s*********8 发帖数: 901 | 1 interesting if true. GOLD CLOSE TO BACKWARDATION!
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In financial terminology, backwardation means a downward sloping forward
curve (as in an inverted yield curve). A backwardation starts when the
difference between the forward price and the spot price is less than the
cost of carry, or when there can be no delivery arbitrage because the asset
is not currently available for purchase.
http://harveyorgan.blogspot.com/ |
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C******g 发帖数: 2930 | 2 GamePro has done an interview with SCEA Marketing Boss John Koller covering
the new PS3 Slim console.
During the interview, Koller revealed that there is currently no PS3 Slim
backwards compatibility, however, the PS3 Slim HDD is upgradeable.
To quote: "GP: This is a question a lot of our readers have had... They're
wondering, will the PS3 Slim support Backwards Compatibility?
Koller: No, it won't, actually. Backwards Compatibility plans [are] actually
off the table. But, we've noticed [not only |
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o*****c 发帖数: 241 | 3 not as specific as badcompany's 130 top and 80 low from propriety
predication function.
it is just fun to study the crazy crude market. check the chart about oil
backwardation ( backwardation means futures forward curve is above 1. i use
frontmonth crude price to divide average oil price of 2nd, 3rd and 4th month
to calculate forward curve).
Usually, you pay time premium for future oil delivery, like stock options,
but sometimes, short term supply disruption or shortage fear can cause
commodity |
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P*******e 发帖数: 39399 | 4 这个我知道
但是说了半天forward backward 我不知道啥意思
我接球之后backward有啥问题嘛 最多就是接球点的问题 |
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c*******l 发帖数: 4801 | 5 从pat说的,我自己试试看,最主要的是要把重心弄对 。
就是说,forward chasse,要把重心留在后边,这样,才能把
前面的腿stretch out.
反之,backward chasse,要把重心留在前边。这样才能把后边的腿
stretch backwards |
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c*******c 发帖数: 726 | 6 时域上BACKWARD应该有个DEALY,频域上BACKWARD的话不能保证在Z DOMAIN的单位圆内
,所以有可能不稳定,我记得是这样的,你可以确认下 |
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h******y 发帖数: 3501 | 7 FORWARD STEP和BACKWARD STEP各自适合的情况是怎样的?
我运行同一个MODEL,BACKWARD LR保留下来的VARIABLE比FORWARD LR保留下来的多的多
,比较困惑,多谢! |
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a***r 发帖数: 420 | 8 =====ZZ
denotation:
O={O1,O2,O3...OT} observation
Q={q1,q2,q3...qT} inital state
S={1,2,3...S} possible states
λ={A,B,pai}
*A:transition probability alpha(a); B: emission probability beta; pai:
initial distribution
##不懂的部分:##
beta t(i)=P(Ot+1,Ot+2,...OT|qt=Si,λ)
1)initialization:
beta T(i)=1, 1<=i<=N
2)induction:
beta t(i)=Σ(j=1~N)aijbj(Ot+1)bt+1(j),
t=T-1, T-2,...1, 1<=i<=N.
=====ZZ
会者不难,以上是一本教材里用forward-backward algorithm解HMM中backward
probability的推导,希望脚标表达还算清楚(不清楚我再贴截图)
实在是看得困惑啊
第一步 |
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d*******y 发帖数: 1154 | 9 backward selection > forward selection b/c you can have a global look on
variable.
stepwise should be similar to backward |
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L********o 发帖数: 178 | 11 Parking在一条one way的右侧(可以parking,且有很多车都parking在路的两侧)
前方路中间的一辆moving truck 倒车,在到我的车前半米时,我感觉它离我左侧特别
近,很有可能会撞上,逛horn它,它不停,直接撞过来,我在车里眼睁睁的看着它深深
地蹭到我的车的左前侧。左车灯往后部分,车皮被撞掀,bumper左侧几条很深的擦痕一
直延续到车轮胎和车轱辘,在左车门前停住。
当时被吓傻,忘记要witness的联系方法,打电话给警察,警察竟然不肯来,让我们自
己交换信息。
我责问对方为啥我Horn了都不停,对方是个黑人小混混,一家搬家公司的,他扯谎到是
我的车在后面动他才撞上来。
现在我的两个point:
一个是我轮胎和车轱辘的擦横是直线,可以证明被撞时我的车没有移动,更加不可能是
我撞的它
第二是 他one way 反方向backwards是不是已经违规~~~
这种情况下,对方扯谎最后弄成50%-50%的可能性有多大~~
去年8月买的新车,哎~~ |
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s*********t 发帖数: 4279 | 12 How to buy a backward carseat when baby > 22 pounds but < 1 year old?
My baby is around 6 months old, but she is around 22 pounds now. My current
car seat only can hold baby <= 22 pounds.
What kind of carseat I can buy? Thank you very much for the recommendation. |
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l*******r 发帖数: 3799 | 13 【 以下文字转载自 bluechips 俱乐部 】
发信人: liliwater (lyrist), 信区: bluechips
标 题: Backwardation in Unlead Gasoline Future Chain
发信站: BBS 未名空间站 (Wed Apr 21 00:55:54 2010, 美东)
rt |
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d********1 发帖数: 3828 | 14 怎么可能是第一次。不要说2007-09年的时候就经常是backwardation,就算是前年也发
生过吧。 |
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T*R 发帖数: 36302 | 16 这个不是很正常的。
上一次好像是十二月的调整前。我记得很清楚DMA大牛还和我说不急着买TVIX,等VIX
BACKWARDATION。后来没两天就来了。
我大概在网上查了一下,有一种说法是,futures markets expect the VIX level to
revert to a historical mean, which is lower after a jump but higher during '
quiet' periods. Therefore, the futures curve perhaps 'points' to the
expected mean.
看这个意思,难道VIX会回归低位,一个小牛市很快就要来到? |
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T*R 发帖数: 36302 | 17 如果vix在这么低的位置出现backwardation ,那么大盘中级调整概率就比较大了。uvxy
下面不是20%的问题了,是能不能翻倍的问题。 |
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T*R 发帖数: 36302 | 18 你说得对,刚才某大牛(大牛最近不怎么露面,我就不说ID了)发邮件给我指出了我的
错误,
按大牛说法应该是4月期货低于3月期货才算BACKWARDATION。 |
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T*R 发帖数: 36302 | 19 去年读了一篇文章,说VIX如果出现backwardation,一般是恐慌到顶的标志。
现在的VIX OPTION,10月/11月的价格比9月的还低。
下周VIX应该会回落。
以后怎么走就不知道了。
如果VIX指数和9月OPTION回落,10月/11月继续保持高位,前景就很不好了。很有可能
再次上冲,并且会突破这周的高点。 |
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d********g 发帖数: 7458 | 20 我今天特意看了一下,2011年那次VIX曾经连着一个多月的backwardation,所以真的不
好说。 |
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t******e 发帖数: 673 | 21 Brexit 跌的时候vix future term structure 比这个奇葩的多。
Backwardation 基本上market认为 近期比中期波动大。
一般来讲市场暴跌中。准备抄底。
其实XIV没有怎么跌。vix future 涨的比spot慢 |
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r*****t 发帖数: 712 | 22 期货都这样的,暴涨时候都是backwardation。冷却下来后就contango了。 |
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c*********e 发帖数: 69 | 24 I was talking to some guys during a break on the donut ride last weekends.
Someone talked about guy riding backwards downtown everyday. Now I knows
what he is talking about. |
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P*******e 发帖数: 39399 | 25 好像就是判断是不是catch
forward progress is over
backward有啥问题
谁给我扫盲下 呵呵 |
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l*****8 发帖数: 16949 | 26 backward就不停表。因为play的停止是由forward progress stop引起的,出界就不
count了。如果forward progress没停止出界,play的停止是因为出界造成的,game
clock就停了。 |
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D***m 发帖数: 129 | 27 I don't think he intentionally turned his hip backwards. Instead, he rotated
his hip forward so fast and powerful such thta it ran into his legs than
bounce back! It is truly amazing! |
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s******m 发帖数: 653 | 28 我的电脑的internet的设定出了什么问题?不能存到favorite里,不能backward,不能
forward。请教达人!多谢了! |
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a****l 发帖数: 8211 | 29 分别使用Forward Euler和Backward Euler两种方法做数值积分,这样做成的两个积分
器在频率响应上会有什么不同吗?从时域上看似乎基本就是一样的,但是从频域上看,
一个是有一个极点,一个是有一个极点和一个零点,这样一来似乎应该会产生不小的频
率响应上的区别。到底这两种方法区别大吗? |
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a****l 发帖数: 8211 | 30 分别使用Forward Euler和Backward Euler两种方法做数值积分,这样做成的两个积分器在频率响应上会有什么不同吗?从时域上看似乎基本就是一样的,但是从频域上看,一个是有一个极点,一个是有一个极点和一个零点,这样一来似乎应该会产生不小的频率响应上的区别。到底这两种方法区别大吗? |
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a****l 发帖数: 8211 | 31 分别使用Forward Euler和Backward Euler两种方法做数值积分,这样做成的两个积分器在频率响应上会有什么不同吗?从时域上看似乎基本就是一样的,但是从频域上看,一个是有一个极点,一个是有一个极点和一个零点,这样一来似乎应该会产生不小的频率响应上的区别。到底这两种方法区别大吗? |
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A*******s 发帖数: 3942 | 32 backward could have larger chance of overfitting or even sometimes perfect
separation in logistic regression tho |
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f**d 发帖数: 768 | 33 这是一本计算神经科学的优秀著作,全文拷贝这里(图和公式缺),有兴趣的同学可以
阅读
如需要,我可以分享PDF文件(--仅供个人学习,无商业用途)
From Computer to Brain
William W. Lytton
From Computer to Brain
Foundations of Computational Neuroscience
Springer
William W. Lytton, M.D.
Associate Professor, State University of New York, Downstato, Brooklyn, NY
Visiting Associate Professor, University of Wisconsin, Madison
Visiting Associate Professor, Polytechnic University, Brooklyn, NY
Staff Neurologist., Kings County Hospital, Brooklyn, NY
In From Computer to Brain: ... 阅读全帖 |
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p******e 发帖数: 52 | 34 Even if you can say it's a pass, it wasn't a forward pass. You cannot call "
incomplete forward pass if the ball is going backwards"
Backward Pass
1. Any pass not forward is regarded as a backward pass. A pass parallel
to the line is a backward pass. A runner may pass backward at any time.
2. A backward pass that strikes the ground can be recovered and advanced
by either team.
3. A backward pass caught in the air can be advanced by either team.
4. A backward pass in flight may not be... 阅读全帖 |
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L*********s 发帖数: 3063 | 35 This is the article I wrote yesterday, first posted Chinese.
是啊,中国共产党是一个邪教。
在70多年前,中国处于长期半分裂状态,美英法德俄意日等在中国都有区域代理人。中
华民国中央政府受制于不与国家配合的地方军阀,国家连铁路在地方省份上的口径都无
法统一时,中国孱弱无力。我们作为一个延续了几千年的政治实体,却被西方看作是下
等人,愚昧的低级动物时,是中国共产党,通过内战结束中国的这个状态。
所以,在除台湾外的基本的国家统一下,中共有了它的第一个原罪:中央集权。
在60多年前,除了中国仅承认的西方殖民地香港和澳门,两个不属于中华人民共和国的
城市土地外,中共驱逐了所有的境外资本势力、特工与军队。在1956年。中国共产党迫
使自己的老师,苏联共产党,从中国辽宁省大连市的旅顺特别区撤军的时候,不惜与全
世界两大霸权国家美国和苏联同时交恶,被全世界进行经济封锁,中共才终于结束了作
为列强的傀儡而存在。无论是西方还是苏联。在苏联的长波电台和联合舰队倡议被中共
拒绝后,中苏彻底交恶,紧接着就是中共备受诟病的三年困难时期饿死成百上千万人。... 阅读全帖 |
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s***q 发帖数: 10585 | 36 只要是一辆车,都能找到一大堆歧义
ACURA
Always Catching Up, Rarely Ahead
Asia's Curse Upon Rural America
A Car Usually Rarely Appreciates
AMC
Always Made Crap
Autos May Combust
AUDI
Accelerates Under Demonic Influence
Always Unsafe Designs Implemented
Always Under Diagnostic Inspection
Always Upside-down, Double Interest
Another Understated Dealer Incentive
A Used Dodge Incognito
BMW
Bob Marley and the Wailers
Beautiful Mechanical Wonder
Beautiful Models Wanted
Bavarian Manure Wagon
Biggest Metal Waste
Big Money... 阅读全帖 |
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c****r 发帖数: 347 | 37 这篇文章比较了两个人出生盘的强烈的联系。Bruce Kelly和James Edward Johnston。
Bruce Kelly有对水的强烈恐惧。在Hypnotherapist,Rick Brown帮助的催眠中,它指
出以前是James Edward Johnston,在二战中因为潜艇被袭击而死。
有兴趣的自己看,没有翻译 [仅供娱乐]
http://www.youtube.com/watch?v=AB4ib-W29ZY
Past Lives: Discover the Link Between Lifetimes
by Rose Murray
There are two anonymous natal charts on the blackboard this evening in my
Advanced Astrology class. I have identified the first as "Possible Past
Life," the second as "Present Life."
In the back of the classroom, a q... 阅读全帖 |
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c****r 发帖数: 347 | 38 这篇文章比较了两个人出生盘的强烈的联系。Bruce Kelly和James Edward Johnston。
Bruce Kelly有对水的强烈恐惧。在Hypnotherapist,Rick Brown帮助的催眠中,它指
出以前是James Edward Johnston,在二战中因为潜艇被袭击而死。
有兴趣的自己看,没有翻译 [仅供娱乐]
Youtube 链接:
http://www.youtube.com/watch?v=AB4ib-W29ZY
Past Lives: Discover the Link Between Lifetimes
by Rose Murray
There are two anonymous natal charts on the blackboard this evening in my
Advanced Astrology class. I have identified the first as "Possible Past
Life," the second as "Present Life."
In the back of the cl... 阅读全帖 |
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c********y 发帖数: 30813 | 39 ☆─────────────────────────────────────☆
carbonplay (~~ 贪玩) 于 (Fri Mar 4 22:05:43 2011, 美东) 提到:
Stay tuned...
☆─────────────────────────────────────☆
wzxs (wzxs) 于 (Fri Mar 4 22:11:25 2011, 美东) 提到:
同学们起立
☆─────────────────────────────────────☆
hillhong (三不:不出门不旅游不拍照) 于 (Fri Mar 4 22:12:17 2011, 美东) 提到:
欢迎
☆─────────────────────────────────────☆
conanyqq (~小包子~) 于 (Fri Mar 4 22:14:09 2011, 美东) 提到:
支持!~~
☆─────────────────────────────────────☆
vilta (白菜丸子炖粉丝) 于 (Fri Mar... 阅读全帖 |
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s*****u 发帖数: 164 | 40 http://en.wikipedia.org/wiki/Magnus_effect
When a body (such as a sphere or circular cylinder) is spinning in a viscous
fluid, it creates a boundary layer around itself, and the boundary layer
induces a more widespread circular motion of the fluid. If the body is
moving through the fluid with a velocity V, the velocity of the thin layer
of fluid close to the body is a little greater than V on the forward-moving
side and a little less than V on the backward-moving side. This is because
the induce... 阅读全帖 |
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l****z 发帖数: 29846 | 41 House Foreign Affairs Committee chairwoman Rep. Ileana Ros-Lehtinen
acknowledged Tuesday that legislation aimed at making U.S. funding to the
United Nations contingent on reforms lacks bipartisan support but said it
was important to make a stand for “the principles that we believe in.”
As she prepares to mark up her bill in committee, Ros-Lehtinen (R-Fla.)
faces mounting opposition from the Obama administration and advocacy groups
supportive of deeper U.S. engagement with the U.N.
The U.N. Trans... 阅读全帖 |
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x******a 发帖数: 6336 | 42 //main()
#include
#include
#include "linkedlist.h"
int main()
{
LinkedList myList(5, "luke");
Iterator myIterator=myList.begin();
myList.insert(myIterator, "leia");
myIterator.forward();
myList.erase(myIterator);
myList.insert(myIterator, "chewbca"); 《======出问题。
myList[2]="han";
for (int i=0; i
std::cout<
}
myList.insert(myIterator, "chewbca"); 《======出问题。
这一句运行起来ta... 阅读全帖 |
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w*********s 发帖数: 576 | 43 现在的carseat 都是宣传自己可以"keep baby facing backward longer", 可以想象"
facing backward"是很重要的。 物理实验中, facing backward"孩子颈部受的冲击最
少。
我家是facing backward"坐到两岁。 用的是britax, 一岁半后有leg room点短, 但
我坚持, 因为我们经常带他上高速, 还是安全第一。
我是car seat 的坚决拥护者。 我家别的钱可省, 在行车安全(car model and car
seat)上很舍得。 |
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d*****n 发帖数: 494 | 44 Convertible car seat 需要 "keep baby facing backward longer", 因为"
facing backward"是很重要的。 物理实验中, facing backward"孩子颈部受的冲击最
少。
这是从前方来的撞击试验中, facing backward"孩子颈部受的冲击最少。
如果是被后方的车追尾,是不是 facing front 还更安全些? |
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T*R 发帖数: 36302 | 45 我12月和1月赚过一点。不过很久没碰了。最近的和VIX相关的操作是买了点VIX的2月的
CALL,赔了一些。
我觉得现在不是买UVXY的好时候,最好等VIX期货价格和现货价格比较接近的时候再买
比较安全。
按照我看过的关于VIX BACKWARDATION的观点,如果是VIX上升阶段出现BACKWARDATION
,意味着VIX要跌,大盘要涨,这个最近的大盘转折确实是出现在VIX一月份
BACKWARDATION之后的一两天。
反过来,如果在VIX下降通道中发生BACKWARDATION,意味着VIX期货要拉升了。UVXY是
由VIX期货价格决定的。
现在期货16块多,现货15,现货下降得还更快,两者有一定差距,期货短期应该是下降
的趋势。
当然等到两者完全一样的时候可能不一定会发生,因为今年恐慌情绪比较高,但是至少
要比较接近的时候赢面才比较大。 |
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g********n 发帖数: 1613 | 46 ETF有不同的类型。主要分1X,nX. 另外还分ETF包括实物或股票,期货。所以ETF可大
致分为四种。
ETF的损耗有3种:管理费,beta-slippage,和contango/backwardation。 管理费是纯
损耗,但比较少。beta-slippage和contango/backwardation可能是正或负损耗,依市
场状况而定。这些损耗都是每天计算的。
具体到每种ETF的损耗如下:
1X,实物或股票; 管理费
nX,实物或股票; 管理费,beta-slippage(正或负)
1X,期货; 管理费, contango (正)/backwardation(负)
nX,期货; 管理费,beta-slippage(正或负), contango (正)/
backwardation(负) |
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r******n 发帖数: 4522 | 47 作为业余自动交易做了五年多的码农,我来谈谈。
不管手动还是自动,止损都是必须的,我看不出楼上反复强调不用止损测试的意义所在。
虽然到处都印着那行“Past Performance Does Not Guarantee Future Results”,但
几乎所有的系统都基于历史数据的测试,大家前仆后继干的也都是backward testing。
而自动的第一个动力往往也就是backward testing, 尤其是在大量历史数据面前。
个人观点,要想重现“Past Performance”,系统得基于频繁出现的pattern, 而那些
极端case一辈子大概也就碰到一两次是没意义的。所以我一直对系统交易频率有要求。
未必非得做到HFT(其实个体户也没有HFT的硬件条件), 但弄个十年数据只做三五笔是
毫无用处的。当然有些人觉得已经掌握了宇宙真理,无需测试,FA算命,价值投资啥的
搏一把就能中一把那是另一回事儿。回到主题,我们需要的是频繁出现的pattern, 这
样live result才可能接近backward,频繁交易就成了自动的的第二个动力,因为没人
能忍受长时间盯着屏幕频繁交易... 阅读全帖 |
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M***n 发帖数: 5815 | 48 What is it about USL that drove the outperformance? Even though USL and USO
both track WTI light, sweet crude, USL is designed to track the daily
changes in the average prices of the near month futures contract as well as
the contracts for the 11 months that follow the near month contract. When a
futures curve spends a lot of time in contango (months further out on the
curve trade at a higher price), it is generally beneficial to own a product
that tracks the average of 12 months of contracts ra... 阅读全帖 |
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E***r 发帖数: 1037 | 49 I remembered I saw a similar chart somewhere, now I found the source,
despite that McClellan used DJIA. McClellan wrote this blog on Jan 18,
2018, right before the Feb crash. He is the inventor of McClellan
Oscillator, the de facto market breadth indicator.
http://www.mcoscillator.com/learning_center/weekly_chart/ending_how_it_began_parabolically/
Ending How It Began (Parabolically)?
January 18, 2018
There is a lot of talk lately about the market “going parabolic”. Most of
the time when that... 阅读全帖 |
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c******t 发帖数: 1733 | 50 Common errors performing classic lifts.
by Sergey Rudnev,IKSFA Master Coach
a) JERK 1. Error: feet are wider than shoulder width Consequences: reduction
of the distance and speed of acceleration of the bells, worsening of the
efficiency of the leg work. Causes: low mobility in the hip joints or lack
of knowledge of physics. Correction: in the former case I recommend rocking
in gymnastic bridge or static rack holds (1-5 minutes). In the latter I
recommend revising the section of physics entitled ... 阅读全帖 |
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