Posts Tagged ‘ Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? ’

Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)?

March 31, 2010
By
Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)?

I've been reading a few articles lately, lambasting ultra ETFs for not keeping up with markets and ascribing the problem to weird unexplainable reasons such as portfolio derivative re-balancing and negative drift. I thought it would be nice to revisit...

Read more »

Top 7 articles of the week

  1. Top 100 R packages for 2013 (Jan-May)!
  2. A list of R packages, by popularity
  3. Understanding Multicollinearity
  4. Dynamic Data Visualizations in the Browser Using Shiny
  5. Computerworld's Beginners Guide to R
  6. Select operations on R data frames
  7. Stepping up to Big Data with R and Python: A Mind Map of All the Packages You Will Ever Need

Sponsors

Mango solutions
mango-solutions.com
Zero Inflated Models and Generalized Linear Mixed Models with R
Quantide: statistical consulting and training
RStudio homepage
RStudio: a free and open source IDE for R
REvolution analytics
HMS Analytical Software GmbH
http://www.eoda.de
Zero Inflated Models and Generalized Linear Mixed Models with R Zero Inflated Models and Generalized Linear Mixed Models with R. Zuur, Saveliev, Ieno (2012).