/biz/ - Business & Finance

Anonymous Fri Mar 8 03:23:53 2024 No.57900164 [View]
File: 187 KB, 1351x857, QQQ.png [View same] [iqdb] [saucenao] [google]

>>57899937
You're taking on additional risk for below average gains. Over the past ten year QLD has 1.6x higher CAGR than QQQ, with 2x the beta. Running the LEAPS strategy on QQQ (deepest ITM, furthest expiration) gives about 1.7x leverage. Very similar to QLD. The main difference is that the beta and response to volatility is less. QLD gets fucked by volatility drag during large drawdowns, where the LEAPS strategy performs better due to the IV increase. I do think that SSO and QLD are fine long term.

Advanced search
Text to find
Subject [?]Search by post subject. Leave empty for any.
Username [?]Search for user name. Leave empty for any user name.
Tripcode [?]Search for tripcode. Leave empty for any.
Email [?]Search by email. Leave empty for any.
Filename [?]Search by image filename. Leave empty for any.
From Date [?]Enter what date to start searching from. Format is YYYY-MM-DD
To Date [?]Enter what date to start searching until. Format is YYYY-MM-DD
Image hash
Search in	All Posts OPs Only
Deleted posts	Show all posts Show only deleted posts Only show non-deleted posts
Internal posts	Show all posts Show only internal posts Show only archived posts
Order	New posts first Old posts first
Capcode	All Posts Only by Users Only by Mods Only by Admins Only by Developers
Results	Posts Threads
Action	[ Simple ]

Navigation
View posts	[+24]	[+48]	[+96]

/biz/ - Business & Finance

Search: