Leveraged ETF 討論區 (40)
Outliers
1001 回覆
6 Like
0 Dislike
第 1 頁第 2 頁第 3 頁第 4 頁第 5 頁第 6 頁第 7 頁第 8 頁第 9 頁第 10 頁第 11 頁第 12 頁第 13 頁第 14 頁第 15 頁第 16 頁第 17 頁第 18 頁第 19 頁第 20 頁第 21 頁第 22 頁第 23 頁第 24 頁第 25 頁第 26 頁第 27 頁第 28 頁第 29 頁第 30 頁第 31 頁第 32 頁第 33 頁第 34 頁第 35 頁第 36 頁第 37 頁第 38 頁第 39 頁第 40 頁第 41 頁
以下證券將於星期四2022年5月26日進行合股:
交易代號 基金名稱 合股比例
KOLD ProShares UltraShort Bloomberg Natural Gas 1:4
SCO ProShares UltraShort Bloomberg Crude Oil 1:5
以下證券將於星期五2022年5月27日進行合股:
交易代號 基金名稱 合股比例
BZQ ProShares UltraShort MSCI Brazil Capped 1:2
SCC ProShares UlltraShort Consumer Services 1:2
以下證券將於星期四2022年5月26日進行分股:
交易代號 基金名稱 合股比例
YCS ProShares UltraShort Yen 2:1
UCO ProShares Ultra Bloomberg Crude Oil 4:1
以下證券將於星期五2022年5月27日進行分股:
交易代號 基金名稱 合股比例
DIG ProShares Ultra Oil & Gas 4:1
UYM ProShares Ultra Basic Materials 4:1
交易代號 基金名稱 合股比例
KOLD ProShares UltraShort Bloomberg Natural Gas 1:4
SCO ProShares UltraShort Bloomberg Crude Oil 1:5
以下證券將於星期五2022年5月27日進行合股:
交易代號 基金名稱 合股比例
BZQ ProShares UltraShort MSCI Brazil Capped 1:2
SCC ProShares UlltraShort Consumer Services 1:2
以下證券將於星期四2022年5月26日進行分股:
交易代號 基金名稱 合股比例
YCS ProShares UltraShort Yen 2:1
UCO ProShares Ultra Bloomberg Crude Oil 4:1
以下證券將於星期五2022年5月27日進行分股:
交易代號 基金名稱 合股比例
DIG ProShares Ultra Oil & Gas 4:1
UYM ProShares Ultra Basic Materials 4:1
均價$54 tqqq幾時先返到家鄉
繼續無腦月供
家鄉愈黎愈近
家鄉愈黎愈近
多謝教學
依度decay係用best possible price嚟define
假設Index = 1
TQQQ price = 1
SQQQ price = 1
以下best possible price全部都係用index = 1嚟計。
Original best possible price of TQQQ = 1
Original best possible price of SQQQ = 1
Percentage change in index = x
new TQQQ price = (1+3x)
new SQQQ price = (1-3x)
new best possible price of TQQQ = (1+3x)*(1+1/(1+x)-1)^3
new best possible price of TQQQ = (1-3x)*(1+1/(1+x)-1)^-3
If x = 0.1,
new best possible price of TQQQ = (1+3*0.1)*(1+1/(1+0.1)-1)^3 = 0.9767 (decay = 2.33%)
new best possible price of SQQQ = (1-3*0.1)*(1+1/(1+0.1)-1)^-3 = 0.9317 (decay = 6.83%)
If x = 0.03,
new best possible price of TQQQ = (1+3*0.03)*(1+1/(1+0.03)-1)^3 = 0.9975 (decay = 2.50%)
new best possible price of SQQQ = (1-3*0.03)*(1+1/(1+0.03)-1)^-3 = 0.9944 (decay = 0.56%)
假設Index = 1
TQQQ price = 1
SQQQ price = 1
以下best possible price全部都係用index = 1嚟計。
Original best possible price of TQQQ = 1
Original best possible price of SQQQ = 1
Percentage change in index = x
new TQQQ price = (1+3x)
new SQQQ price = (1-3x)
new best possible price of TQQQ = (1+3x)*(1+1/(1+x)-1)^3
new best possible price of TQQQ = (1-3x)*(1+1/(1+x)-1)^-3
If x = 0.1,
new best possible price of TQQQ = (1+3*0.1)*(1+1/(1+0.1)-1)^3 = 0.9767 (decay = 2.33%)
new best possible price of SQQQ = (1-3*0.1)*(1+1/(1+0.1)-1)^-3 = 0.9317 (decay = 6.83%)
If x = 0.03,
new best possible price of TQQQ = (1+3*0.03)*(1+1/(1+0.03)-1)^3 = 0.9975 (decay = 2.50%)
new best possible price of SQQQ = (1-3*0.03)*(1+1/(1+0.03)-1)^-3 = 0.9944 (decay = 0.56%)
上面x = 0.03嘅TQQQ decay應該係0.25%，唔係2.5%，打錯咗
啲數式messy啲但應該無錯
啲數式messy啲但應該無錯
改返#736啲typo先
依度decay係用best possible price嚟define
假設Original Index = 1
Original TQQQ price = 1
Original SQQQ price = 1
以下best possible price全部都係用index = 1嚟計。
Original best possible price of TQQQ = 1
Original best possible price of SQQQ = 1
Percentage change in index = x
new index = (1+x)
new TQQQ price = (1+3x)
new SQQQ price = (1-3x)
new best possible price of TQQQ = (1+3x)*(1+1/(1+x)-1)^3
new best possible price of SQQQ = (1-3x)*(1+1/(1+x)-1)^-3
If x = 0.1,
new best possible price of TQQQ = (1+3*0.1)*(1+1/(1+0.1)-1)^3 = 0.9767 (decay = 2.33%)
new best possible price of SQQQ = (1-3*0.1)*(1+1/(1+0.1)-1)^-3 = 0.9317 (decay = 6.83%)
If x = 0.03,
new best possible price of TQQQ = (1+3*0.03)*(1+1/(1+0.03)-1)^3 = 0.9975 (decay = 0.25%)
new best possible price of SQQQ = (1-3*0.03)*(1+1/(1+0.03)-1)^-3 = 0.9944 (decay = 0.56%)
依度decay係用best possible price嚟define
假設Original Index = 1
Original TQQQ price = 1
Original SQQQ price = 1
以下best possible price全部都係用index = 1嚟計。
Original best possible price of TQQQ = 1
Original best possible price of SQQQ = 1
Percentage change in index = x
new index = (1+x)
new TQQQ price = (1+3x)
new SQQQ price = (1-3x)
new best possible price of TQQQ = (1+3x)*(1+1/(1+x)-1)^3
new best possible price of SQQQ = (1-3x)*(1+1/(1+x)-1)^-3
If x = 0.1,
new best possible price of TQQQ = (1+3*0.1)*(1+1/(1+0.1)-1)^3 = 0.9767 (decay = 2.33%)
new best possible price of SQQQ = (1-3*0.1)*(1+1/(1+0.1)-1)^-3 = 0.9317 (decay = 6.83%)
If x = 0.03,
new best possible price of TQQQ = (1+3*0.03)*(1+1/(1+0.03)-1)^3 = 0.9975 (decay = 0.25%)
new best possible price of SQQQ = (1-3*0.03)*(1+1/(1+0.03)-1)^-3 = 0.9944 (decay = 0.56%)
