o*******y
发帖数: 115 | 1 记得8月份还是48的时候相遇，现在一个41一个38了。
如果总和一直在下降，是不是同时short TNA与TZA比较好？ |
e*******e
发帖数: 1357 | 2 话说到底什么broker可以short TNA/TZA， FAZ/FAS啊？ |
B**********r
发帖数: 7517 | 3 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 . |
r*m
发帖数: 16380 | 4 actually I sell OTM calls, safer. |
o*******y
发帖数: 115 | 5 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 |
B**********r
发帖数: 7517 | 6 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.
|
B**********r
发帖数: 7517 | 7 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
|
o*******y
发帖数: 115 | 8 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？ |
B**********r
发帖数: 7517 | 9 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？
|
