Teaching on Bo Wanghttp://bowang.finance/teaching/Recent content in Teaching on Bo WangHugo -- 0.128.0enWed, 15 Apr 2026 00:00:00 +0000Course Portfoliohttp://bowang.finance/teaching/course-portfolio/Wed, 15 Apr 2026 00:00:00 +0000http://bowang.finance/teaching/course-portfolio/Comprehensive instruction across foundational and advanced finance principles.Innovative Curriculum Developmenthttp://bowang.finance/teaching/curriculum-development/Wed, 15 Apr 2026 00:00:00 +0000http://bowang.finance/teaching/curriculum-development/Designing cutting-edge courses to equip students with modern data analytics skills.Pre-College Program Leadershiphttp://bowang.finance/teaching/pre-college-programs/Wed, 15 Apr 2026 00:00:00 +0000http://bowang.finance/teaching/pre-college-programs/Educational outreach and instruction outside of the standard university program.Bloomberg Crash Coursehttp://bowang.finance/teaching/bloomberg-crash-course/Wed, 15 Apr 2026 00:00:00 +0000http://bowang.finance/teaching/bloomberg-crash-course/An intensive introduction to real-world financial data and Bloomberg Terminal functionality.The Mechanics of Volatility Drag in Leveraged ETFshttp://bowang.finance/teaching/etf-volatility-drag/Wed, 15 Apr 2026 00:00:00 +0000http://bowang.finance/teaching/etf-volatility-drag/Leveraged and inverse Exchange Traded Products (ETPs) are designed to achieve their stated multiplier (e.g., 2x, 3x, -1x) on a daily resetting basis. While effective for short-term directional trades, holding these products over extended periods introduces significant mathematical tracking error known as beta slippage, or volatility drag. Use the interactive simulator below to observe how daily compounding affects returns across different market regimes. Understanding the Three Scenarios 1. The “Vol-Tax” in a Sideways Market