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作者mauricew (Money talks)
看板Foreign_Inv
標題Re: [問題] 請問想買放空Dow Jones Index的 ETF
時間Tue Mar 6 20:18:33 2012
下面是從seekingalpha.com收尋出來的 DOG ProShares放空型道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.06% DXD ProShares二倍放空道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.08% SDOW ProShares三倍放空道瓊30指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.06% Tracking Error: 0.13% ****************************************** SH ProShares放空型標普500指數ETF Expense Ratio: 0.90% Average Bid Ask Ratio: 0.03% Tracking Error: 0.06% SDS ProShares二倍放空標普500指數ETF Expense Ratio: 0.89% Average Bid Ask Ratio: 0.07% Tracking Error: 0.13% SPXU ProShares三倍放空標普500指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.19% ****************************************** PSQ ProShares放空型納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.04% Tracking Error: 0.05% QID ProShares二倍放空納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.10% SQQQ ProShares三倍放空納斯達克指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.16% ****************************************** SOXS Direxion每日3倍作空費城半導體指數ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.24% Tracking Error: 0.24% FAZ Direxion每日三倍放空金融ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.18% TZA Direxion每日三倍放空小型股ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.06% Tracking Error: 0.34% EUM ProShares放空型MSCI新興市場ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.98% 從tracking error看來 SH, SDS, PSQ, QID, DOG, DXD都是好物 -------------------------------------------------------- 放空恐慌指數ETF XIV VelocityShares放空短期波動率指數 ETN Expense Ratio: 1.35% Tracking Error: 1.37% -------------------------------------------------------- 放空型貨幣ETF EUO ProShares二倍放空歐元ETF Expense Ratio: 0.95% Average Bid Ask Ratio: 0.05% Tracking Error: 0.53% Expense Ratio: 0.95% Average Bid Ask Ratio: 0.03% Tracking Error: 0.88% UDN PowerShares德銀放空美元ETF Expense Ratio: 0.80% Average Bid Ask Ratio: 0.04% Tracking Error: 0.12% -- 1 Foreign_Inv 試閱 ◎海外投資板 2 ForeignEX 理財 ◎外匯板 <==討論黃金最多 3 Fund 基金 ◎基金版 4 Stock 學術 ◎股票版 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 180.176.124.224
推 amibroker:這種要搭配 OP 來做比較穩。比如放空的話，就買 03/06 20:53
→ amibroker:三倍做多型 ETF 的 PUT，保證一定有賺 XD 03/06 20:53
→ amibroker:不過新型的 ETF，OP 的量也不大就是了... 03/06 20:53
→ amibroker:早期有在研究，現在還是乖乖的買股比較多... 03/06 20:54
推 ericwinner:謝謝你~~ 03/06 23:59
推 stanley10:ETF我多只是拿來躲空襲和放空指數用的 03/07 00:09
※ 編輯: mauricew 來自: 180.176.112.209 (01/28 08:08)