tlt沒有杠杆
所有跟帖:
• 債券的杠杆是它的Duration,TLT 大約17倍。6個月的債券杠杆是0.5倍 -BullishSolar- ♂ (0 bytes) () 10/13/2023 postreply 08:11:57
• 相對yield當然有杠杆,而且比短期要大。隻不過不是定期結算,沒有beta slippage 而已。 -求索2014- ♂ (0 bytes) () 10/13/2023 postreply 08:22:43
• 債券的杠杆是它的Duration,TLT 大約17倍。6個月的債券杠杆是0.5倍 -BullishSolar- ♂ (0 bytes) () 10/13/2023 postreply 08:11:57
• 相對yield當然有杠杆,而且比短期要大。隻不過不是定期結算,沒有beta slippage 而已。 -求索2014- ♂ (0 bytes) () 10/13/2023 postreply 08:22:43
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