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1、正如讲义上写的roll yield=forward premium/discount,这个是基于公式来讲的,在外汇管理中,我们一般是持有外币资产,所以做得是short forward 头寸,这时计算roll yield=F-S/S,这个公式也是计算forward premium/discount的公式,所以可以说二者相等。我们先讲一下roll yield ,roll yield可以理解为我们在不断进行hedge时...
areAmibroker, Tradestation, and plain English – unless stated (Tradingview where indicated).It is important to note that while every effort has been made to ensure the accuracy of the information provided, we cannot guarantee that the results obtained using this trading strategy will be replicated...
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Eleven percent per year is pretty good, especially given the lack of thought required to execute on this strategy! And, of course we can further improve on it by cherry-picking our timing and funds. “But Brett,” subscribers often ask, “Must we demand the discount? Or is it OK to pa...
Higher forward premium 或者表述为Larger forward premium，都是两国的利差变得更大的意思，我们在课程...
, Jonathan Brogaard, Huong Nguyen, Tālis Putniņš and Yuchen Zhang examine why stock return anomalies decay by: Decomposing returns into market-wide, public firm-specific and private firm-specific elements. Separating cash flow and discount rate effects within each of these three components. ...
But as we’ve previously seen, a trust’s share price may be higher than the NAV per share. (It’s trading at a premium to net assets.) Or it may be lower. (The trust trades at a discount). And this complicates things!
Generically, a security trading above its intrinsic or theoretical value is trading at a premium (in contrast to adiscount). The difference between the price paid for afixed-income securityand the security's face amount at issue is referred to as a premium if that price is higher than par....
When a forward premium is negative, is it is equivalent to a discount, and in fact is referred to as a forward discount. Various factors can affect whether a forward premium exists, including interest rate differentials, inflation rates, speculative trading, and a country's economic stability. ...