u*****n
发帖数: 160 | 1 Why don't we start a discussion on strategy and "qie cuo":
I used the following ones current:
1) risk arbitrage (CEG for example)
2) statistical arbitrage (for example BRK.A and BRK.B)
3) sell way out of money put (for example, sell 7.5$ and 10$, two month away
put of WFC when WFC was crashed close 10$ and below 10$)
4) Macro analysis (long SRS or short URE, short SSO)
5) take adavantage of leveage slippage (short SDS and short SSO
simuatenously)
How about you? I am willing to elaborate my stra |
K****D
发帖数: 30533 | 2 me:
1) Set a target, e.g., S&P.
2) Create the portfolio so that it shows similar performance as the
target. At least 20% cash required.
3) If performance is lower than the target, reduce cash level.
4) If performance is higher than the target, raise cash level to
original.
5) Adjust the portfolio if performance does not track the target
any more. (Different curve.)
6) Repeat 3-5.
away
【在 u*****n 的大作中提到】
: Why don't we start a discussion on strategy and "qie cuo":
: I used the following ones current:
: 1) risk arbitrage (CEG for example)
: 2) statistical arbitrage (for example BRK.A and BRK.B)
: 3) sell way out of money put (for example, sell 7.5$ and 10$, two month away
: put of WFC when WFC was crashed close 10$ and below 10$)
: 4) Macro analysis (long SRS or short URE, short SSO)
: 5) take adavantage of leveage slippage (short SDS and short SSO
: simuatenously)
: How about you? I am willing to elaborate my stra
|
b****e
发帖数: 460 | 3 I only did 1) three times.
away
【在 u*****n 的大作中提到】
: Why don't we start a discussion on strategy and "qie cuo":
: I used the following ones current:
: 1) risk arbitrage (CEG for example)
: 2) statistical arbitrage (for example BRK.A and BRK.B)
: 3) sell way out of money put (for example, sell 7.5$ and 10$, two month away
: put of WFC when WFC was crashed close 10$ and below 10$)
: 4) Macro analysis (long SRS or short URE, short SSO)
: 5) take adavantage of leveage slippage (short SDS and short SSO
: simuatenously)
: How about you? I am willing to elaborate my stra
|
K****D
发帖数: 30533 | 4 这个到底能赚多少？
基本上大多数2x ETF pair的图如果放到一起，1 yr return通常都是-40%,
-50%什么的。两个都short似乎是稳赚阿，呵呵。1年费用大概有多少？
【在 u*****n 的大作中提到】
: Why don't we start a discussion on strategy and "qie cuo":
: I used the following ones current:
: 1) risk arbitrage (CEG for example)
: 2) statistical arbitrage (for example BRK.A and BRK.B)
: 3) sell way out of money put (for example, sell 7.5$ and 10$, two month away
: put of WFC when WFC was crashed close 10$ and below 10$)
: 4) Macro analysis (long SRS or short URE, short SSO)
: 5) take adavantage of leveage slippage (short SDS and short SSO
: simuatenously)
: How about you? I am willing to elaborate my stra
|
u*****n
发帖数: 160 | 5 1, 2 are obvious to many of you, I suppose.
5 is probably known to your guys as well. The problem is it is hard to find
SDS to short) SSO is abundent.
I will elaborate the other three when I get back home. |
m**********r
发帖数: 887 | 6 1. asset allocation
2. annual rebalance
3. gambling with less than 20% total portfolio |
u*****n
发帖数: 160 | 7 I did not see much fee for shorting. I opened the two short position ($
20000 on each side) cost about 25$ on each trans (including the 10$
commission), I remembered. Then, 20$ for closing the two positions for
commission. That's it. I think I got about 5-6% (maybe less) in two to three
months (earned about 1200$). But this is really free money (close to free, I mean).
【在 K****D 的大作中提到】
: 这个到底能赚多少？
: 基本上大多数2x ETF pair的图如果放到一起，1 yr return通常都是-40%,
: -50%什么的。两个都short似乎是稳赚阿，呵呵。1年费用大概有多少？
|
n****b
发帖数: 120 | 8 margin cost?
three
, I mean).
【在 u*****n 的大作中提到】
: I did not see much fee for shorting. I opened the two short position ($
: 20000 on each side) cost about 25$ on each trans (including the 10$
: commission), I remembered. Then, 20$ for closing the two positions for
: commission. That's it. I think I got about 5-6% (maybe less) in two to three
: months (earned about 1200$). But this is really free money (close to free, I mean).
|
u*****n
发帖数: 160 | 9 I wasn't aware "margin cost".
【在 n****b 的大作中提到】
: margin cost?
:
: three
: , I mean).
|
g*****g
发帖数: 34805 | 10 You are probably going to pay 10% for a year.
【在 u*****n 的大作中提到】
: I wasn't aware "margin cost".
|
u*****n
发帖数: 160 | 11 Suppose my account has 30000$. I long 20000$ SSO and short 20000$ SDS. Do I
have to pay "margin interests"?
【在 g*****g 的大作中提到】
: You are probably going to pay 10% for a year.
|
u*****n
发帖数: 160 | 12 By the way, fidelity (I use) has margin rate about 7-8% for <500000$ |
s*****r
发帖数: 62 | 13 I long commodities,oil producers, yuan, chinese stocks, short us longterm
treasury and short nasdaq. |
g*****g
发帖数: 34805 | 14 I think you'll pay margin interest on 20K, and get interest paid
on 20K at the same time. Your long position doesn't matter.
I
【在 u*****n 的大作中提到】
: Suppose my account has 30000$. I long 20000$ SSO and short 20000$ SDS. Do I
: have to pay "margin interests"?
|
