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Strategies & Market Trends : The Final Frontier - Online Remote Trading
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To: Dan Duchardt who wrote (11100)1/7/2004 8:52:40 PM
From: jjs_ynot  Read Replies (1) of 12617
 
>>> Actually, I believe there is already an example of a similar thing on the market. If you look at their behavior carefully, the 2x Profunds and the 2x Rydex funds are somewhat similar to non-decaying options. <<<

Actually, I have calculated the fund price move versus the underlying indices and the 2X funds experience about 1 and 1/2 percent per month time decay, bid/ask spread and slippage due to the use of futures and options.
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