beta slippage baffo...
M A T E M A T I C A...
To understand what is beta-slippage, imagine a very volatile asset that goes up 25% one day and down 20% the day after. A perfect double leveraged ETF goes up 50% the first day and down 40% the second day. On the close of the second day, the underlying asset is back to its initial price:
(1 + 0.25) x (1 - 0.2) = 1
And the perfect leveraged ETF?
(1 + 0.5) x (1 - 0.4) = 0.9
Nothing has changed for the underlying asset, and 10% of your money has disappeared. Beta-slippage is not a scam. It is the normal mathematical behavior of a leveraged and rebalanced portfolio. In case you manage a leveraged portfolio and rebalance it on a regular basis, you create your own beta-slippage. The previous example is simple, but beta-slippage is not simple. It cannot be calculated from statistical parameters. It depends on a specific sequence of gains and losses.
anche su quelli nn in leva devi cmq caricare le commissione di gestione perchè anche se tradabili sul mercato restano fondi(ed è il motivo per cui manca qlc)
bye
p.s. ma se fai mini 500...fatti mini oil...al peggio rollerai...(costi...come le commissioni)