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全部话题 - 话题: proshare
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u**o
发帖数: 4652
1
http://www.benzinga.com/press-releases/g34938/pomerantz-law-firm-files-action-on-behalf-of-investors-in-proshares-ultrashort
NEW YORK, Nov. 3, 2009 (GLOBE NEWSWIRE) -- Pomerantz Haudek Grossman & Gross
LLP has filed a class action (09-cv-9077) on behalf of investors of
ProShares' UltraShort S&P Fund (NYSE: SDS) who purchased or otherwise
acquired shares in the SDS Fund, an exchange-traded fund ("ETF") offered by
ProShares Trust ("ProShares"), pursuant or traceable to ProShares' false and
mislead
B******y
发帖数: 2255
2
去年交易AGQ/ZSL等,除了scottrade寄给我1099-B,ProShares寄给我好几个schedule
K-1, 就是说我在持有AGQ期间,成为ProShares的partner, 还有资本帐号的短期收益一
堆。
问了CPA,我不仅要报交易损益,还要报schedule K-1。
问题是我从未见到那个short term capital gain,其数目也不是我AGQ的交易损益,打
电话问ProShares他们说这和交易损益没关系。
要为这个没拿到过的东西付税,这也太荒谬了吧?
有没有同学碰到过这个K-1?
B******y
发帖数: 2255
3
来自主题: _Stockcafeteria版 - 有人报税报过ProShares的K-1吗?
去年交易AGQ/ZSL等,除了scottrade寄给我1099-B,ProShares寄给我好几个schedule
K-1, 就是说我在持有AGQ期间,成为ProShares的partner, 还有资本帐号的短期收益一
堆。
问了CPA,我不仅要报交易损益,还要报schedule K-1。
问题是我从未见到那个short term capital gain,其数目也不是我AGQ的交易损益,打
电话问ProShares他们说这和交易损益没关系。
要为这个没拿到过的东西付税,这也太荒谬了吧?
有没有同学碰到过这个K-1?
h****d
发帖数: 322
4
For those who want to buy inverse funds in IRA.
http://biz.yahoo.com/prnews/070125/clth071.html?.v=71&printer=1
Summary:
Ultra ProShares
-- Ultra SmallCap600 (SAA)
-- Ultra Russell2000 (UWM )
-- Ultra QQQ (QLD)
-- Ultra S&P500 (SSO)
-- Ultra Dow30 (DDM)
-- Ultra MidCap400 (MVV)
Short ProShares
-- Short SmallCap600 (SBB)
-- Short Russell2000 (RWM)
-- Short QQQ (PSQ)
-- Short S&P500 (SH)
-- Short Dow30(SM) (DOG)
-- Short
t******e
发帖数: 1293
5
在Proshares UCO的SCHEDULE K-1表上,
Part III 11 Other income (loss): C 3xxx里面的数字基本和broker的1099对得上,
差距在50块之内
但是,我实在是弄不清那个part III 8 Net short-term capital gain(loss):
7xxx是怎么来的
另外,在2011 sales schedule上面还有接近25xx的cumulative adjustment to tax
basis
这个是不是说我的成本cost要加上这个,所以,我的收益要减少25xx
斑竹帮忙看看,我到底要为哪些收入报税。
1、schedule k-1的Part III 11是不是和1099重合了,只需要报一次?
2、schedule k-1的Part III 8上的数字是不是要报税?
3、ProShares 2011 Graphic Guide是否准确?
谢谢
b***y
发帖数: 372
6
That is my understanding if you sell all shares.
However, for your case, you have a different scenario. You have outstanding
shares at the end of 2011. So "current year increase (decrease)"includes
unrealized gain.
I suspect the data is wrong for "cumulative adjustment to tax basis" (6) on
your sale schedule.
However, if Proshares insists, you have to pay tax for your unrealized gain,
which will be offset next year based on your capital loss and gain.
If so, I don't think it is a good idea to bu... 阅读全帖
b***y
发帖数: 372
7
我建议你联系proshare。我估计他们给你算错了。
sums of all "cumulative adjustment to tax basis" (6) should equal to Part II
L "current year increase (decrease)".
otherwise, the computation won't show up the actual gain/loss and you may
need to carry the cost basis over to the next year when you sell them. i.e.,
your future cost basis will be high and will offset the difference.
t******e
发帖数: 1293
8
还有就是我在2012年3月份都卖掉了,实际上赚到的钱只有3k,
比这个unrealized gain还是少很多,所以,我完全不知道他们
怎么得出这个"current year increase (decrease)"的。
所以大家最好不要持有proshare的股超过年底。

outstanding
on
gain,
t*******i
发帖数: 4960
9
来自主题: Stock版 - UWTI 是 proshares ETF吗?
Proshares Ultra Bloomberg Crude Oil Bull 2x ETF UCO
VelocityShares Crude Bull 3x ETN UWTI
好像不一样。
f****d
发帖数: 3888
10
通过TDAmeritrade买卖了UCO,用Turbotax填的,自动输入了各次交易额。可是
ProShare又寄来了Schedule K-1,这个表还要通过Turbotax填么?请指教,谢谢!
a******d
发帖数: 955
11
来自主题: Stock版 - 貌似proshare要挨官司了
proshare管理费一共赚了多少?svxy的流水即使上亿,他抽的费用也没有多少吧,能赔
多少钱?
K********g
发帖数: 9389
12
【 以下文字转载自 Stock 讨论区 】
发信人: KeepBuying (雁过留声), 信区: Stock
标 题: 任何ProShares UltraShort的赌博股只适合短线,超短线
发信站: BBS 未名空间站 (Sun Feb 27 12:55:29 2011, 美东)
很多版上的兄弟姐妹们吃了无数亏,到现在还没反应过来。
这样的股票千万别Hold,这些股票总是要清零的,纯粹是赌博股哦。
FAS/FAZ,大家看看,TZA,大家看看。哪个不是最后终归要清零的。
其他的正经股票,你Hold还是可能回来的。
K********g
发帖数: 9389
13
【 以下文字转载自 Stock 讨论区 】
发信人: KeepBuying (雁过留声), 信区: Stock
标 题: 任何ProShares UltraShort的赌博股只适合短线,超短线
发信站: BBS 未名空间站 (Sun Feb 27 12:55:29 2011, 美东)
很多版上的兄弟姐妹们吃了无数亏,到现在还没反应过来。
这样的股票千万别Hold,这些股票总是要清零的,纯粹是赌博股哦。
FAS/FAZ,大家看看,TZA,大家看看。哪个不是最后终归要清零的。
其他的正经股票,你Hold还是可能回来的。
z*********o
发帖数: 206
14
转载一篇ETF介绍帖子给大家看看。
近一年国际市场风云变化,原油暴跌,俄罗斯陷入经济危机、卢布贬值,美股频遭唱空
……当这些新闻频上头条的时候是不是都在想:如果我也可以投机一把,去分一杯羹就
好了。这不是奢望,你其实完全可以在富途证券开一个美股账户,购买相关ETF就能投
资全球市场,实现捞一把的想法。
一、何为ETF?
ETF的英文全称是Exchange Traded Funds,它在中国大陆被译为“交易所交易基金”,
在香港被译为“交易所买卖基金”,在台湾被译为“指数股票型基金”。
ETF是一种跟踪市场指数、可以在证券交易所自由买卖的开放式股票基金。大家可以把
ETF理解为一种特殊形式的共同基金(Mutual Fund):发行机构把不同的股票买来,汇
合到一起形成共同基金,然后再分成一小块一小块拿到股市上卖,它们就成了可以自由
买卖的ETF指数基金。你买一支ETF就相当于购买了这个指数的所有成份股。
二、ETF有何优势?
1、投资品种多。
ETF在北美股票市场发展很快,有近一千种产品,而且种类繁多:有跟踪大盘指数的,
也有跟踪行业指数的,还有跟踪其它国家股市的……更有追踪债券价格、黄... 阅读全帖
m**2
发帖数: 401
15
来自主题: Stock版 - 新手请教ETF
请问版上大牛,下面这个帖子说的靠谱吗?谢谢
【美股ETF科普贴】如何用一个美股账户投资全球市场
近一年国际市场风云变化,原油暴跌,俄罗斯陷入经济危机、卢布贬值,美股频遭唱空
……当这些新闻频上头条的时候是不是都在想:如果我也可以投机一把,去分一杯羹就
好了。这不是奢望,你其实完全可以在富途证券开一个美股账户,购买相关ETF就能投
资全球市场,实现捞一把的想法。
一、何为ETF?
ETF的英文全称是Exchange Traded Funds,它在中国大陆被译为“交易所交易基金”,
在香港被译为“交易所买卖基金”,在台湾被译为“指数股票型基金”。
ETF是一种跟踪市场指数、可以在证券交易所自由买卖的开放式股票基金。大家可以把
ETF理解为一种特殊形式的共同基金(Mutual Fund):发行机构把不同的股票买来,汇
合到一起形成共同基金,然后再分成一小块一小块拿到股市上卖,它们就成了可以自由
买卖的ETF指数基金。你买一支ETF就相当于购买了这个指数的所有成份股。
二、ETF有何优势?
1、投资品种多。
ETF在北美股票市场发展很快,有近一千种产品,而且种类繁多:有跟踪大盘指数的,
也有跟... 阅读全帖
m*z
发帖数: 2356
16
来自主题: _pennystock版 - Major ETF List by Category
Dow Jones Industrial Average EFT List
Dow Diamonds ETF (DIA)
2X↓ProShares UltraShort Dow 30 Fund (DXD)
2X ProShares Ultra Dow 30 Fund (DDM)
S&P 500 EFT List
SPDR S&P 500 ETF (SPY)
2X↓ProShares UltraShort S&P 500 Fund (SDS)
2X ProShares Ultra S&P 500 Fund (SSO)
iShares S&P 500 Index Fund (IVV)
↓ProShares Short S&P 500 Fund (SH)
NASDAQ 100 EFT List
NASDAQ 100 Trust Shares ETF (QQQQ)
2X↓ProShares UltraShort QQQ Fund (QID)
2X ProSh... 阅读全帖
g****8
发帖数: 1580
17
来自主题: Stock版 - 青蛙赶紧空仓啊
得令,无脑爆乳:
Direxion Financials Bear 3x ETF FAZ $13.55 (-0.15%) 6,468,200
Direxion Mid Cap Bear 3x ETF MIDZ $14.72 (-1.74%) 39,535
Direxion Small Cap Bear 3x ETF TZA $12.09 (-1.47%) 10,366,400
Direxion Energy Bear 3x ETF ERY $7.32 (+0.41%) 781,120
Direxion S&P 500 Bear 3x ETF SPXS $15.63 (-0.76%) 1,398,570
Direxion Technology Bear 3x ETF TECS $8.82 (-0.45%) 236,478
Direxion Emerging Markets Bear 3x ETF EDZ $8.91 (-1.11%... 阅读全帖
W****e
发帖数: 288
18
来自主题: ChinaStock版 - 石油和黄金
转贴
1、大宗商品相关ETF
(1)原油相关ETF:
因为很多朋友在论坛里咨询原油的ETF,所以先以原油为例,介绍下ETF。国际油价近一
年来持续暴跌,想必大家都知道了。
查看原图
USO 石油指数ETF-美国 与原油走势保持同步。 $石油指数ETF-美国(USO)$

查看原图
UCO 原油指数ETF-ProShares DJ-UBS两倍做多 $原油指数ETF-ProShares DJ-UBS两倍
做多(UCO)$
SCO 原油指数ETF-ProSharesDJ-UBS两倍做空 sco则与油价走势完全相反。$原油指数
ETF-ProSharesDJ-UBS两倍做空(SCO)$
查看原图
DTO 原油ETF-PowerShares DB两倍做空 $原油ETF-PowerShares DB两倍做空(DTO)$
如果你认为油价已见底,想抄底原油,可以买做多的ETF,USO、UCO等,如果油价上涨
,你买的ETF也会跟着涨。如果你认为油价还会继续跌,可买做空的ETF,如SCO、DTO,
油价越跌,你买的做空的ETF就越涨。
(2)黄金相... 阅读全帖
v*******g
发帖数: 334
19
来自主题: Stock版 - 大家谈谈怎么做空中国吧
7 Ways to Short China's Real Estate Bubble
http://www.thestreet.com/story/11060147/1/7-ways-to-short-china
NEW YORK (Insider Monkey) -More than a year ago Jim Chanos raised questions
about China's enormous real estate and construction investments and stated
that he is shorting China's real estate bubble. "Bubbles are best identified
by credit excesses, not valuation excesses," he said on CNBC, adding, "And
there's no bigger credit excess than in China."
Chanos didn't specifically lay out how he ... 阅读全帖
T*********n
发帖数: 36
20
来自主题: Stock版 - 急问-UVXY 保税问题
Lilyxy,没看明白你说的是什么意思。
我也分享下我得到的信息。
UVXY与一般的etf/股票的区别在于uvxy是limited partnership。这里有一个Complete
List Of ETFs That Issue A K-1:
http://finance.yahoo.com/news/etf-tax-tutorial-complete-list-13
版上常见的uso,uco,ung,uvxy,svxy都在此类。
再说我收到一个空白的K-1,并且proshare让我打电话给他们。我打了电话,被告知由
于我曾经short了uvxy,他们不给我签发k-1.也不知道这对我是好还是坏。(我在uvxy
上总共赚了1万但亏了1万1千,净亏1千。)
然后我去了h&r block咨询,cpa告诉我说我没有收到k-1就说明proshare没有报给irs,
所以就不用管它。我怎么觉得proshare和h&r block都有点不靠谱。
总之,到现在我也搞明白该怎么做。
发信人: lilyxy (百合), 信区: Stock
标 题: Re: 急问-UVXY 保税问题
发信站: BBS ... 阅读全帖
w***y
发帖数: 2537
21
Materials Sector EFT List
Materials Select Sector SPDR Fund (XLB)
iShares Dow Jones U.S. Basic Materials Sector Index Fund
(IYM)
↓ProShares Short DJ US Basic Materials Index ETF (SBM)
ProShares Ultra Basic Materials Fund (UYM)
2X↓ProShares UltraShort Basic Materials Fund (SMN)

Technology Sector EFT List
Technology Select Sector SPDR Fund (XLK)
3X↓Direxion Technology Bear 3X - Triple-Leveraged ETF (TYP)
3X Direxion Technology Bul... 阅读全帖
t*********t
发帖数: 1058
22
http://www.tradermike.net/inverse-short-etfs-bearish-etf-funds/
不管是几倍,这东西不能捂,切记切记。用版上大牛的话,就是要有铁的纪律,lol
List of Inverse ETFs (Short ETFs / Bear ETFs)
After some research I thought recently that I may want to place some bearish
bets in my OptionsHouse IRA. Inverse ETFs (exchange traded funds) are a
good way to do that so I wanted to make sure I had a list of short ETFs at
my fingertips when and if the need ever arose. So the following etf list is
just for my possible future reference. Please let m... 阅读全帖
s******8
发帖数: 4192
23
来自主题: Stock版 - 做空美股的ETF有哪些?
List of Inverse ETFs (Short ETFs / Bear ETFs)
After some research I thought recently that I may want to place some bearish
bets in my OptionsHouse IRA. Inverse ETFs (exchange traded funds) are a
good way to do that so I wanted to make sure I had a list of short ETFs at
my fingertips when and if the need ever arose. So the following etf list is
just for my possible future reference. Please let me know if I’ve missed
any ETFs (you can also find a list of Ultra Long ETFs (Bullish ETFs)):
Short (1x)... 阅读全帖
r*****t
发帖数: 7278
24
Apple Inc. AAPL 498.53 -3.83 (-0.76%) -1.00 498.53 (498.53
) -128.53 -25.78% +3.83 -25.78%
Barrick Gold Corp. (USA) ABX 19.58 +0.51 (2.67%)

Aluminum Corp. of China... ACH 8.68 +0.35 (4.20%) 1,000.00
7,750.00 8,680.00 +930.00 +12.00% +350.00 12.00%
ProShares Ultra Silver... AGQ 23.13 +0.17 (0.74%)

American Intl. Group Inc AIG 47.08 +0.36 (0.7... 阅读全帖
s***m
发帖数: 6197
25
BGU - Direxion Daily Large Cap Bull 3X Shares
BGZ - Direxion Daily Large Cap Bear 3X Shares ETF
BUNT - PowerShares DB 3x German Bund Futures ETN
BXUB - Barclays Long B Leveraged S&P 500 Total Return ETN
BRZU - Direxion Daily Brazil Bull 3X Shares ETF
BRZS - Direxion Daily Brazil Bear 3X Shares
CURE - Direxion Daily Healthcare Bull 3X Shares ETF
CZI - Direxion China Bear 3x Shares ETF
CZM - Direxion China Bull 3x Shares ETF
DPK - Direxion Daily Devloped Markets Bear 3X Shares ETF
DRN - Direxion D... 阅读全帖
y*****l
发帖数: 5997
26
来自主题: _pennystock版 - silver: 个人经验及预测 (转载)
金银有很多ETF可以买卖啊,long/short, 1X/2X都行,看多时买正指,看空时买反指。
2X银子AGQ最近上下波动很刺激。
http://finviz.com/screener.ashx?v=341&t=AGQ,ZSL
streetTRACKS Gold Shares ETF (GLD)
iShares Silver Trust Fund (SLV)
PowerShares DB Silver Fund (DBS)
E-TRACS CMCI Gold ETN (UBG)
E-TRACS CMCI Silver ETN (USV)

PowerShares DB Gold Fund (DGL)
PowerShares DB Gold Short ETN (DGZ)
2X PowerShares DB Gold Double Long ETN (DGP)
2X↓ PowerShares DB Gold Double Short ETN (DZZ)
2X ProShares Ultra... 阅读全帖
t****g
发帖数: 3434
27
来自主题: _pennystock版 - Re: 做空美股的ETF有哪些? (转载)
【 以下文字转载自 Stock 讨论区 】
发信人: steve888 (Steve曾经曰过), 信区: Stock
标 题: Re: 做空美股的ETF有哪些?
发信站: BBS 未名空间站 (Sat Feb 4 18:16:53 2012, 美东)
List of Inverse ETFs (Short ETFs / Bear ETFs)
After some research I thought recently that I may want to place some bearish
bets in my OptionsHouse IRA. Inverse ETFs (exchange traded funds) are a
good way to do that so I wanted to make sure I had a list of short ETFs at
my fingertips when and if the need ever arose. So the following etf list is
just for my possible futur... 阅读全帖
e*****7
发帖数: 31
28
来自主题: Stock版 - 24 Ultra Short ETFs
Here's the list of all 24 ultra short ETFs:
UltraShort Basic Materials ProShares (SMN) attempts to track twice the
inverse of the daily performance of the Dow Jones U.S. Basic Materials Index
.
UltraShort Consumer Goods ProShares (SZK) attempts to track twice the
inverse of the daily performance of the Dow Jones U.S. Consumer Goods Index.
UltraShort Consumer Services ProShares (SCC), attempts to track twice the
inverse of the daily performance of the Dow Jones U.S. Consumer Services
Index.
Ultra
L********l
发帖数: 575
29
来自主题: Stock版 - 请问有SPX的反指ETF吗?
UltraShort S&P500 ProShares 200% SDS Bear Market
UltraPro Short S&P500 ProShares 300% SPXU Bear Market
Short S&P500 ProShares SH Bear Market
这几个流动性还好
有包子没?
r*******l
发帖数: 30
30
政府和国会的deal难产,就算有了deal,这次的纠结很损美国的信誉。
除此之外通胀的压力也难以避免,以下ETF short 美国国债。
其中SBND起伏最大,因为是3X
PST - UltraShort 7-10 Year Treasury ETF
SBND - PowerShares DB 3X Short 25+ Year Treasury Bond ETN
SHV – iShares Barclays Short Treasury ETF
TBF – ProShares Short 20+ Year Treasury ETF
TBT – ProShares UltraShort 20+ Year Treasury ETF
TBX - Short 7-10 Year Treasury ETF
TBZ - UltraShort 3-7 Year Treasury ETF
TPS - ProShares UltraShort TIPS ETF
m*****P
发帖数: 1331
31
来自主题: Stock版 - 有做空欧洲的ETF吗?
总结了一下下文中提到的几个
做空的ETF
EPV 2倍杠杆 跟踪MSCI Europe Index 波动相对下面两个大
EUO DRR 也是两倍杠杆 两者趋势差不多 波动相对EPV小 因为跟踪的是currency
其他可以自己short的ETF 包括(文中提到的)
EUFN VGK 还有针对某个国家的 BUNL ITLY
还有楼下朋友nothintomind 提到的:
You could opt to short EWG (Germany), EWP (Spain), EWI (Italy), EWQ (
France)
==
做空欧洲的ETF:
http://www.indexuniverse.com/sections/blog/9911-shorting-europe
Related ETFs: EUFN / DRR / EUO / EPV / VGK / BUNL / ITLY
The European debt crisis is the financial story that refuses to go away, so
investors may as well figu... 阅读全帖
B**********r
发帖数: 7517
32
我为什麽要说说这些呢?过去不到一个月VIX大跌,引起这些交易基金很大的波动。股
版也关注了。我在这里做点简单的定量分析,让大家知道它们的风险/回报,不至于做
些危险的操作。股版有些人是懂VIX的运作的,希望指正我说的不妥之处。如果不懂而
对我挖苦攻击的,请不必了,毕竟我是完全好意帮助大家。
1)VIX,VIX Futures
大家都知道VIX是衡量市场波动率的指数。它是一个导出指数derivative,根据S&P 500
指数后面30天的期权价格,经过换算而得出。VIX也经常被称为恐慌指数,因为市场的
大幅波动,是不确定性的表现,而对投资者产生畏惧心理。当然,理论上牛市也可以有
较高的VIX指数。
VIX指数本身是不可交易的,所以很多机构推出了一些机制(所以是derivative of
derivative),这些包括VIX futures定约,VIX指数期权,和基本的VIX futures交易
基金。这里VIX futures反映的是未来一段时间的VIX的期望值,可以是短期的1个月或
中期的半年。这些Futures其实跟VIX指数期权(也有1,2个月或半年的)的定价是一致
的。
VI... 阅读全帖
B**********r
发帖数: 7517
33
我为什麽要说说这些呢?过去不到一个月VIX大跌,引起这些交易基金很大的波动。股
版也关注了。我在这里做点简单的定量分析,让大家知道它们的风险/回报,不至于做
些危险的操作。股版有些人是懂VIX的运作的,希望指正我说的不妥之处。如果不懂而
对我挖苦攻击的,请不必了,毕竟我是完全好意帮助大家。
1)VIX,VIX Futures
大家都知道VIX是衡量市场波动率的指数。它是一个导出指数derivative,根据S&P 500
指数后面30天的期权价格,经过换算而得出。VIX也经常被称为恐慌指数,因为市场的
大幅波动,是不确定性的表现,而对投资者产生畏惧心理。当然,理论上牛市也可以有
较高的VIX指数。
VIX指数本身是不可交易的,所以很多机构推出了一些机制(所以是derivative of
derivative),这些包括VIX futures定约,VIX指数期权,和基本的VIX futures交易
基金。这里VIX futures反映的是未来一段时间的VIX的期望值,可以是短期的1个月或
中期的半年。这些Futures其实跟VIX指数期权(也有1,2个月或半年的)的定价是一致
的。
VI... 阅读全帖
l*l
发帖数: 2043
34
来自主题: Stock版 - uvxy
ProShares Ultra Silver (ETF)
ProShares Ultra Silver (the Fund) seeks to provide daily investment results
that correspond to twice (200%) the daily performance as measured by the
United States dollar fixing price for delivery in London. The Fund will not
directly or physically hold the underlying silver, but instead will seek
exposure to silver through the use of financial instruments, whose value is
based on the underlying price of silver to pursue their investment objective
. The benchmark pric... 阅读全帖
l****y
发帖数: 5952
35
算很简单,关键是得懂概念,而且现在是报税季,他们特别忙啊。我是去HR&block的
local office,好像美国人搞这个proshares etf的很少,给我做这个的cpa以前没做过
proshares的报
税,所以他再帮我找熟k-1form的同事核对一下。他和办公室里另外一个cpa都说,
avoid 这种proshares etf!
我今年买卖过uco,虽说赚了,可是担心明年的税说不定会很多,白给这些etf打工也不
好说。现在都不敢玩uco了。
l*****e
发帖数: 3343
36
熊熊们清醒点儿,UVXY的走势下周出趋势,不要信安神和大湿
耐心最重要,一年才几次机会,所以要镇静,
==================================================
发信人: BullishSolar (康南), 信区: Stock
标 题: 有点时间,专门讲讲VIX系列的交易基金
发信站: BBS 未名空间站 (Sun Jan 27 16:35:03 2013, 美东)
我为什麽要说说这些呢?过去不到一个月VIX大跌,引起这些交易基金很大的波动。股
版也关注了。我在这里做点简单的定量分析,让大家知道它们的风险/回报,不至于做
些危险的操作。股版有些人是懂VIX的运作的,希望指正我说的不妥之处。如果不懂而
对我挖苦攻击的,请不必了,毕竟我是完全好意帮助大家。
1)VIX,VIX Futures
大家都知道VIX是衡量市场波动率的指数。它是一个导出指数derivative,根据S&P 500
指数后面30天的期权价格,经过换算而得出。VIX也经常被称为恐慌指数,因为市场的
大幅波动,是不确定性的表现,而对投资者产生畏惧心理。当然,理论上牛市也可以有
... 阅读全帖
m********d
发帖数: 34
37
上周五加这周一美股又狂跌,S&P500再次进入Correction Zone,这周二周三 (12/18-
12/19)美联储又要开会,来决定加不加息。如果不出意外的话,12月估计还是要加息
。真是这样的话,美股未来2019年的熊市基本也就板上钉钉了。
既然寒冬已来,熊市要立,大家准备好过冬了吗?
今天小厨就和大家聊一聊熊市投资中的一些我所知道的投资方式,我将按照风险程度由
低到高的顺利依次给大家介绍。
策略一:现金为王
熊市内最稳的莫过于退出股市,持有现金了,Cash is the KING。现金可以用来存进银
行的CD (Certificate of Deposit),或者可以用来买bond之类。
风险指数:0/5
收益指数:1/5
策略二:购买反指
反指也是熊市投资中的一种手段,比较出名的反指一种是基于VIX,一种是基于QQQ (
Nasdaq 100 ETF)。
VIX就是传说中的恐慌指数(fear index),从此衍生出来的两个比较知名的ETF是VIXY(
ProShares VIX Short-Term Futures ETF)和UVXY(ProShares Ultra V... 阅读全帖
T*********s
发帖数: 17839
38
来自主题: _Stockcafeteria版 - TVIX trader pay over 10% premium?
February 23, 2012, 1:29 P.M. ET
By Brendan Conway
Investors who follow the gaggle of complex leveraged products tied to the
CBOE Volatility Index know that a popular one backed by Credit Suisse (CS)
stopped issuing new shares this week after a trading surge triggered the
investment bank’s “internal limits.” All signs suggest that running and
hedging this corner of the burgeoning market for volatility trading vehicles
simply got to be a bigger task than CS originally envisioned.
Thursday, there’s... 阅读全帖
K****D
发帖数: 30533
39
☆─────────────────────────────────────☆
hst (hst) 于 (Wed Nov 12 20:59:49 2008) 提到:
觉得直接short SPY效率比较低,做空10份就要300美金的保证金,加上一些止损的需要
,基本上要500美金才能做空10份SPY,结果眼睁睁看到SP500从970掉到850,才赚100块
钱,还要付10块的手续费,太发指了。
看了下option,溢价贵的离谱,而且我的broker收20美金加每份2块的手续费,贵死。
看了下追踪纳指的QQQ,好像跌的比SPY快一点点
还有google,跌的也比spy快些
大家还有什么办法可以高效一点做空?讨论一下
☆─────────────────────────────────────☆
xianxian (大) 于 (Wed Nov 12 21:13:16 2008) 提到:
有很多ultra short (2x short)的ETF
例如
SDS: UltraShort S&P500 ProShares
QID: UltraShort QQQ ProShare
D**********d
发帖数: 849
40
来自主题: Investment版 - 求建议:第一次投资 (转载)
【 以下文字转载自 pennystock 俱乐部 】
发信人: DreamingBird (DreamingBird), 信区: pennystock
标 题: 求建议:第一次投资
发信站: BBS 未名空间站 (Wed Jan 5 20:35:26 2011, 美东)
Goal: Expected return above 3% in the next 1-2 years after broker fee, tax
and inflation adjusted. Small risk.
1. Do not want to trade too frequently. Turnover less than 20% per year
2. I prefer index ETF(Large size) over individual stocks, because 1.
commission fee. 2. Not so much time in analyzing stock by stock. 3. less
risk. 4. liquidity
3. For the umemplo... 阅读全帖
d****s
发帖数: 117
41
来自主题: Stock版 - oil etfs
Goldman Sachs Crude Oil Total Return ETN (OIL)
MacroShares Oil Down ETF (DOY)
MacroShares Oil Up ETF (UOY)
PowerShares DB Crude Oil Double Long ETN (DXO)
PowerShares DB Crude Oil Double Short ETN (DTO)
PowerShares DB Crude Oil Long ETN (OLO)
PowerShares DB Crude Oil Short ETN (SZO)
PowerShares DB Oil Fund (DBO)
ProShares Ultra DJ-AIG Crude Oil ETF (UCO)
ProShares UltraShort DJ-AIG Crude Oil ETF (SCO)
United States 12 Month Oil Fund (USL)
n****c
发帖数: 512
42
来自主题: Stock版 - ETFs to short?
Top 10 Hottest ETFs – May 2010
Direxion: Real Estate Bull 3x, Symbol DRN, up 17.79%
ProShares: UltraPro Russell2000, Symbol URTY, up 13.97%
Direxion: Small Cap Bull 3X, Symbol TNA, up 13.72%
iShares: Dow US Home Construction, Symbol ITB, up 12.40%
Direxion: Developed Market 3X, Symbol DPK, up 12.39%
ETFS Physical Palladium Shares, Symbol PALL, up 12.37%
SPDR S&P Homebuilders, Symbol XHB, up 12.27%
ProShares:Ultra Short MSCI Europe, Symbol EPV, up 9.89%
Market Vectors Junior Gold Miners, Symbol G
D**********d
发帖数: 849
43
来自主题: Stock版 - 求建议:第一次投资 (转载)
【 以下文字转载自 pennystock 俱乐部 】
发信人: DreamingBird (DreamingBird), 信区: pennystock
标 题: 求建议:第一次投资
发信站: BBS 未名空间站 (Wed Jan 5 20:35:26 2011, 美东)
Goal: Expected return above 3% in the next 1-2 years after broker fee, tax
and inflation adjusted. Small risk.
1. Do not want to trade too frequently. Turnover less than 20% per year
2. I prefer index ETF(Large size) over individual stocks, because 1.
commission fee. 2. Not so much time in analyzing stock by stock. 3. less
risk. 4. liquidity
3. For the umemplo... 阅读全帖
s*******e
发帖数: 432
44
来自主题: Stock版 - exchange traded product for VIX
Symbol subType description
VIXM ETV ProShares VIX Mid-Term Futures ETF
VIXY ETV ProShares VIX Short-Term Futures ETF
XVIX ETN UBS AG Exchange Traded Access Securities (E-TRACS) Daily Long
-Short VIX ETN due November 30, 2040
TVIZ ETN VelocityShares Daily 2x VIX Medium Term ETN
TVIX ETN VelocityShares Daily 2x VIX Short Term ETN
ZIV ETN VelocityShares Daily Inverse VIX Medium Term ETN
XIV ETN VelocityShares Daily Inverse VIX Short Term ETN
VIIZ E... 阅读全帖
G*******m
发帖数: 16326
45
P32 PUT (TBT) PROSHARES JUN 18 11 $32 (100 SHS)
Margin Contracts: -10.000 Price: $0.13 Amount: $123.34
Comm: $6.50
Fees: $0.16
Settlement Date: 06/08/2011
P33 PUT (TBT) PROSHARES JUN 18 11 $33 (100 SHS)
Margin Contracts: +10.000 Price: $0.32 Amount: -$335.60
Comm: $15.45
Fees: $0.15
Settlement Date: 06/08/2011
H******e
发帖数: 4682
46
来自主题: Stock版 - TBT和QE2.5
2x etf: TBT, ProShares UltraShort 20+ Year Treasury seeks daily investment
results, before fees and expenses, that correspond to twice (200%) the
inverse (opposite) of the daily performance of the Barclays Capital U.S. 20+
Year Treasury Bond Index.
1x etf: TBF, ProShares Short 20+ Year Treasury seeks daily investment
results, before fees and expenses, that correspond to the inverse (opposite)
of the daily performance of the Barclays Capital U.S. 20+ Year Treasury
Bond Index.
u****n
发帖数: 7521
47
来自主题: Stock版 - How To Profit From A Greek Default
How To Profit From A Greek Default
No matter how much money is thrown at it, Greece can’t seem to solve its
problems. The European Commission recently predicted that its deficit would
reach 9.7% of GDP compared to the country’s own 7.6% projection this year.
These revelations led its credit default swaps to hit yet another record
high of nearly 4,000 basis points during the overnight session. So, how can
investors profit from this situation?
Short the Euro, but It’s a Little Risky
The natural re... 阅读全帖
s*****1
发帖数: 430
48
ETFs within this category:

Financial Select Sector SPDR Fund (XLF) Top 100
Direxion Financial Bear 3X - Triple-Leveraged ETF (FAZ) Top 100
Direxion Financial Bull 3X - Triple-Leveraged ETF (FAS) Top 100
ProShares UltraShort Financials Fund (SKF) Top 100
ProShares Ultra Financials Fund (UYG) Top 100
iShares Dow Jones U.S. Financial Sector Index Fund (IYF) Top 100
j****9
发帖数: 2295
49
来自主题: Stock版 - 日元突然暴跌,怎么了
不管怎样。看看这几个明天表现
Japanese Yen ETF
Investors wishing to an alternative way to trade the JPY/USD or invest in
the Japanese Yen currency (JPY) have 5 ETFs sponsored by several ETF
providers that give long Yen exposure, double long Yen exposure, and double
short Yen exposure.
Long Yen ETF
CurrencyShares Japanese Yen Trust FXY
WisdomTree Dreyfus Japanese Yen JYF
iPath JPY/USD Exchange Rate ETN JYN
Double Long Yen ETF
Ultra Yen ProShares YCL
Double Short Yen ETF
UltraShort Yen ProShares ... 阅读全帖
w*w
发帖数: 546
50
来自主题: Stock版 - 对gold ETFs and ETNs有兴趣的
The largest gold ETFs and ETNs include:
SPDR Gold Shares (NYSEArca: GLD)
iShares Gold Trust (NYSEArca: IAU)
ETFS Physical Swiss Gold Shares ETF (NYSEArca: SGOL)
ETFS Physical Asian Gold Shares ETF (NYSEArca: AGOL)
PowerShares DB Gold Fund (NYSEArca: DGL)
RBS Gold Trendpilot ETN (NYSEArca: TBAR)
ETRACS CMCI Gold ETN (NYSEArca: UBG)
Gold miner ETFs include:
Market Vectors TR Gold Miners ETF (NYSEArca: GDX)
Market Vectors Junior Gold Miners ETF (NYSEArca: GDXJ)
... 阅读全帖
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