Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
"This paper describes our work in exploring trading strategies for the leveraged exchange-traded funds, Direxion Daily Financial Bull 3X (FAS) and Direxion Daily Financial Bear 3X (FAZ) over the first three quarters of 2009. Using minute-by-minute stock data we are able to verify the accuracy...
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| Format: | Others |
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Digital WPI
2009
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/1086 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=2085&context=etd-theses |