Simulating UPRO with futures

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BoglyIndex
Posts: 24
Joined: Tue May 25, 2021 11:26 am

Simulating UPRO with futures

Post by BoglyIndex »

I have been planning to implement HEFA as an experiment, but unfortunately don't have access to UPRO/TQQQ in the EU. This is why I thought I might be able to simulate it by holding CASH/SP500 FUTURES in the correct ration with daily rebalancing. However, I have not been able to find the correct amount of cash:sp500:sp500 futures to emulate UPRO. Any advice how to simulate that as closely as possible?
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