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%
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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
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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%
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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%
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◆ From: 180.176.124.224
1F：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
2F：→ amibroker:三倍做多型 ETF 的 PUT，保證一定有賺 XD 03/06 20:53
3F：→ amibroker:不過新型的 ETF，OP 的量也不大就是了... 03/06 20:53
4F：→ amibroker:早期有在研究，現在還是乖乖的買股比較多... 03/06 20:54
5F：推 ericwinner:謝謝你~~ 03/06 23:59
6F：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)