s********n
发帖数: 151 | 1 Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
beginning of the year, will have made 40% on the both short positions,8000
dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
Anyone see a problem in this formula here? Basically eating decay in TZA and
TNA. |
h*****8
发帖数: 4754 | 2 需要多少MARGIN？
since
8000
capital.
and
【在 s********n 的大作中提到】
: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.
|
B**********r
发帖数: 7517 | 3 我建议做空更多的TZA，因为：
(1) 一百多年来股市长期向上
(2) TZA损耗速度是TNA的两倍
since
8000
capital.
and
【在 s********n 的大作中提到】
: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.
|
c*******o
发帖数: 1357 | 4 开车时候不要光看后面的路……
你要从半年内才开始这么搞还能赚更多……
你要从3年前开始搞估计这半年才出水
since
8000
capital.
and
【在 s********n 的大作中提到】
: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.
|
l******c
发帖数: 2555 | 5 if you can predict the future, one week can retire.
since
8000
capital.
and
【在 s********n 的大作中提到】
: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.
|
l*********m
发帖数: 16971 | 6 brokers may not let you holding it for a long time.
since
8000
capital.
and
【在 s********n 的大作中提到】
: Short $10000 TNA and Short $10000 of TZA at the same time. If we do it since
: beginning of the year, will have made 40% on the both short positions,8000
: dollars on 20000 investment. Easy, and almost risk free 40% on your capital.
: Anyone see a problem in this formula here? Basically eating decay in TZA and
: TNA.
|
w******t
发帖数: 1929 | 7 why?
【在 l*********m 的大作中提到】
: brokers may not let you holding it for a long time.
:
: since
: 8000
: capital.
: and
|
s********n
发帖数: 151 | 8 Thanks for all the feedbacks. I realize there is a fatal flaw. After say a
day 1 up move of 20% on IWM, my position is no longer risk neutral at -12000
TNA, and -8000 TZA. After this point, my net position is actually -4000 net
short on TNA.
Extrapolate to extreme. If IWM goes up 200%, then I would've lost -20000 on tna and made probably 10000 on TZA. The net effect is I lose 10000. It's not a totally risk free trade. |
