People face
potentially unlimited losses with CFDs if they are on the wrong side of a bet on a price movement and cryptocurrencies are notoriously volatile.
If un-hedged, written calls expose the Fund to
potentially unlimited losses.
That would help protect Interactive Brokers in case bitcoin futures skyrocket, causing
potentially unlimited losses among «short» traders betting on a price fall.»
People face
potentially unlimited losses with CFDs if they are on the wrong side of a bet on a price movement and cryptocurrencies are notoriously volatile.
The authors find that the buy — write strategies» risk - adjusted performance was earned from a combination of a skewness premium, paid to the option writers for assuming the tail risk of
potentially unlimited loss, and the reduction in volatility from the hedge of the buy - and - hold security's beta exposure.
Not exact matches
The Funds could suffer
losses related to its derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
A fund could suffer
losses related to its derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
With short sales,
losses are
potentially unlimited and the expenses involved with the short strategy may impact the performance of the Fund.
The Funds could suffer
losses related to its derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
An investor could suffer
losses related to their derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
Yes a good example of when someone takes a gamble on the direction of the stock, they could have gambled on going long or going short, the only difference the
losses on going short are
potentially unlimited.
The Fund could suffer
losses related to its derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
A fund could suffer
losses related to its derivative positions because of a possible lack of liquidity in the secondary market and as a result of unanticipated market movements, which
losses are
potentially unlimited.
Short positions lose value as security prices increase, which may
potentially expose the ETF to
unlimited losses resulting in a total
loss of investment.
Risks associated with derivatives (including «short» derivatives) include
losses caused by unexpected market movements (which are
potentially unlimited), imperfect correlation between the price of the derivative and the price of the underlying asset, increased investment exposure (which may be considered leverage), the potential inability to terminate or sell derivatives positions, the potential need to sell securities at disadvantageous times to meet margin or segregation requirements, the potential inability to recover margin or other amounts deposited from a counterparty, and the potential failure of the other party to the instrument to meet its obligations.