B**********r
发帖数: 7517 | 1 今年NG涨了30%以上，看UGAZ才涨了10%多？大家不想想划得来吗？
有人说，他/她只要短线操作。可是损耗每天都有，是慢性中毒只是大家表面上看不到
。 |
s***m
发帖数: 6197 | 2 Hi guys,
check out this good post from Master Kangnan:
http://www.mitbbs.com/article/Stock/34529181_3.html |
U***3
发帖数: 2082 | 3 俺ugaz、dgaz从来没有hold超过三个月，三个月的损耗是可以不考虑的，你看在短短一
个多月，ugaz翻倍了都。这是波段股，不是长期股，没有人拿着超过一年的。 |
U***3
发帖数: 2082 | 4 NG波动大，这才是我们炒波段股的基础啊，没有波动，怎么才能给我们赚钱，每次我们
就顺波爬一点就行，下坡的时候买点反指，上坡的时候买点正指。 |
s***m
发帖数: 6197 | 5 康南大师的意思
下坡时short正指
上坡时short反指
是不是？
【在 U***3 的大作中提到】
: NG波动大，这才是我们炒波段股的基础啊，没有波动，怎么才能给我们赚钱，每次我们
: 就顺波爬一点就行，下坡的时候买点反指，上坡的时候买点正指。
|
B**********r
发帖数: 7517 | 6 我算了一下今年YTD的UGAZ和DGAZ，先对于零风险Cash的Sharpe Ratios：
UGAZ
Average：0.00155
Std Dev：0.05399
Sharpe: 0.02876
DGAZ
Average：-0.00197
Std Dev：0.05404
Sharpe: -0.03641
对它们做空和做多的观念方法一转变，你就提高了自己的Sharpe Ratio |
U***3
发帖数: 2082 | 7 俺不会做空，也不会做多，俺都不知道做空和做多是啥意思。俺就只会在fidelity 上
买股票，不会操作别的，能给扫盲一下吗？什么叫做空，什么叫做多，如何做空，如何
做多 |
U***3
发帖数: 2082 | 8 炒股还有这么多理论啊，俺看不懂啊，什么意思啊
【在 B**********r 的大作中提到】
: 我算了一下今年YTD的UGAZ和DGAZ，先对于零风险Cash的Sharpe Ratios：
: UGAZ
: Average：0.00155
: Std Dev：0.05399
: Sharpe: 0.02876
: DGAZ
: Average：-0.00197
: Std Dev：0.05404
: Sharpe: -0.03641
: 对它们做空和做多的观念方法一转变，你就提高了自己的Sharpe Ratio
|
w*j
发帖数: 6104 | 9 NG 涨了30% means nothing, you should check UNG.
UNG is not NG, UGAZ is based on UNG.
There is always Contango. Even NG up 30%, UNG can down a lot.
If this winter is cold, UGAZ maybe up 300%.
The problem is: Will this winter be cold?
【在 B**********r 的大作中提到】
: 今年NG涨了30%以上，看UGAZ才涨了10%多？大家不想想划得来吗？
: 有人说，他/她只要短线操作。可是损耗每天都有，是慢性中毒只是大家表面上看不到
: 。
|
B**********r
发帖数: 7517 | 10 UGAZ/DGAZ are not linked to UNG. The are based on 2032 NG price. There is no
contango. The decays are due to daily volatility.
http://www.velocityshares.com/ugaz
【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?
|
w*j
发帖数: 6104 | 11 2032 NG price? Are you sure? There is no 2032 NG future.
no
【在 B**********r 的大作中提到】
: UGAZ/DGAZ are not linked to UNG. The are based on 2032 NG price. There is no
: contango. The decays are due to daily volatility.
: http://www.velocityshares.com/ugaz
|
s***m
发帖数: 6197 | 12
Is this due to contango? Because in the middle of the month, UNG fund has to
roll
over to next month futures.
【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?
|
V****e
发帖数: 858 | 13 This winter is very cold. 真的。
【在 w*j 的大作中提到】
: NG 涨了30% means nothing, you should check UNG.
: UNG is not NG, UGAZ is based on UNG.
: There is always Contango. Even NG up 30%, UNG can down a lot.
: If this winter is cold, UGAZ maybe up 300%.
: The problem is: Will this winter be cold?
|
B**********r
发帖数: 7517 | 14 S&P GSCI natural gas index ER due February 9, 2032
【在 w*j 的大作中提到】
: 2032 NG price? Are you sure? There is no 2032 NG future.
:
: no
|
