l*******r
发帖数: 3799 | 1 $DJUSFN - UYG/SKF
$DJUSRE - URE/SRS
$DJUSSC - USD/SSG
$DJUSOL - DIG/DUG
$DJUSBM - UYM/SMN
流动性比较好的只有这几个了吧？ |
l*******r
发帖数: 3799 | 2 除此之外还有什么流动性比较好的板块 levareged ETFs?
QQQQ - QLD/QID
【在 l*******r 的大作中提到】
: $DJUSFN - UYG/SKF
: $DJUSRE - URE/SRS
: $DJUSSC - USD/SSG
: $DJUSOL - DIG/DUG
: $DJUSBM - UYM/SMN
: 流动性比较好的只有这几个了吧？
|
n******n
发帖数: 12088 | 3 FAS/FAZ? :)
【在 l*******r 的大作中提到】
: 除此之外还有什么流动性比较好的板块 levareged ETFs?
: QQQQ - QLD/QID
|
l*******r
发帖数: 3799 | 4 They do not track DJUS financial index...
【在 n******n 的大作中提到】
: FAS/FAZ? :)
|
n******n
发帖数: 12088 | 5 Neither do qld/qid ah.
【在 l*******r 的大作中提到】
: They do not track DJUS financial index...
|
n******n
发帖数: 12088 | 6 BTW, is Dow sector index also price averaged, like DJI?
【在 l*******r 的大作中提到】
: They do not track DJUS financial index...
|
l*******r
发帖数: 3799 | 7 Well, I have SKF/UYG la, I need some leverage for, something like XLP...
【在 n******n 的大作中提到】
: Neither do qld/qid ah.
|
l*******r
发帖数: 3799 | 8 I don't know ..
【在 n******n 的大作中提到】
: BTW, is Dow sector index also price averaged, like DJI?
|
n******n
发帖数: 12088 | 9 long/short play?
【在 l*******r 的大作中提到】
: Well, I have SKF/UYG la, I need some leverage for, something like XLP...
|
l*******r
发帖数: 3799 | 10 Either is OK. I just need some leverage ...
Interesting that a simple sector rotation strategy could beat the market a
lot.
+73% vs. 1.49% (SPX) from 2002 - 2010
【在 n******n 的大作中提到】
: long/short play?
|
b*******e
发帖数: 24532 | 11 搬凳子听lili讲sector roation,
有什么规律阿？
【在 l*******r 的大作中提到】
: Either is OK. I just need some leverage ...
: Interesting that a simple sector rotation strategy could beat the market a
: lot.
: +73% vs. 1.49% (SPX) from 2002 - 2010
|
l*******r
发帖数: 3799 | 12 I use XLB/XLE/XLF/XLI/QQQQ/XLP/XLU/XLV/XLY/SMH/IYR, and use some algorithm
to optimize their weights,
and do some backtests.
Performance is much better than the benchmark (SPY)
And drawdown is less than the benchmark.
Pretty good, I think.
【在 b*******e 的大作中提到】
: 搬凳子听lili讲sector roation,
: 有什么规律阿？
|
l*******r
发帖数: 3799 | |
l***u
发帖数: 59 | |
