SDS Vs. SSO Liquidity
#1
Posted 16 July 2007 - 03:39 PM
#2
Posted 16 July 2007 - 07:35 PM
Edited by Darris, 16 July 2007 - 07:39 PM.
#3
Posted 16 July 2007 - 08:52 PM
#4
Posted 16 July 2007 - 10:42 PM
BIGGEST SCIENCE SCANDAL EVER...Official records systematically 'adjusted'.
#5
Posted 16 July 2007 - 10:50 PM
My guess is that people are long individual stocks and use the short sds and qid to hedge.
And that's why the huge volume diff. Makes sense
Thanks RD
#6
Posted 16 July 2007 - 10:52 PM
QLD 103.85Take today for an example, the volume in QID was about 15 times greater than QLD. That's a BIG difference. Since one can go long or short in either of these stocks and achieve the same approximate result (but not exact), there must be a reason for the volume difference. I'm thinking the volume is higher in the ultra shorts because of options and/or futures (???) but I don't understand the exact why. Maybe someone could 'splain it to me.
The percentage return is not greater in the cheaper QID than the QLD. For instance, the time period of June 26 to the present (no dividends during that period) found that the gain in QLD was about 1% higher than the short of QID.
If I screwed up the calc please advise and if anyone has a better insight into this please elaborate.
QQQQ 49.85
Why mess with the 2x fund when it costs twice as much as the real thing, so you can just buy twice as many Q shares -- especially since there is so much liquidity with the Q's that you can get in and out instantly. Also, if people want to short in retirement accounts and are not allowed to do so (or to buy options), they have no choice but to use the inverse ETFs.
#7
Posted 16 July 2007 - 11:02 PM
#8
Posted 16 July 2007 - 11:25 PM
http://etf.seekingal...m/article/22594
http://www.elitetrad...?threadid=89133
Thanks for the great info.
#9
Posted 16 July 2007 - 11:28 PM
QLD 103.85Take today for an example, the volume in QID was about 15 times greater than QLD. That's a BIG difference. Since one can go long or short in either of these stocks and achieve the same approximate result (but not exact), there must be a reason for the volume difference. I'm thinking the volume is higher in the ultra shorts because of options and/or futures (???) but I don't understand the exact why. Maybe someone could 'splain it to me.
The percentage return is not greater in the cheaper QID than the QLD. For instance, the time period of June 26 to the present (no dividends during that period) found that the gain in QLD was about 1% higher than the short of QID.
If I screwed up the calc please advise and if anyone has a better insight into this please elaborate.
QQQQ 49.85
Why mess with the 2x fund when it costs twice as much as the real thing, so you can just buy twice as many Q shares -- especially since there is so much liquidity with the Q's that you can get in and out instantly. Also, if people want to short in retirement accounts and are not allowed to do so (or to buy options), they have no choice but to use the inverse ETFs.
look at % CHANGE
Columnar
Symbol Time Trade Change % Chg Volume Intraday Related Info
QQQQ Jul 16 49.85 0.05 0.10% 77,799,493 Chart, Messages, , More
QLD Jul 16 103.85 0.11 0.11% 905,000 Chart, , More
QID Jul 16 41.75 0.05 0.12% 13,686,492 Chart, , More
#10
Posted 17 July 2007 - 05:32 AM
My guess is that people are long individual stocks and use the short sds and qid to hedge.
This is something I like to do if I am holding a porfolio of stocks in a buy & hold mode. Buying SDS when things look toppy (like yesterday) helps me to keep my positions.
cheers,
john
Edited by SilentOne, 17 July 2007 - 05:32 AM.