What is the correct term for the tracking error that occurs in leveraged and inverse ETFS? I have heard tracking error, gamma, negative convexity, reset and others. What is this called in he real quant world?
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Terminology question
- Thread starter eleuthera.trading
- Start date
Agreed, getting ripped off lol
================What is the correct term for the tracking error that occurs in leveraged and inverse ETFS? I have heard tracking error, gamma, negative convexity, reset and others. What is this called in he real quant world?
Answer to first question = reset.answer 2nd question , i dont know
====================================Agreed, getting ripped off lol
LOL
Some are much worse than others.Some are better than we deserve, with a good trend + time ,DGP
Not a prediction; some shock in the prospectus +some shock on price chart. Dont know about a daytrade with DGP.......................................................................................................................................................