Someone in DQ has explained it using GDX/NUGT

回答: 不算不知道,一算吓一跳。 UGAZ daily 损耗cjwl2014-02-09 08:09:15

The decay of 3X ETF due to price oscillation can be simply calculated:
GDX=100, up 10%, =110, down 10%, =99, up 10%, =108.9, down 10%, =98.01, up 10%, =107.81, down 10%, =97.03
NUGT=100, up 30%, =130, down 30%, =91, up 30%, =118.3, down 30%, =82.81, up 30%, =107.65, down 30%, =75.36

所有跟帖: 

多谢。 -cjwl- 给 cjwl 发送悄悄话 cjwl 的博客首页 (0 bytes) () 02/09/2014 postreply 10:44:23

请您先登陆,再发跟帖!