KK战神
2020-08-23
学习了
@阿文顽股：
卖倍数ETF有哪些好处？
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这个想法主要是因为今年新冠疫情下跌时，我想投资的倍数ETF往往只有正向没有反向，所以只好采用放空的策略，结果大获全胜赚到今年的第二桶金，投资就是要大胆假设并小心求证，接下来探讨是否可以成为长期的操作策略。\n</blockquote><p> </p><h2>成功案例</h2><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ab0851c96592f2b34bb5389b5847a009\" tg-width=\"688\" tg-height=\"533\"></p><p> </p><h2>正向倍数ETF的种类远大于反向倍数ETF</h2><p>根据我今年收集的资料 ，筛选出2倍以上的数据，未过滤已经下市的ETF，正向倍数ETF的数量比反向多了44个，也就是你增加选择战场的机会</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ec0ce0a257d0a5d0577defcc12cb7faa\" tg-width=\"688\" tg-height=\"890\"></p><h2>利息和交易费都要同时考量</h2><p>倍数ETF是追踪当日股票的倍数反应，如下图正反的涨跌幅差异不大，所以总金额才是投资收益的依据，而不是数量和期权不一样</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/8a43e2cd7f6c451bbc983cd77d2b68a6\" tg-width=\"688\" tg-height=\"487\"></p><p>以金矿指数为例买2倍做多141.17 x 100张＝反向11.23 x 1257张，以作空利率在4～6％区间 ，1个月的分摊利率为0.005，假設预计投资1个月的作空时间，来比较交易成本的差异如下，只要\"<strong>正向和反向的價格差異過大，放空正向的交易成本在1個月內比買反向便宜</strong>\"</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/78128af12afbe2ff4d1c711c9e249026\" tg-width=\"688\" tg-height=\"187\"></p><p> </p><h2>各种环境的损益比较</h2><p>交易成本仅是小利！作空的好处其实是把倍数损耗变朋友，不论正向或反向，只要是倍数ETF就会有损耗，我们以新冠肺炎下杀的高点和低点比较TQQQ和SQQQ的报成率如下，<strong>股票多数时间是直接下杀，反向收益会大于正向</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/b9b8e81e79eae160de4bb23b00b407a8\" tg-width=\"688\" tg-height=\"387\"><span>TQQQ从2/19放空至3/23买回，获利68.96％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/4c0ac6cef79fd2e5854e48263acdcf26\" tg-width=\"688\" tg-height=\"395\"><span>SQQQ从2/19做多至3/23买回，获利79.21％</span></p><p>如果<strong>股票是上下波动的情况，由于损耗关系，报酬率则是正向大于反向</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/c32fbb53273760a61fbe1c4e34b94d82\" tg-width=\"688\" tg-height=\"384\"><span>TQQQ从1/23放空至3/23买回，获利64.57％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/c714e528f313bcf4f71bb8a4c5a54d71\" tg-width=\"688\" tg-height=\"385\"><span>SQQQ从1/23做多至3/23买回，获利53.94％</span></p><p>如果<strong>股票是往上发展，则买进正向比反向的收益大</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6f58035d37d1a175e42b033bf0a6f1ca\" tg-width=\"688\" tg-height=\"400\"><span>SQQQ从3/23做多至8/17买回，获利270.99％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/42e851e754581d695b0c9c8777b9c1c9\" tg-width=\"688\" tg-height=\"382\"><span>SQQQ从3/23做空至8/17买回，获利81.99％</span></p><p> </p><h2>总结</h2><p>1.如果没有反向倍数标的，选择放空正向ETF并不吃亏</p><p>2.作空市场时，由于下跌的空间有限，当反向价格和正向价格差异过大时，可以考虑放空正向ETF，在震荡时，收益大于反向，直线时，收益小于反向</p><p>3.做多市场时，由于上涨空间无限，买正向ETF就对了</p><p>补充：进行作空市场时，可购买虚值CALL进行保护，并考虑搭配做空选择权赚取时间</p></body></html>","htmlText":"<html><head></head><body><blockquote>\n 这个想法主要是因为今年新冠疫情下跌时，我想投资的倍数ETF往往只有正向没有反向，所以只好采用放空的策略，结果大获全胜赚到今年的第二桶金，投资就是要大胆假设并小心求证，接下来探讨是否可以成为长期的操作策略。\n</blockquote><p> </p><h2>成功案例</h2><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ab0851c96592f2b34bb5389b5847a009\" tg-width=\"688\" tg-height=\"533\"></p><p> </p><h2>正向倍数ETF的种类远大于反向倍数ETF</h2><p>根据我今年收集的资料 ，筛选出2倍以上的数据，未过滤已经下市的ETF，正向倍数ETF的数量比反向多了44个，也就是你增加选择战场的机会</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ec0ce0a257d0a5d0577defcc12cb7faa\" tg-width=\"688\" tg-height=\"890\"></p><h2>利息和交易费都要同时考量</h2><p>倍数ETF是追踪当日股票的倍数反应，如下图正反的涨跌幅差异不大，所以总金额才是投资收益的依据，而不是数量和期权不一样</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/8a43e2cd7f6c451bbc983cd77d2b68a6\" tg-width=\"688\" tg-height=\"487\"></p><p>以金矿指数为例买2倍做多141.17 x 100张＝反向11.23 x 1257张，以作空利率在4～6％区间 ，1个月的分摊利率为0.005，假設预计投资1个月的作空时间，来比较交易成本的差异如下，只要\"<strong>正向和反向的價格差異過大，放空正向的交易成本在1個月內比買反向便宜</strong>\"</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/78128af12afbe2ff4d1c711c9e249026\" tg-width=\"688\" tg-height=\"187\"></p><p> </p><h2>各种环境的损益比较</h2><p>交易成本仅是小利！作空的好处其实是把倍数损耗变朋友，不论正向或反向，只要是倍数ETF就会有损耗，我们以新冠肺炎下杀的高点和低点比较TQQQ和SQQQ的报成率如下，<strong>股票多数时间是直接下杀，反向收益会大于正向</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/b9b8e81e79eae160de4bb23b00b407a8\" tg-width=\"688\" tg-height=\"387\"><span>TQQQ从2/19放空至3/23买回，获利68.96％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/4c0ac6cef79fd2e5854e48263acdcf26\" tg-width=\"688\" tg-height=\"395\"><span>SQQQ从2/19做多至3/23买回，获利79.21％</span></p><p>如果<strong>股票是上下波动的情况，由于损耗关系，报酬率则是正向大于反向</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/c32fbb53273760a61fbe1c4e34b94d82\" tg-width=\"688\" tg-height=\"384\"><span>TQQQ从1/23放空至3/23买回，获利64.57％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/c714e528f313bcf4f71bb8a4c5a54d71\" tg-width=\"688\" tg-height=\"385\"><span>SQQQ从1/23做多至3/23买回，获利53.94％</span></p><p>如果<strong>股票是往上发展，则买进正向比反向的收益大</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6f58035d37d1a175e42b033bf0a6f1ca\" tg-width=\"688\" tg-height=\"400\"><span>SQQQ从3/23做多至8/17买回，获利270.99％</span></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/42e851e754581d695b0c9c8777b9c1c9\" tg-width=\"688\" tg-height=\"382\"><span>SQQQ从3/23做空至8/17买回，获利81.99％</span></p><p> </p><h2>总结</h2><p>1.如果没有反向倍数标的，选择放空正向ETF并不吃亏</p><p>2.作空市场时，由于下跌的空间有限，当反向价格和正向价格差异过大时，可以考虑放空正向ETF，在震荡时，收益大于反向，直线时，收益小于反向</p><p>3.做多市场时，由于上涨空间无限，买正向ETF就对了</p><p>补充：进行作空市场时，可购买虚值CALL进行保护，并考虑搭配做空选择权赚取时间</p></body></html>","text":"这个想法主要是因为今年新冠疫情下跌时，我想投资的倍数ETF往往只有正向没有反向，所以只好采用放空的策略，结果大获全胜赚到今年的第二桶金，投资就是要大胆假设并小心求证，接下来探讨是否可以成为长期的操作策略。 成功案例 正向倍数ETF的种类远大于反向倍数ETF 根据我今年收集的资料 ，筛选出2倍以上的数据，未过滤已经下市的ETF，正向倍数ETF的数量比反向多了44个，也就是你增加选择战场的机会 利息和交易费都要同时考量 倍数ETF是追踪当日股票的倍数反应，如下图正反的涨跌幅差异不大，所以总金额才是投资收益的依据，而不是数量和期权不一样 以金矿指数为例买2倍做多141.17 x 100张＝反向11.23 x 1257张，以作空利率在4～6％区间 ，1个月的分摊利率为0.005，假設预计投资1个月的作空时间，来比较交易成本的差异如下，只要\"正向和反向的價格差異過大，放空正向的交易成本在1個月內比買反向便宜\" 各种环境的损益比较 交易成本仅是小利！作空的好处其实是把倍数损耗变朋友，不论正向或反向，只要是倍数ETF就会有损耗，我们以新冠肺炎下杀的高点和低点比较TQQQ和SQQQ的报成率如下，股票多数时间是直接下杀，反向收益会大于正向 TQQQ从2/19放空至3/23买回，获利68.96％ SQQQ从2/19做多至3/23买回，获利79.21％ 如果股票是上下波动的情况，由于损耗关系，报酬率则是正向大于反向 TQQQ从1/23放空至3/23买回，获利64.57％ SQQQ从1/23做多至3/23买回，获利53.94％ 如果股票是往上发展，则买进正向比反向的收益大 SQQQ从3/23做多至8/17买回，获利270.99％ SQQQ从3/23做空至8/17买回，获利81.99％ 总结 1.如果没有反向倍数标的，选择放空正向ETF并不吃亏 2.作空市场时，由于下跌的空间有限，当反向价格和正向价格差异过大时，可以考虑放空正向ETF，在震荡时，收益大于反向，直线时，收益小于反向 3.做多市场时，由于上涨空间无限，买正向ETF就对了 补充：进行作空市场时，可购买虚值CALL进行保护，并考虑搭配做空选择权赚取时间","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/979881744","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":1519,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":1436,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":6,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/979610611"}
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