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To: Kevin Podsiadlik who wrote (5352)4/22/2009 11:58:14 AM
From: RockyBalboa  Respond to of 6370
 
I understand. That seems to be the benefit of SKF or any other double-alpha thing. Like the "Kelly bet" it gradually reduces the bet whereas a static double short position in IYF (with 2:1 leverage through a loan) would indeed have eaten up 100% of the equity.



To: Kevin Podsiadlik who wrote (5352)5/2/2009 6:40:31 PM
From: RockyBalboa  Respond to of 6370
 
And for the leveraged bull certificates,

look at this:

The (unlevered) strongest bank stock, vs the 2x and 3x instruments:

finance.yahoo.com


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