g*******9 发帖数: 138 | 1 原先以为DGAZ只是一个普通的股票,然后入了,深陷其中。
后来据说和天然气价格涨跌相关,但是仔细研究了一下天然气的价格变化,没有得到正
相关,也没啥负相关。
当然,倒是和UGAZ的变化趋势,基本负相关。
所以想问一下股版高手,对于这种对冲式的游戏,谁了解的比较深,我好决定去留。多
谢! | i********y 发帖数: 2263 | 2 为什么不是负相关?
你比较一下他和ung的价格,明显的负相关
【在 g*******9 的大作中提到】 : 原先以为DGAZ只是一个普通的股票,然后入了,深陷其中。 : 后来据说和天然气价格涨跌相关,但是仔细研究了一下天然气的价格变化,没有得到正 : 相关,也没啥负相关。 : 当然,倒是和UGAZ的变化趋势,基本负相关。 : 所以想问一下股版高手,对于这种对冲式的游戏,谁了解的比较深,我好决定去留。多 : 谢!
| R******w 发帖数: 201 | 3 Dagz Price relate to the NG price, if NG price Down 1%, then Dgaz price up 3
% (3 times ETN), Ugaz down 3%. the following is the Real time NG price,
http://www.investing.com/commodities/natural-gas
Dgaz price should go up next week, should be no problem up to $4
【在 g*******9 的大作中提到】 : 原先以为DGAZ只是一个普通的股票,然后入了,深陷其中。 : 后来据说和天然气价格涨跌相关,但是仔细研究了一下天然气的价格变化,没有得到正 : 相关,也没啥负相关。 : 当然,倒是和UGAZ的变化趋势,基本负相关。 : 所以想问一下股版高手,对于这种对冲式的游戏,谁了解的比较深,我好决定去留。多 : 谢!
| p*********r 发帖数: 4593 | 4
3
The explanation for DGAZ is correct, but I disagree that DGAZ will to go $4
soon.
The critical for DGAZ is it has time value. Even if NG price stays flat, it
loses some value every day. This year I don't think NG price will go below $
4. So, the chance for DGAZ go above $4 become smaller and smaller as time
goes by. Give a two examples,
1. If NG price goes to $4.2 or less in a week, DGAZ may go to $4 in a week.
2-3 weeks ago DGAZ was around $4 when NG price was around $4.35.
2. If NG price only goes to $4.2 after one month, DGAZ probably will be only
around $3.7-$3.8.
So, stay away this kind of product unless you are sure(more than 80%) the
direction of going up or going down.
【在 R******w 的大作中提到】 : Dagz Price relate to the NG price, if NG price Down 1%, then Dgaz price up 3 : % (3 times ETN), Ugaz down 3%. the following is the Real time NG price, : http://www.investing.com/commodities/natural-gas : Dgaz price should go up next week, should be no problem up to $4
|
|