The iShares MSCI USA Momentum Factor ETF is not recommended due to factor decay, which refers to the length of time it takes for a stock to lose its properties. Momentum has the fastest decay, with an ...

TQQQ is practically perfectly correlated to QQQ on a daily basis. However, TQQQ shows very poor correlation to QQQ when 3-year price movements are considered. Polynomial techniques (which incorporate ...

Time decay is the natural reduction in an option's price as expiration approaches Time decay refers to the rate at which time reduces the value of an option. First, it's essential to understand that ...

Time decay refers to the rate at which time reduces the value of an option. First, it's essential to understand that time decay is exponential and accelerates as expiration draws closer. The rate of ...