请教贴:关于3X ETF的 re-balance# Stockt*t2011-11-01 07:111 楼哪位大牛指点一下他们是如何re-balance的?是在盘末吗?以TZA为例,如果快闭市时Russell 2000 Index 降了2.5%,但是TZA只涨了6%,机构会如何re-balance这个?会把它提到7.5%吗?thanks!
k*n2011-11-01 07:112 楼不会,rebalance every few weeks or months【在 t*********t 的大作中提到】: 哪位大牛指点一下他们是如何re-balance的?是在盘末吗?: 以TZA为例,如果快闭市时Russell 2000 Index 降了2.5%,但是TZA只涨了6%,机构会: 如何re-balance这个?会把它提到7.5%吗?: thanks!
t*t2011-11-01 07:113 楼那是如何操作的?机构自己买或者卖来改变价格?【在 k****n 的大作中提到】: 不会,rebalance every few weeks or months
b*s2011-11-01 07:114 楼TZA gets re-balanced on a daily base, at the end of the day, TZA will takethe profit/loss and re-invest the next day.
t*t2011-11-01 07:115 楼麻烦展开说说如何balance的?今天tza涨了9.66%,但是Russell 2000 Index 跌了3.67%。对应的tza应该涨11.01%才对呀?【在 b*****s 的大作中提到】: TZA gets re-balanced on a daily base, at the end of the day, TZA will take: the profit/loss and re-invest the next day.