relatively safe way to make money - 未名空间MITBBS历史存档

relatively safe way to make money# Stock

s*n2011-12-09 08:12

1 楼

Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
beginning of the year, will have made 40% on the both short positions,8000
dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
Anyone see a problem in this formula here? Basically eating decay in TZA and
TNA.

h*82011-12-09 08:12

2 楼

需要多少MARGIN？

since
8000
capital.
and

【在 s********n 的大作中提到】

: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.

B*r2011-12-09 08:12

3 楼

我建议做空更多的TZA，因为：
(1) 一百多年来股市长期向上
(2) TZA损耗速度是TNA的两倍

since
8000
capital.
and

【在 s********n 的大作中提到】

: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.

c*o2011-12-09 08:12

4 楼

开车时候不要光看后面的路……
你要从半年内才开始这么搞还能赚更多……
你要从3年前开始搞估计这半年才出水

since
8000
capital.
and

【在 s********n 的大作中提到】

: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.

l*c2011-12-09 08:12

5 楼

if you can predict the future, one week can retire.

since
8000
capital.
and

【在 s********n 的大作中提到】

: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.

l*m2011-12-09 08:12

6 楼

brokers may not let you holding it for a long time.

since
8000
capital.
and

【在 s********n 的大作中提到】

: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.

w*t2011-12-09 08:12

7 楼

why?

【在 l*********m 的大作中提到】

: brokers may not let you holding it for a long time.
:
: since
: 8000
: capital.
: and

s*n2011-12-09 08:12

8 楼

Thanks for all the feedbacks. I realize there is a fatal flaw. After say a
day 1 up move of 20% on IWM, my position is no longer risk neutral at -12000
TNA, and -8000 TZA. After this point, my net position is actually -4000 net
short on TNA.
Extrapolate to extreme. If IWM goes up 200%, then I would've lost -20000 on tna and made probably 10000 on TZA. The net effect is I lose 10000. It's not a totally risk free trade.