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NG波动这么大,怎么还有人去long三倍的UGAZ/DGAZ?
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NG波动这么大,怎么还有人去long三倍的UGAZ/DGAZ?# Stock
B*r
1
今年NG涨了30%以上,看UGAZ才涨了10%多?大家不想想划得来吗?
有人说,他/她只要短线操作。可是损耗每天都有,是慢性中毒只是大家表面上看不到
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U*3
3
俺ugaz、dgaz从来没有hold超过三个月,三个月的损耗是可以不考虑的,你看在短短一
个多月,ugaz翻倍了都。这是波段股,不是长期股,没有人拿着超过一年的。
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U*3
4
NG波动大,这才是我们炒波段股的基础啊,没有波动,怎么才能给我们赚钱,每次我们
就顺波爬一点就行,下坡的时候买点反指,上坡的时候买点正指。
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s*m
5
康南大师的意思
下坡时short正指
上坡时short反指
是不是?

【在 U***3 的大作中提到】
: NG波动大,这才是我们炒波段股的基础啊,没有波动,怎么才能给我们赚钱,每次我们
: 就顺波爬一点就行,下坡的时候买点反指,上坡的时候买点正指。

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B*r
6
我算了一下今年YTD的UGAZ和DGAZ,先对于零风险Cash的Sharpe Ratios:
UGAZ
Average:0.00155
Std Dev:0.05399
Sharpe: 0.02876
DGAZ
Average:-0.00197
Std Dev:0.05404
Sharpe: -0.03641
对它们做空和做多的观念方法一转变,你就提高了自己的Sharpe Ratio
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U*3
7
俺不会做空,也不会做多,俺都不知道做空和做多是啥意思。俺就只会在fidelity 上
买股票,不会操作别的,能给扫盲一下吗?什么叫做空,什么叫做多,如何做空,如何
做多
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U*3
8
炒股还有这么多理论啊,俺看不懂啊,什么意思啊

【在 B**********r 的大作中提到】
: 我算了一下今年YTD的UGAZ和DGAZ,先对于零风险Cash的Sharpe Ratios:
: UGAZ
: Average:0.00155
: Std Dev:0.05399
: Sharpe: 0.02876
: DGAZ
: Average:-0.00197
: Std Dev:0.05404
: Sharpe: -0.03641
: 对它们做空和做多的观念方法一转变,你就提高了自己的Sharpe Ratio

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w*j
9
NG 涨了30% means nothing, you should check UNG.
UNG is not NG, UGAZ is based on UNG.
There is always Contango. Even NG up 30%, UNG can down a lot.
If this winter is cold, UGAZ maybe up 300%.
The problem is: Will this winter be cold?

【在 B**********r 的大作中提到】
: 今年NG涨了30%以上,看UGAZ才涨了10%多?大家不想想划得来吗?
: 有人说,他/她只要短线操作。可是损耗每天都有,是慢性中毒只是大家表面上看不到
: 。

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B*r
10
UGAZ/DGAZ are not linked to UNG. The are based on 2032 NG price. There is no
contango. The decays are due to daily volatility.
http://www.velocityshares.com/ugaz

【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?

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w*j
11
2032 NG price? Are you sure? There is no 2032 NG future.

no

【在 B**********r 的大作中提到】
: UGAZ/DGAZ are not linked to UNG. The are based on 2032 NG price. There is no
: contango. The decays are due to daily volatility.
: http://www.velocityshares.com/ugaz

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s*m
12

Is this due to contango? Because in the middle of the month, UNG fund has to
roll
over to next month futures.

【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?

avatar
V*e
13
This winter is very cold. 真的。

【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?

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B*r
14
S&P GSCI natural gas index ER due February 9, 2032

【在 w*j 的大作中提到】
: 2032 NG price? Are you sure? There is no 2032 NG future.
:
: no

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