s***m 发帖数: 6197 | 1 有意思
我按你的思路来算了一下
具体如下:
1/29/13 DGAZ当日的收盘价$21.31空1922股
1/29/13 UGAZ当日的收盘价$19.22空2131股
总的成本是$81915.84
然后以1/30/13到1/29/14的收盘价来计算浮盈的比例(见贴图)
结果令我非常的吃惊!
大家讨论一下你们都从这个图中看到了什么? |
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B**********r 发帖数: 7517 | 2 应该空更多的DGAZ,因为它的损耗是UGAZ的两倍。 |
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i*****w 发帖数: 1962 | 3 有了包子就发,你们应该先找牛妈要,她20all in的ugaz都翻倍多了,我今天就吃了一
小口 |
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p********e 发帖数: 1960 | 4 损耗好大,真黑...
DGAZ接近最低点了,UGAZ才接近36.... |
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l****n 发帖数: 418 | 5 大家要紧跟牛妈,牛妈今天入的是dgaz,明天可能牛妈就入ugaz了。。 |
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l****n 发帖数: 418 | 6 以后可以统计一下班上入dgaz多还是ugaz多,如果买dgaz多那就short dgaz。。。 |
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l*********i 发帖数: 19 | 7 想入手dgaz或者ugaz, 刚刚查了EIA weekly report, 天然气总储量都有下降,价格应
该会继续上走吧?可是下周天气有回暖趋势,可能价格又会下走。所以十分困惑啊,希
望好心大牛指点一下~~~ |
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w***u 发帖数: 454 | 8 为什么要long ugaz?应该空dgaz才对,就算天然气不大幅涨价,光靠波动带来的损耗
,dgaz的价格也会降低。 |
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V*****2 发帖数: 7930 | 9 long ugaz比空dgaz成本低多了吧,你不要到处灌输你那奇怪的投资理念。 |
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G********p 发帖数: 3504 | 11 looks like it's time to play ugaz now |
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G********p 发帖数: 3504 | 12 I am going to wait until ugaz cross 26.5 and dgaz drop under 4.25 otherwise,
I don't know how to play this.
大牛们谈谈这东西怎么玩 |
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R******w 发帖数: 201 | 13 NG will probabaly be up over $5.25, dgaz probaly will below $3 or $2.50 this
time.
Will unload Ugaz Thursady... |
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R******w 发帖数: 201 | 14 I'll hold my Ugaz shares overnight today, if gap down tomorrow, then sale
all shares early tomorrow morning. |
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R******w 发帖数: 201 | 15 You can't long Utagz too long (over 3 months), it may never reach $40 any
more, you have to watch it each day if you bug Ugaz/Dgaz.
多倍基金腰斩很快. |
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a*****e 发帖数: 16445 | 16 我觉得ugaz今天可以高点出,然后盯dgaz,但是抓反弹非常难
重点是赚钱,而不是赚翻,搞这种千万不能贪,抓住不松手
好了我不多说了,今天说太多了,再说害人了 |
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h*****g 发帖数: 1327 | 17
今天ugaz羞羞答答,完全没有以前那种一柱擎天的气势 |
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a*****e 发帖数: 16445 | 18 ugaz都跑了吧?都这样还没赚着钱的就别玩这个了 |
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y*****g 发帖数: 521 | 19 问个小白问题
今天明天大雪
UGAZ会不会涨啊? |
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R******w 发帖数: 201 | 20 不贪了, sold all Ugaz. fishing Dgaz now... |
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R******w 发帖数: 201 | 21 NG up to $5.097, 6%. ugaz, only $28.65. 8.88%. not 3 times now....
.. |
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R******w 发帖数: 201 | 22 NG Up to $5.145, ugaz still $28.65.... |
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R******w 发帖数: 201 | 23 NG $5.208, Ugaz only $28.94, |
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z**********i 发帖数: 12276 | 24 ugaz今天掉了20%, dgaz今天涨了20%,这是什么道理?
谢谢! |
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B**********r 发帖数: 7517 | 26 这个能hold?
NG波动几个月,如果又回到现在这个价格,UGAZ估计就已经至少跌了30% |
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B**********r 发帖数: 7517 | 27 今年2个月,3x的UGAZ涨得还不如UNG多。你估计两个月损耗了多少?毒药啊! |
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Z****g 发帖数: 13731 | 28 比较了一下:
去年11月的低点到最近的高点:
UNG: 27.8/17= 1.64 64% increase
UGAZ:42.26/12=3.52 252% increase
64%x3 = 252%....
有点迷糊,貌似是OK的,真心请教康牛怎么看这个? |
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s*i 发帖数: 5025 | 29 这个我一时看不出有什么问题。虽然你恰好捞底的可能性极低。
我对损耗的简单理解是这样的:假设他俩都从某个值开始,然后再回到那个值的时候,
是不是都一样:
具体例子:
3/13/2013: UNG是$20.26
12/6/2013: UNG是$20.17
差不多正好回到原点。
而UGAZ的数据是这样地:
3/13/2013: $25.02
12/06/2013: $19.91
它转一圈,没有回到原地而是少了差不多20%!
[发表自未名空间手机版 - m.mitbbs.com] |
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R******w 发帖数: 201 | 30 Forget my previous message, just guess shorters will wait at NG $4.7-$4.8...
Who know MM will do next, maybe NG will continue go up for one or two day,
but will sell all Ugaz today...don't want to take risk... |
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R******w 发帖数: 201 | 31 I'll do Day trade for Ugaz next week, the gap overnight is small those days. |
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s******1 发帖数: 4987 | 32 dgaz和ugaz都是track这个四月份合同价格吗? |
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R******w 发帖数: 201 | 33 DT Dgaz earned a small money today.
Haha, 赌, 今天又买了ugaz After hours. |
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z**********i 发帖数: 12276 | 34 dgaz今天涨了8%,ugaz掉了些,可以说很低,希望明天能冲上去。 |
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c*********0 发帖数: 83 | 36 我是小蝌蚪,刚卖了dgaz,打算买点ugaz。 |
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z**********i 发帖数: 12276 | 37 我也是。跟着版上的大牛无脑in.
dgaz没hold这么久,跑出来好几天了。
ugaz还在往上爬,但不知道能到哪里? |
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B**********r 发帖数: 267 | 38 从做多UGAZ,改成做空DGAZ,就一下子提高了你的Sharpe ratio。 |
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R******w 发帖数: 201 | 39 haha, I'll hold Ugaz over night, |
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d******i 发帖数: 557 | 40 UGAZ我是中线操作,中期看多,短期我会用30%打短差 |
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R******w 发帖数: 201 | 41 NG will continue go down tomorrow, NG will below $4.2 tomorrow, probaly Ugaz
will fall down $20 this time... Be care! |
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V******n 发帖数: 881 | 43 no much logic for NG on Fraud Street and CME, pump and dump overnight, ng
down at the open, so it should be making it a challenge to trade ugaz in
light of the NG drop. The markets are not open for all at the same time.
Consider to get out now if long as ng may plummet below 4 if 4.2 doesn't
hold |
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V******n 发帖数: 881 | 44 not a big cow also I didn't trade ugaz/dgaz for a long while
just to give you a second opinion
good luck! |
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z**********i 发帖数: 12276 | 45 最近一直在做ugaz,觉得挺好玩。低了进点,高了就卖。 |
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c********g 发帖数: 1795 | 46 如果死抗到今年年底,UGAZ还有望回到20吗?到冬天应该差不多吧?现在是倾家荡产全
在他上面,还用了margin,不过下周一应该能把margin的窟窿堵上,打算死抗啦。专家
给点个方向?谢谢 |
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p*********r 发帖数: 4593 | 47 Never, ever buy those 3X things.
Even if NG stays flat, UGAZ will be going down gradually.
The only thing that I found 3X does not go down much is the FAS.
I guess FAS holds some really financial stocks, which
have dividend. The fund manger of FAS uses the dividend to
buy call options for some financial stocks. When financial stocks
are going up, FAS will go up more because it also holds call option. |
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c********g 发帖数: 1795 | 48 如果死抗到今年年底,UGAZ还有望回到20吗?到冬天应该差不多吧?现在是倾家荡产全
在他上面,还用了margin,不过下周一应该能把margin的窟窿堵上,打算死抗啦。专家
给点个方向?谢谢 |
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p*********r 发帖数: 4593 | 49 Never, ever buy those 3X things.
Even if NG stays flat, UGAZ will be going down gradually.
The only thing that I found 3X does not go down much is the FAS.
I guess FAS holds some really financial stocks, which
have dividend. The fund manger of FAS uses the dividend to
buy call options for some financial stocks. When financial stocks
are going up, FAS will go up more because it also holds call option. |
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S********y 发帖数: 127 | 50 UGAZ 出水了, 开始赚钱了。
得捂到冬天过完吧。 |
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