http://www.macroshar.../MacroHome.aspx
ucr/dcr
Started by
vitaminm
, Apr 10 2008 10:21 PM
1 reply to this topic
#2
dasein
-
- Traders-Talk User
- 7,696 posts
Member
Posted 11 April 2008 - 09:11 AM
yes, this bizarre glitch was commented on elsewhere - i.e., these ETF will often not give the "stated" performance correlation to the underlying because of so many factors which effect the futures markets like backwardation, rates, expiry squeezes, rolls, contract liquidity, etc
best,
klh
klh
