leveraged etf造句

• The effect of leverage is also reflected in the pricing of options written on leveraged ETFs.
• The rebalancing and re-indexing of leveraged ETFs may have considerable costs when markets are volatile.
• The impact of leverage ratio can also be observed from the implied volatility surfaces of leveraged ETF options.
• Traders should be cautious if they plan to trade inverse and leveraged ETFs for short periods of time.
• The re-indexing problem of leveraged ETFs stems from the arithmetic effect of volatility of the underlying index.
• In the options on the S & P 500 as well as S & P 500 ETFs, inverse ETFs and leveraged ETFs.
• Even though this was preceded by the introduction of the world's first leveraged ETFs in Sweden in 2005 by XACT the European market remained underdeveloped.
• Leveraged ETFs / ETPs have been part of the investment scene in North America since ProShares introduced " Ultra ProShares " in 2006 and have since grown rapidly.
• An inverse ETF, like any leveraged ETF, needs to buy when the market rises and sell when it falls in order to maintain a fixed leverage ratio.
• In particular, the terminal payoff of a leveraged ETF European / American put or call depends on the realized variance ( hence the path ) of the underlying index.
• We see that if x or x > 1, as is the case with leveraged ETFs, the return of the fund will be less than x times the index return ( the first term on the right hand side ).
• In contrast, some ETFs, such as commodities ETFs and their leveraged ETFs, do not necessarily employ full replication because the physical assets cannot be stored easily or used to create a leveraged exposure, or the reference asset or index is illiquid.
• *" Qualify "': I think this statement, " Leveraged ETFs causes [ sic ] trading losses, " is probably not quite right and if you find a source it would need to be worded differently in all likelihood.
• For instance, the implied volatility curves of inverse leveraged ETFs ( with negative multipliers such as-1,-2, or-3 ) are commonly observed to be increasing in strike, which is characteristically different from the implied volatility smiles or skews seen for index options or non-leveraged ETF options.
• For instance, the implied volatility curves of inverse leveraged ETFs ( with negative multipliers such as-1,-2, or-3 ) are commonly observed to be increasing in strike, which is characteristically different from the implied volatility smiles or skews seen for index options or non-leveraged ETF options.