ETF Weekly Performance by 11/09/2012

silicon_beaver

11/02 - 11/09 the top (selected) ETF out of 1490 ETFs.
https://docs.google.com/spreadsheet/ccc?key=0AtiSn9AmGMLcdHBqOVBFWHMzR1A5QmtzMTlZVjZZRFE#gid=0



note:

In the 7 days, intraday hi, lo, and their swing %.


Close price in the 7 days, and their swing %.

Greatest swings this week (mainly metals)
UVXY (+18%) USLV ERY SQQQ NUGT
FAS TNA DUST TQQQ ERX DSLV (-18%)

Previous Weekly:  ETF Weekly Performance by 11/02/2012
(Please read by setting 切换到宽版.)

silicon_beaver

Last week market was very volatile. Hence, not worth playing UVXY such ones (very hard to timing).
VXX/XIV is good enough. 8%~9% swing with super hi-vol. Setup, enter and exit, all very easy.  绝对跑赢大盘 (SPY 3.5% change last week) 又十分安全.

curiosity2009

VXX/XIV  有没有time decay ?
任何在同一个 VIX,  对应的VXX/XIV 是不是相同的？

silicon_beaver

curiosity2009 发表于 2012-11-10 05:22 PM
VXX/XIV  有没有time decay ?
任何在同一个 VIX,  对应的VXX/XIV 是不是相同的？

FYI.



Simply say. VXX could be counted as 1x Bear; While XIV 1x Bull. Their 52-wk swing as high as 4 ~ 5 times. Little decay. Good candidates.
In contrasts, 3x ETFs notorious for the decay, about 0.5% per day.

aimei

silicon_beaver 发表于 2012-11-10 04:34 PM
Last week market was very volatile. Hence, not worth playing UVXY such ones (very hard to timing).
...

thank for the tips