新套息组合20年1月至今滚算,极端风险回撤57%,年化波动率25%,年化掉期25%,显式杠杆使用率10.5倍,对冲后杠杆使用率6.5倍。
Disclaimer: The content above represents only the views of the author or guest. It does not represent any views or positions of FOLLOWME and does not mean that FOLLOWME agrees with its statement or description, nor does it constitute any investment advice. For all actions taken by visitors based on information provided by the FOLLOWME community, the community does not assume any form of liability unless otherwise expressly promised in writing.
FOLLOWME Trading Community Website: https://www.followme.com
Hot
No comment on record. Start new comment.