Leveraged ETF 討論區 (53)

growth係講緊aum？

係唔係 long short momentum strategy?

應該係長揸 用黎分散風險用
https://www.reddit.com/r/LETFs/comments/t5qmg5/uprokmlm_makes_more_sense_than_uprotmf/
https://www.reddit.com/r/LETFs/comments/yuu864/kfa_mlm_index_kmlm_data_going_back_to_1988_charts/
https://www.reddit.com/r/LETFs/search/?q=kmlm&restrict_sr=1&sr_nsfw=&include_over_18=1

有無人研究過NTSX有無decay

https://www.portfoliovisualizer.com/factor-analysis?s=y&regressionType=1&symbols=TQQQ%2C+TMF%2C+KMLM&sharedTimePeriod=true&factorDataSet=-1&marketArea=0&useHMLDevFactor=false&includeQualityFactor=false&includeLowBetaFactor=false&fixedIncomeFactorModel=0&ffmkt=true&ffsmb=true&ffsmb5=true&ffhml=true&ffmom=true&ffrmw=true&ffcma=true&timePeriod=2&rollPeriod=36&marketAssetType=1&robustRegression=false

純粹睇Factor Analysis Summary
TQQQ+KMLM 確實比 TQQQ+TMF 更加分散

btw, data only 22 monthly samples

其實back test過去除左TA之外有冇意義
指數個成分同個macro都唔同
tqqq成立到而家都係得十年咁啱撞正十年牛市

萬變不離其宗

FX戰士第20話PV
https://twitter.com/tansandaisuki3/status/1599602412259794946

如果呢度撈7200
會唔會發左達

Bro點睇老恒
睇圖同20年nq無分別

Factor Analysis 喎
有冇paper證明Fama French 5 Factor Model唔work?

想比較下TMF KMLM之間表演有咩大分別

你想入嘅話聽到放寬嗰吓就應該即刻入啦，升咗咁多先走嚟入。

放寬依個消息係一次性，正確玩法係"Buy the rumor, sell the news"
而家仲未完全開放，仲有好多人仍然半信半疑，所以向上應該仲有空間

但係消化咗放寬依個消息之後，中國經濟仍然不容樂觀，而且中美脫鉤嘅影響仍然存在，加上港股本質就係垃圾
所以你諗吓恒指會升到幾多點，到位就好走啦

清流君我唔係睇過好多條片
不過佢嘅生命周期投資法同依個post講嘅嘢都吻合
同埋佢有時會拎啲Paper嚟講吓，都學到嘢

btw, 我覺得自己講嘢有啲似AI
無論你問我咩，我都會用平實嘅語氣打到一大段字出嚟
內容通常唔會太極端

一個成功既Trader 係唔會太大情緒上落
但你係investor

玩緊 覺得幾得意
尤其係問d有爭議嘅野

/ask does hitler contribute to human development

OpenAI BOT:
Hitler's role in human development is highly contested. He is widely seen as one of the most destructive leaders in modern history and is largely responsible for the deaths of millions of people during World War II and the Holocaust. He was also a key figure in initiating genocide and causing immense suffering. However, he did lead Germany to become a powerful and dynamic nation, introducing some progressive social reforms and improvements in infrastructure. Ultimately, his legacy and impact on human development is negative.

非線性冇話唔可以比較架嘛
分別唔大 但後者穩定贏少少

TQQQ只係instrument 佢下面係QQQ
QQQ都只係instrument 佢下面係NQ 都有35年比你test
成份股可以變 指數既本質唔會變
例如佢對沖asymmetric risk既特性

https://www.ptt.cc/bbs/C_Chat/M.1670322984.A.98C.html

[閒聊] FX戰士久留美作者 投資14年虧損1400萬

琴日嘅事

畫漫畫還債

係咪幫人補開習嘅影響

都可能係
同埋因為太多人識我，juicy啲嘅嘢我會收埋唔講出嚟