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Michael Bommarito » Comments » DGP

  • The Case Against Leveraged ETFs [View article]
    I think I have some additional data that shows the inefficiencies in these inverse funds might be related to vega sensitivity. I summarize the argument in the bottom paragraphs.

    Very nicely work compiling this Tristan.
    May 25 10:47 am |Rating: 0 0 |Link to Comment
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