FAZ/FAS math

Discussion in 'ETFs' started by privador81, Mar 24, 2009.

  1. They will certainly reverse-split the shares, because this is s avery profitable fund that they'd like to make money on forever.
    As to shorting the stocks, I am short both funds.
     
    #71     Apr 20, 2009

  2. can we short these stocks or not?

    trader666 your arguments are correct, the name calling is not

    thanks
     
    #72     Apr 21, 2009
  3. shorting both faz and fas at the same time is pure lunacy. jprad, i dont know why you keep countering this, just fade away from this thread dude.

    Theory:

    Faz at 100
    Fas at 100

    For the next 20 days, each day the underlying raises 1%.

    Day1:
    Faz: 100-3(3%)=97
    Fas: 100+3(3%)=103

    Day2:
    Faz: 97-2.91(3%)
    Fas: 103+3.09(3%)

    etc...

    A sane person would already see the problem, the two triple etf mimics the DAILY PERCENT movement. So as the price goes lower in the faz example, the ACTUAL DECREASING DOLLAR amount becomes smaller, and on the opposite as the price of fas goes up, the ACTUAL INCREASING DOLLAR amount becomes bigger.

    And if you are shorting both, you will lose more money from fas than gained from faz, this loss will become bigger and bigger over time.


    Real world: Look at Nov 10, 2008 to Nov 21, 2008.

    On 2008/11/10 open
    Fas: ~52
    Faz: ~63

    On 2008/11/21
    Fas(LOD): ~11
    Faz(HOD): ~200

    So if you shorted both on 11/10. You would lost ~135 on faz, and gained 41 on fas. For a net loss of ~90 a share, which will sure to trigger a margin call.

    Note: I agree with the fact that those triple etf is losing value over time due to the way they are structured, but shorting both at the same time is just plain retarded.

    It's not rocket science fellas.
     
    #73     Apr 21, 2009
  4. FAS to $30+ and FAZ to $.01

    Thank Geithner and Bernanke!
     
    #74     Apr 21, 2009
  5. I know I'm correct but doubt that you do if you don't even know if these can be shorted. Also, your political correctness is incorrect so piss off.
     
    #75     Apr 21, 2009
  6. Yup... the losses from one side can easily FAR overcome the gains from the other.
     
    #76     Apr 21, 2009
  7. Lucky I shorted 5000 each a week ago Monday. BEFORE I read here that the shares are not available.
    BEFORE I read it is a stupid trade.

    Lucky . I am up10k + on 50K of equity pledged. I'm holding for 1.

    For the guy who postulates large losses when one side goes up day after day, let me say that when trees grow to the sky, I'll worry. I haven't seen anything like 20 days in a row of continuous moves in Anything..

    You have only to look at comparison (overlay) charts of FAZ & FAS to know double shorts will work. To the guy who said to go long both sides, let me say, "Thanks for the 10K! Hope to see you next week also."
     
    #77     Apr 21, 2009
  8. That is true in every hedged investment that is initially perfectly offset, but which is not continue even.

    However, the anti-doubeshort people keep postulating a singular-line move, without reversals. That is exceedingly rare. The double-short strategy is designed to capture volatility, of which there is plenty here, and not uni-directional moves; which are rare at best.
     
    #78     Apr 21, 2009
  9. ROTFLMAO!!!!! Yeah... you have a lot of credibility (NOT) with your first post being yesterday and now you're defending the idiotic strategy recommended by winstontj who coincidentally just changed his nic to Pepsi Worker after I warned him his compliance department wouldn't like his stupid posts.
     
    #79     Apr 21, 2009
  10. If you knew anything about trading you wouldn't have posted this:

    http://www.elitetrader.com/vb/showthread.php?s=&postid=2396731#post2396731

    And you'd know there are MUCH better trades from a risk/reward standpoint.

     
    #80     Apr 21, 2009