Minder Cheng and Ananth Madhavan, THE DYNAMICS OF LEVERAGED AND INVERSE EXCHANGE-TRADED FUNDS
Formula(27)has leverage \(x\) (could be negative for inverse), volatility \(\sigma\) and time \(t_N\) 。坛子里有金融教授出来解释一下吧。
Minder Cheng and Ananth Madhavan, THE DYNAMICS OF LEVERAGED AND INVERSE EXCHANGE-TRADED FUNDS
Formula(27)has leverage \(x\) (could be negative for inverse), volatility \(\sigma\) and time \(t_N\) 。坛子里有金融教授出来解释一下吧。
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这个式子好像说,牛市,σ~0,回报是指数,TQQQ=QQQ^3
-mobius-
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01/27/2024 postreply
18:13:24
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据我观察 njrookie 是大教授,听听他怎么说
-slow_quick-
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01/27/2024 postreply
18:23:06
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