Leveraged ETF 討論區 (53)

荃蒼tqqq 2022-12-6 14:09:40 growth係講緊aum？

斷了的弦 2022-12-6 14:11:33 係唔係 long short momentum strategy?

津路茶 2022-12-6 16:03:59 應該係長揸用黎分散風險用
https://www.reddit.com/r/LETFs/comments/t5qmg5/uprokmlm_makes_more_sense_than_uprotmf/
https://www.reddit.com/r/LETFs/comments/yuu864/kfa_mlm_index_kmlm_data_going_back_to_1988_charts/
https://www.reddit.com/r/LETFs/search/?q=kmlm&restrict_sr=1&sr_nsfw=&include_over_18=1

明治朱古力 2022-12-6 16:12:53 有無人研究過NTSX有無decay

:^(

津路茶 2022-12-6 16:13:53 https://www.portfoliovisualizer.com/factor-analysis?s=y&regressionType=1&symbols=TQQQ%2C+TMF%2C+KMLM&sharedTimePeriod=true&factorDataSet=-1&marketArea=0&useHMLDevFactor=false&includeQualityFactor=false&includeLowBetaFactor=false&fixedIncomeFactorModel=0&ffmkt=true&ffsmb=true&ffsmb5=true&ffhml=true&ffmom=true&ffrmw=true&ffcma=true&timePeriod=2&rollPeriod=36&marketAssetType=1&robustRegression=false

純粹睇Factor Analysis Summary
TQQQ+KMLM 確實比 TQQQ+TMF 更加分散

btw, data only 22 monthly samples

斷了的弦 2022-12-6 17:00:33 萬變不離其宗

Outliers 2022-12-6 17:03:08 FX戰士第20話PV
https://twitter.com/tansandaisuki3/status/1599602412259794946

你冇腦就彈開啦 2022-12-6 17:36:37 如果呢度撈7200
會唔會發左達

你冇腦就彈開啦 2022-12-6 17:37:24 Bro點睇老恒
睇圖同20年nq無分別

:^(

津路茶 2022-12-6 17:39:56 Factor Analysis 喎
有冇paper證明Fama French 5 Factor Model唔work?

想比較下TMF KMLM之間表演有咩大分別

Outliers 2022-12-6 17:48:51 你想入嘅話聽到放寬嗰吓就應該即刻入啦，升咗咁多先走嚟入。

放寬依個消息係一次性，正確玩法係"Buy the rumor, sell the news"
而家仲未完全開放，仲有好多人仍然半信半疑，所以向上應該仲有空間

但係消化咗放寬依個消息之後，中國經濟仍然不容樂觀，而且中美脫鉤嘅影響仍然存在，加上港股本質就係垃圾
所以你諗吓恒指會升到幾多點，到位就好走啦

Outliers 2022-12-6 17:51:04 清流君我唔係睇過好多條片
不過佢嘅生命周期投資法同依個post講嘅嘢都吻合
同埋佢有時會拎啲Paper嚟講吓，都學到嘢

你冇腦就彈開啦 2022-12-6 17:55:22

:^(

Outliers 2022-12-6 17:55:31 btw, 我覺得自己講嘢有啲似AI

:^(

無論你問我咩，我都會用平實嘅語氣打到一大段字出嚟
內容通常唔會太極端

你冇腦就彈開啦 2022-12-6 17:59:08 一個成功既Trader 係唔會太大情緒上落
但你係investor

Outliers 2022-12-6 19:13:01

:^(

芽吹殺手くるみ 2022-12-6 22:51:27

:^(

非線性冇話唔可以比較架嘛

:^(

分別唔大但後者穩定贏少少

芽吹殺手くるみ 2022-12-6 22:53:41 TQQQ只係instrument 佢下面係QQQ
QQQ都只係instrument 佢下面係NQ 都有35年比你test
成份股可以變指數既本質唔會變
例如佢對沖asymmetric risk既特性

芽吹殺手くるみ 2022-12-6 22:55:05 https://www.ptt.cc/bbs/C_Chat/M.1670322984.A.98C.html

[閒聊] FX戰士久留美作者投資14年虧損1400萬

Outliers 2022-12-6 23:11:41 琴日嘅事

:^(

明治朱古力 2022-12-6 23:27:22 畫漫畫還債

:^(

Schwab 2022-12-7 00:01:24 係咪幫人補開習嘅影響

:^(

Outliers 2022-12-7 00:14:03 都可能係

:^(

同埋因為太多人識我，juicy啲嘅嘢我會收埋唔講出嚟