【語重心長】投資新手或者唔想再做傻散嘅入一入嚟（4）
JovianJulia
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你用得normal distribution即係compare mean都夠了
如果淨係想知expected value係正定負咁係嘅
我理解佢地嘅所有雙數moment 都係一樣？
Volatility/kurtosis
單數moment嘅話應該係完全相反一正一負？
EV 嘅話應該係一買一賣贏
Skewness 嘅話long stock (唔買賣）應該係left skew
Hold少一日equivalent short position?
因為價跌就係贏
咁係咪應該right skew
Long term investor 係咪會prefer right skew 多d
即係唔想太多black swan event?
Volatility/kurtosis
單數moment嘅話應該係完全相反一正一負？
EV 嘅話應該係一買一賣贏
Skewness 嘅話long stock (唔買賣）應該係left skew
Hold少一日equivalent short position?
因為價跌就係贏
咁係咪應該right skew
Long term investor 係咪會prefer right skew 多d
即係唔想太多black swan event?
唔係幾明，你個佢地係指long/short position 做比較？
短期嘅話stock return應該係normal distribution, 咁無論long定short position skewness都係0
長期嘅話stock return 應該係log normal distribution, 所以long position 嘅話的確係 right skewed
短期嘅話stock return應該係normal distribution, 咁無論long定short position skewness都係0
長期嘅話stock return 應該係log normal distribution, 所以long position 嘅話的確係 right skewed
Long short 咁諗係因為唔買賣嘅話
價升係贏
買賣避tax嘅話
價跌係贏
Short term黎講我估係left skew多d
因為stock price通常升係慢升 但跌係急跌
雖則我都未試過ex div買賣
但如果anticipate KMLM會有大dividned payout
應該會買賣一次
因為真係好甘
價升係贏
買賣避tax嘅話
價跌係贏
Short term黎講我估係left skew多d
因為stock price通常升係慢升 但跌係急跌
雖則我都未試過ex div買賣
但如果anticipate KMLM會有大dividned payout
應該會買賣一次
因為真係好甘
係有聽過short term因為黑天鵝而係會left skew, 但typically 影響有幾大其實我都唔知
KMLM我都諗住ex div買賣，之前估算啲税可以高達2%
呢排kmlm好似跟住債價一齊跌
應該關佢hold的bond futures事？
睇佢fact sheet bond futures好似佔最大忽
加埋成130%nav
commodity / currency只佔 6x%/8x%
有冇睇錯？
應該關佢hold的bond futures事？
睇佢fact sheet bond futures好似佔最大忽
加埋成130%nav
commodity / currency只佔 6x%/8x%
有冇睇錯？
我估就係
題外話有冇人知點解KMLM就算計埋成本都同個underlying index有成1.4% annualised tracking error?
題外話有冇人知點解KMLM就算計埋成本都同個underlying index有成1.4% annualised tracking error?
Pish
官網faq咁講
Why is there a performance discrepancy between KMLM and its index?
The KMLM ETF performance is net of fees. The performance for the KFA MLM Index is based on a historical index and is gross of any fees and expenses. In general, there will be slippage of 90bps per year plus around 15bps per year of trading expenses (broker commissions). Any slippage above that is attributable to execution and cash management.
即係駛多左？
btw
https://kfafunds.com/csv/10_07_2024_kmlm_holdings.csv
好有興趣日日睇下佢幾時轉long short
Why is there a performance discrepancy between KMLM and its index?
The KMLM ETF performance is net of fees. The performance for the KFA MLM Index is based on a historical index and is gross of any fees and expenses. In general, there will be slippage of 90bps per year plus around 15bps per year of trading expenses (broker commissions). Any slippage above that is attributable to execution and cash management.
即係駛多左？
btw
https://kfafunds.com/csv/10_07_2024_kmlm_holdings.csv
好有興趣日日睇下佢幾時轉long short
每年洗多咗1.25%咁誇張？
佢唔係每個月先轉一次long/short？定我記錯
佢話每月rebalance
唔知係咪咁嘅意思
唔知係咪咁嘅意思
條link改日期可以睇番之前record
C$ CURRENCY FUT DEC24 << 4號long, 7號short
LIVE CATTLE FUTR DEC24 <<3號short, 4號long
SUGAR #11 (WORLD) MAR25<<3號short, 4號long
應該日日轉？
定係唔同asset rebalance日期唔同？
之後得閒搵埋9月睇下
C$ CURRENCY FUT DEC24 << 4號long, 7號short
LIVE CATTLE FUTR DEC24 <<3號short, 4號long
SUGAR #11 (WORLD) MAR25<<3號short, 4號long
應該日日轉？
定係唔同asset rebalance日期唔同？
之後得閒搵埋9月睇下
我知道個long/short signal係每日evaluate，但冇預到係會每日都轉position
，咁佢個rebalance係咪指金額
，咁佢個rebalance係咪指金額高汁post LM 學野
美股index 倉想轉 ucits 慳返啲dividend tax 同 estate
應該都係ibkr 買？ 仲有無咩catch?
美股index 倉想轉 ucits 慳返啲dividend tax 同 estate
應該都係ibkr 買？ 仲有無咩catch?
佣金1.7USD, 同埋bid ask spread會大啲，不過其實長遠投資嚟講零影響
可以研究下index futures
個性質差一截喎
但完全做到慳dividend tax 同estate
同時有index嘅exposure
點執行就自己決定
同時有index嘅exposure
點執行就自己決定
今日食lunch睄到同事個股票app全部都係紅色，希望佢只係睇緊A股
明明上個禮拜仲講到眉飛色舞
明明上個禮拜仲講到眉飛色舞
可能set左紅色升綠色跌
啫
啫