e*e
2 楼
话说到底什么broker可以short TNA/TZA， FAZ/FAS啊？
B*r
3 楼
TNA * TZA always decreases everyday because (1+x)(1-x) < 1. In long-run,
both decay. Two months ago, they met at $51.7, and today they were both
under $40 earlier.
If yOu want to short, call your brokerage. What I do is to short deep ITM
calls. I currently short all of TNA TZA FAS FAZ .
both decay. Two months ago, they met at $51.7, and today they were both
under $40 earlier.
If yOu want to short, call your brokerage. What I do is to short deep ITM
calls. I currently short all of TNA TZA FAS FAZ .
r*m
4 楼
actually I sell OTM calls, safer.
o*y
5 楼
发现不对，如果处于牛市或者熊市，总和是在上涨的
在波动期间，总和才会下降
在波动期间，总和才会下降
B*r
6 楼
Occasionally I sell OTM calls, and at different expiration dates, just to
have some 时空立体感
Selling OTM calls does not fully take advantages of decay.
【在 r*m 的大作中提到】
: actually I sell OTM calls, safer.
have some 时空立体感
Selling OTM calls does not fully take advantages of decay.
【在 r*m 的大作中提到】
: actually I sell OTM calls, safer.
B*r
7 楼
In a bull market, typically volatility is low. It might be more dangerous to
short bull ETFs, because they do not decay fast enough.
In a bear market, VIX is usually high. Bull ETFs were killed by the drooping
index, and bear ETFs are hurt by the high volatility.
So it is always a good idea to short more bear 3x ETFs than bull 3x ETFs.
In addition, 3x bear ETFs decays twice as fast as 3x bull ETFs.
【在 o*******y 的大作中提到】
: 发现不对，如果处于牛市或者熊市，总和是在上涨的
: 在波动期间，总和才会下降
short bull ETFs, because they do not decay fast enough.
In a bear market, VIX is usually high. Bull ETFs were killed by the drooping
index, and bear ETFs are hurt by the high volatility.
So it is always a good idea to short more bear 3x ETFs than bull 3x ETFs.
In addition, 3x bear ETFs decays twice as fast as 3x bull ETFs.
【在 o*******y 的大作中提到】
: 发现不对，如果处于牛市或者熊市，总和是在上涨的
: 在波动期间，总和才会下降
o*y
8 楼
就是说究竟应该short多少TNA和short多少TZA，还是来源于对牛熊市的判断，
不能简单的说short等量的TNA与TZA。
那从目前的市场情况，short等量的TNA与TZA是否合理呢？
不能简单的说short等量的TNA与TZA。
那从目前的市场情况，short等量的TNA与TZA是否合理呢？
B*r
9 楼
It depends on how you view the economy and the market. I have been bullish
everyday for 3 years.
【在 o*******y 的大作中提到】
: 就是说究竟应该short多少TNA和short多少TZA，还是来源于对牛熊市的判断，
: 不能简单的说short等量的TNA与TZA。
: 那从目前的市场情况，short等量的TNA与TZA是否合理呢？
everyday for 3 years.
【在 o*******y 的大作中提到】
: 就是说究竟应该short多少TNA和short多少TZA，还是来源于对牛熊市的判断，
: 不能简单的说short等量的TNA与TZA。
: 那从目前的市场情况，short等量的TNA与TZA是否合理呢？
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