c*w
发帖数: 4736 | 1 20060428: silver 12.555 SLV adjusted price 13.81
20100223: silver 16.01 SLV adjusted price 15.57
period return: silver 27.5%, SLV 12.7%
wtf? |
n******n
发帖数: 12088 | 2 where to get historical daily spot price for gold/silver?
【在 c*w 的大作中提到】
: 20060428: silver 12.555 SLV adjusted price 13.81
: 20100223: silver 16.01 SLV adjusted price 15.57
: period return: silver 27.5%, SLV 12.7%
: wtf?
|
c*w
发帖数: 4736 | 3 kitco.com
【在 n******n 的大作中提到】
: where to get historical daily spot price for gold/silver?
|
K****D
发帖数: 30533 | 4 How about gold vs GLD?
【在 c*w 的大作中提到】
: 20060428: silver 12.555 SLV adjusted price 13.81
: 20100223: silver 16.01 SLV adjusted price 15.57
: period return: silver 27.5%, SLV 12.7%
: wtf?
|
K****D
发帖数: 30533 | 5 gold price 5-year +154.26%
GLD 5-year +151.37%
It again proves that GLD has very light contango problem, as I
suspected.
【在 K****D 的大作中提到】
: How about gold vs GLD?
|
n******n
发帖数: 12088 | 6 it's not contango issue, but the management fee.
【在 K****D 的大作中提到】
: gold price 5-year +154.26%
: GLD 5-year +151.37%
: It again proves that GLD has very light contango problem, as I
: suspected.
|
s**********n
发帖数: 868 | 7 I believe I tried some data points before and found that SLV underperformed
silver price by about 0.5% per year, which is in line with the management
fee.
Somehow around your chosen starting date (20060428) silver saw extremely
high volatility. On 20060502, or the next trading after 20060428, silver
closed at 13.92, up by 11%.
【在 c*w 的大作中提到】
: 20060428: silver 12.555 SLV adjusted price 13.81
: 20100223: silver 16.01 SLV adjusted price 15.57
: period return: silver 27.5%, SLV 12.7%
: wtf?
|
n******n
发帖数: 12088 | 8 maybe the data are not clean?
i find those free data source always have issue here and there.
underperformed
【在 s**********n 的大作中提到】
: I believe I tried some data points before and found that SLV underperformed
: silver price by about 0.5% per year, which is in line with the management
: fee.
: Somehow around your chosen starting date (20060428) silver saw extremely
: high volatility. On 20060502, or the next trading after 20060428, silver
: closed at 13.92, up by 11%.
|
n******n
发帖数: 12088 | 9 btw, how do gld/slv work?
say, if someone place a big order on gld to push the price up,
mm would sell etf while buy physical gold to arbitrage so as to synch gld
and gold spot price?
【在 n******n 的大作中提到】
: maybe the data are not clean?
: i find those free data source always have issue here and there.
:
: underperformed
|
c*w
发帖数: 4736 | 10 嗯。。。
我选的这个日子，是SLV yahoo price history最早的那个日子。
20081030 silver 10.02 SLV adjusted price 9.68
20100223: silver 16.01 SLV adjusted price 15.57
return: silver 59.78%, SLV 61%
看来你说的这个比较靠普
underperformed
【在 s**********n 的大作中提到】
: I believe I tried some data points before and found that SLV underperformed
: silver price by about 0.5% per year, which is in line with the management
: fee.
: Somehow around your chosen starting date (20060428) silver saw extremely
: high volatility. On 20060502, or the next trading after 20060428, silver
: closed at 13.92, up by 11%.
|
