matlab道琼斯工业股票,道琼斯工业指数及相关ETF DJI$道琼斯指数(.DJI)$ 道琼斯工业指数是30家股票的加权平均值，成份股如下图 PS：加权平均的意思就是A股（A... - 雪球...

来源：雪球App，作者： ApplePi，(https://xueqiu.com/9974726231/122943949)

DJI$道琼斯指数(.DJI)$   道琼斯工业指数是30家股票的加权平均值，成份股如下图

PS：加权平均的意思就是A股(A volume)/(30只总量)为其所占的权重。相当于一个相关系数A1，则A股对指数的影响就是 change of A*A1

相关ETF

一、DIA$道指ETF-SPDR(DIA)$ ，跟踪道琼斯工业指数(这个ETF是有相关期权的也可以交易，点下面的更多可以进入期权页面)

二、DDM,DXD,UDOW,SDOW

看懂SDOW的策略就可以类似知晓其他几个品种的策略

ProShares Trust - ProShares UltraPro Short Dow30 is an exchange traded fund launched and managed by ProShare Advisors LLC. It invests in public equity markets of the United States. The fund invests through derivatives in stocks of companies operating across energy, real estate, materials, industrials, capital goods, commercial and professional services, consumer discretionary, consumer staples, health care, financials, information technology, communication services sectors. The fund employs short strategy and uses derivatives such as futures, swaps to create its portfolio. The fund invests in growth and value stocks of large-cap companies. It seeks to track -3x the daily performance of the Dow Jones Industrial Average Index. ProShares Trust - ProShares UltraPro Short Dow30 was formed on February 9, 2010 and is domiciled in the United States.

The investment seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the Dow Jones Industrial Average® Index.The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the fund's investment objective. The index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies. The fund is non-diversified.

重要信息：SDOW是跟踪道指日常-3倍的表现。即ETF价格与道琼斯指数波动方向相反，波动幅度约为道琼斯指数的3倍，即道琼斯指数下跌1%对应该ETF指数上涨约3%。

很多人容易把这里的ETF自身所带的杠杆性质和该ETF购买时支持的杠杆倍数搞混。我们看一下如下图示买入SDOW的保证金要求即做多保证金率是75%，即如果我有10万美元，我最多可以买10万/75%=13.33333万(约)的SDOW，杠杆是1.33333。同理，卖空最多可卖10万/90%=11.1111111万(约)，杠杆是1.1111111。