作者mauricew (Money talks)
看板Foreign_Inv
标题Re: [问题] 请问想买放空Dow Jones Index的 ETF
时间Tue Mar 6 20:18:33 2012
下面是从seekingalpha.com收寻出来的
DOG ProShares放空型道琼30指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.03%
Tracking Error: 0.06%
DXD ProShares二倍放空道琼30指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.03%
Tracking Error: 0.08%
SDOW ProShares三倍放空道琼30指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.06%
Tracking Error: 0.13%
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SH ProShares放空型标普500指数ETF
Expense Ratio: 0.90%
Average Bid Ask Ratio: 0.03%
Tracking Error: 0.06%
SDS ProShares二倍放空标普500指数ETF
Expense Ratio: 0.89%
Average Bid Ask Ratio: 0.07%
Tracking Error: 0.13%
SPXU ProShares三倍放空标普500指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.03%
Tracking Error: 0.19%
******************************************
PSQ ProShares放空型纳斯达克指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.04%
Tracking Error: 0.05%
QID ProShares二倍放空纳斯达克指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.03%
Tracking Error: 0.10%
SQQQ ProShares三倍放空纳斯达克指数ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.05%
Tracking Error: 0.16%
******************************************
SOXS Direxion每日3倍作空费城半导体指数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新兴市场ETF
Expense Ratio: 0.95%
Average Bid Ask Ratio: 0.05%
Tracking Error: 0.98%
从tracking error看来
SH, SDS, PSQ, QID, DOG, DXD都是好物
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放空恐慌指数ETF
XIV VelocityShares放空短期波动率指数 ETN
Expense Ratio: 1.35%
Tracking Error: 1.37%
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放空型货币ETF
EUO ProShares二倍放空欧元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德银放空美元ETF
Expense Ratio: 0.80%
Average Bid Ask Ratio: 0.04%
Tracking Error: 0.12%
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1 Foreign_Inv 试阅 ◎海外投资板
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◆ From: 180.176.124.224
1F：推 amibroker:这种要搭配 OP 来做比较稳。比如放空的话，就买 03/06 20:53
2F：→ amibroker:三倍做多型 ETF 的 PUT，保证一定有赚 XD 03/06 20:53
3F：→ amibroker:不过新型的 ETF，OP 的量也不大就是了... 03/06 20:53
4F：→ amibroker:早期有在研究，现在还是乖乖的买股比较多... 03/06 20:54
5F：推 ericwinner:谢谢你~~ 03/06 23:59
6F：推 stanley10:ETF我多只是拿来躲空袭和放空指数用的 03/07 00:09
※ 编辑: mauricew 来自: 180.176.112.209 (01/28 08:08)