Understanding the Tracking Errors of Commodity Leveraged ETFs (Interesting 2015 study) https://t.co/k2DbuRDZu0
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"Crypto is no worse than [awful tradfi product that the SEC shouldn't have approved for retail trading]" isn't a strong enough argument IMO.
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@MinvstrD @AlexanderGerko @zhusu There are a lot of studies showing that inverse / levered ETFs have anomalously high tracking error in practice; hell, even boring commodity ETFs have an implied fee that compounds https://t.co/I3UZRmF7Vj
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#econophysics A Hedged Monte Carlo Approach to Real Option Pricing. (arXiv:1509.03577v1 [q... http://t.co/A3s5hCZCYh #physics #economics