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】![](/moin_static193/solenoid/img/up.png) : 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。
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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】![](/moin_static193/solenoid/img/up.png) : 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
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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】![](/moin_static193/solenoid/img/up.png) : 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 : 。
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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】![](/moin_static193/solenoid/img/up.png) : 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?
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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】![](/moin_static193/solenoid/img/up.png) : 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
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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】![](/moin_static193/solenoid/img/up.png) : 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?
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V****e 发帖数: 858 | 13 This winter is very cold. 真的。
【在 w*j 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 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?
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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】![](/moin_static193/solenoid/img/up.png) : 2032 NG price? Are you sure? There is no 2032 NG future. : : no
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