you will say that I lost 4.6% due to decay, because:
j*b
19 楼
Everyone only profits when they 猜对方向. Your stupidity is that you didn't
realized that.
When you short TNA+shortTZA, you are guessing piggy. If it's not piggy, you
lose. It's as simple as that.
【在 B**********r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 我没有说你交易帐户的损耗。你猜对方向,交易赚了就是赚了。
: 我们说的是TNA/TZA的振荡损耗。你交易赚了,但不能说明TNA/TZA没振荡损耗。清不清
: 楚?别转换话题,好不好?
:
: hilarious.
: long
realized that.
When you short TNA+shortTZA, you are guessing piggy. If it's not piggy, you
lose. It's as simple as that.
【在 B**********r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 我没有说你交易帐户的损耗。你猜对方向,交易赚了就是赚了。
: 我们说的是TNA/TZA的振荡损耗。你交易赚了,但不能说明TNA/TZA没振荡损耗。清不清
: 楚?别转换话题,好不好?
:
: hilarious.
: long
B*r
20 楼
你是找茬啊?你就想转换话题,是不是?别把你的交易跟TNA/TZA的振荡损耗混一起,
好不好?
你一定要说交易,你愿意同时Long TNA/TZA,这是你的选择。你没法长期持有。看看图
就明白了。但是你赚钱亏钱跟TNA/TZA的损耗没关系,这种损耗是内在的永恒的。
t
you
【在 j***b 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Everyone only profits when they 猜对方向. Your stupidity is that you didn't
: realized that.
: When you short TNA+shortTZA, you are guessing piggy. If it's not piggy, you
: lose. It's as simple as that.
好不好?
你一定要说交易,你愿意同时Long TNA/TZA,这是你的选择。你没法长期持有。看看图
就明白了。但是你赚钱亏钱跟TNA/TZA的损耗没关系,这种损耗是内在的永恒的。
t
you
【在 j***b 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Everyone only profits when they 猜对方向. Your stupidity is that you didn't
: realized that.
: When you short TNA+shortTZA, you are guessing piggy. If it's not piggy, you
: lose. It's as simple as that.
j*b
23 楼
Just post the definition here. The exact mathematical definition.
I'm not interested in some random paper you brought up that may or may not be related to what you claimed.
【在 B**********r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 这个损耗就是Brownian Motion Process的能量衰减速率,它与Volatility成平方关系
: ,跟nX ETF的n成以下关系:
: BULL ETF:损耗与n(n-1)成正比;
: BEAR ETF:损耗与n(n+1)成正比。
: 我建议你看一下Zhenyu Wang在Economics上的一个文章。我没时间再跟你辩论了。
I'm not interested in some random paper you brought up that may or may not be related to what you claimed.
【在 B**********r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 这个损耗就是Brownian Motion Process的能量衰减速率,它与Volatility成平方关系
: ,跟nX ETF的n成以下关系:
: BULL ETF:损耗与n(n-1)成正比;
: BEAR ETF:损耗与n(n+1)成正比。
: 我建议你看一下Zhenyu Wang在Economics上的一个文章。我没时间再跟你辩论了。
m*0
24 楼
he is not some random person.
http://www.newyorkfed.org/research/economists/wang/wang_cv.pdf
be related to what you claimed.
【在 j***b 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Just post the definition here. The exact mathematical definition.
: I'm not interested in some random paper you brought up that may or may not be related to what you claimed.
http://www.newyorkfed.org/research/economists/wang/wang_cv.pdf
be related to what you claimed.
【在 j***b 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Just post the definition here. The exact mathematical definition.
: I'm not interested in some random paper you brought up that may or may not be related to what you claimed.
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