B*********e
发帖数: 909 | 1 感觉大青蛙斑竹要赶超CNBC啊 ：）
没太有机会看CNBC新的strategy session with gary
不过脚着Gary You Yi Ding Shui Ping. |
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r********f
发帖数: 132 | 2 I saw there are five difference tax strategies at scottrade as
First In, First Out;
Last In, Last out;
Min Tax;
Max Gain;
Average Cost.
What are difference between those five, and which one did you choose?
Thanks a lot! |
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m********0
发帖数: 2717 | 3 不知道，我也不知道BIDU的ER有什么好的strategy。
看样子，明天赌涨跌的人各一半。 |
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w********1
发帖数: 3492 | 4 请已经得到的不要resell或者distribute。
kaka。
多少这个strategy里有点有用的东西，很通用，可以用在很多er betting 上，
基本上能让你10分钟拍脑瓜就能bet 个 er，不求大赚，小胜常有
物美价廉，真实操作例子。
请发包子并在包子附注里附上email 地址
另外加50伪币附pay off 图和一些解释。 |
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g****5
发帖数: 1184 | 5 包子已发.谢谢!
=================
gz8505，您好：
您转给 wavelets,现金(伪币):50,收取手续费:0.5
同时附加了如下留言给 wavelets.
for NFLX ER strategy. Thanks, cunzhang.
站务 |
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t****n
发帖数: 278 | 6 tellan，您好：
您转给 wavelets01,现金(伪币):100,收取手续费:1
同时附加了如下留言给 wavelets01.
nflx er strategy details
email: t******[email protected] |
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w********1
发帖数: 3492 | 7 seems the strategy works for bidu as well.
although I didn't play ER betting but chip in post ER this time. |
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a****n
发帖数: 132 | 8 村长,
sent you Baozi a few days ago. Please send your ER strategy to my email.
Thanks a lot |
|
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a*****e
发帖数: 1717 | 10 the logic relies on the secret measurement.
what is the target your want to maximize/minimize,
as you said sortino is your measure.
you evaluate three strategies by this measurement.
but I think bah is redundant,
RSI(2) is such a binary stuff, it's hard to imagine bah
better than mr and tf at the same time. |
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a*****e
发帖数: 1717 | 11 keep rolling over the top winners?
this strategy is the most naive form of statistical arbitrage?
usually ppl long winners short losers as hedge. |
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C****a
发帖数: 1639 | 12 Sortino is one of them. But the problem of using sortino/sharpe alone is
that for some stocks, e.g. AMAT,
sortino of simple strategies tend to oscillate in a certain window. You can
try it. |
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a*****e
发帖数: 1717 | 13 that's is kinda subjective strategy:D
business
shorter |
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g*****u
发帖数: 14294 | 14 就拿最简单的RSI，MACD为例子。简单起见，只考虑单一信号。
naive strategy可以两个threshold值。低于多少就买，高于多少就卖。就两个参数。
容易calibrate.
可能对买还问题不是太大，这个方法对卖效果不好。那么就增加点策略的灵活性， 比
如divergence. 绝对数值与相对数值(divergence)考虑起来，参数也多点。
俺没有自己考虑过这个问题。但是感觉起码这个单信号策略要能够小范围适应一下，比
如，补偿一点lead-lag. |
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g*****u
发帖数: 14294 | 15 A concrete example may be to get the largest return using RSI(14) signal on
SPY.
What would the best strategy look like? |
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g*****u
发帖数: 14294 | 16 All valid pionts!
I was using the single signal as a toy problem. The question is on how a
good strategy centering around the signal should be structured.
Then, parameters can be calibrated with historical data. |
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B****t
发帖数: 3129 | 17 Bigvat，您好：
您转给 wavelets,现金(伪币):50,收取手续费:0.5
同时附加了如下留言给 wavelets.
买spy strategy
站务 |
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v*****k
发帖数: 7798 | 18 村长，参考你本周言论，我可以理解为上次卖的是反指strategy么？ |
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d*****r
发帖数: 39446 | 19 【此篇文章是由自动发信系统所张贴】
⊙ 博彩开启于：Thu Jul 14 14:51:55 2011 类别：单选
⊙ 主题：GOOG 7/14 ER Strategy
⊙ 博彩题目描述：
A 是买明天的 530c ＋ 530p 花费是13。60＋13 ＝ 26。60
B 是卖明天的 530c 卖530 p 是得到credit 13。30 ＋ 12。70 ＝ 26
看明天OE 的时候A 赢还是B 赢
【选项如下】
(1) Long 7/15 530c+530p Win
(2) Short 7/15 530c+530p Win
(3) Both Win
(4) Both Lose |
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d*****r
发帖数: 39446 | 20 【此篇文章是由自动发信系统所张贴】
⊙ 博彩开启于：Thu Jul 14 16:22:46 2011 类别：多选
⊙ 主题：GOOG 7/14 ER Strategy
⊙ 博彩题目描述：
A 是买明天的 530c ＋ 530p 花费是13。60＋13 ＝ 26。60
B 是卖明天的 530c 卖530 p 是得到credit 13。30 ＋ 12。70 ＝ 26
看明天OE 的时候A 赢还是B 赢
【打对勾者正确选项】
√(1) Long 7/15 530c+530p Win
(2) Short 7/15 530c+530p Win
(3) Both Win
(4) Both Lose |
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g**********7
发帖数: 2026 | 21 goldenpig007，您好：
您转给 wavelets,现金(伪币):50,收取手续费:0.5
同时附加了如下留言给 wavelets.
buy strategy |
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u****d
发帖数: 23938 | 22 ☆─────────────────────────────────────☆
wavelets (生活在别处) 于 (Fri May 27 16:44:21 2011, 美东) 提到:
就不卖包子了，上次买过的可以理解是基本和上次相反。
☆─────────────────────────────────────☆
djinwa (djinwa) 于 (Fri May 27 16:44:56 2011, 美东) 提到:
村长看那远
☆─────────────────────────────────────☆
vanmark (no comments) 于 (Fri May 27 16:45:51 2011, 美东) 提到:
村长，参考你本周言论，我可以理解为上次卖的是反指strategy么？
☆─────────────────────────────────────☆
wavelets (生活在别处) 于 (Fri May 27 16:48:21 2011, 美东) 提到:
上次的赚了呀，应该是能赚4％左右
☆──────────────... 阅读全帖 |
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d****a
发帖数: 2901 | 23 It is obvious that short put is a much better strategy than long call. |
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w*******o
发帖数: 6125 | 24 太复杂,还是刘备同学说的"躺着就把钱给赚了"比较适合我。
It is obvious that short put is a much better strategy than long call. |
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w******t
发帖数: 1929 | 25 just sold znga @ 14.33 -- too early, now it is 14.47
after er, if it passes 14.5x? buy back and chase high
大牛们说说俺这strategy对吗？ 听起来怎么样？ 如果er后猛涨， should I buy in
the after market or wait till tomorrow? I am thinking wait till tomorrow |
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p***t
发帖数: 174 | 26 On a warm summer evening, I'm feeling bloggy so I'll write some reflections
here. After years of trading, I've developed my own style of trading. Here
are some core strategies:
-know what you play. I never play stocks that I don't understand. A rule of
thumb is, if the Annual Report (10k) is more than 100 pages, I would pass.
10k for companies like BAC, AMZN,.. are as thick as big books. There is no
fucking way for small retail trader like me to have the time and resource to
fully understand the... 阅读全帖 |
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W******r
发帖数: 789 | 27 多谢分享。不过你说的这些不是strategy，而是原则。 |
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r***s
发帖数: 1805 | 28 原则需要好多年才能体会, 其实比strategy重要. 这就是为什么人说多见几次外婆就知
道了. 炒了十几年有时侯也会破了原则, 是大忌. |
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y******2
发帖数: 326 | 29 I come up with this strategy when I was looking at SPY charts. This is going
to take years to test, but I'm tired of losing >30% on ERs.
Suggestion?
use 90% to buy SPY or S&P index fund.
1. buy when exponetial moving average (13) is closer to the top of moving
average envelop (SMA, 20, 6) than the bottom of the channel on a 10 year
monthly scale.
2. sell on the reverse ( when the exponential moving average is closer to
the bottom of the moving average evelop than the top of the channel).
use 10%... 阅读全帖 |
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y******2
发帖数: 326 | 30 roughly 6.19x in the last 18 years for SPY using this strategy. But I don't
really give any weight to back-testing much since the past doesn't predict
the future. And since my random, non-reliable source predict another 30%
drop soon. |
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b*d
发帖数: 3069 | 31 我的TD Strategy Desk 这几天突然不能显示实时报价，也不能显示level 2的bid/ask，
版上有人遇到过类似的问题吗？ |
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r*m
发帖数: 16380 | 32 but the profit margin will be much lower.
Let's say APPLE sell 10M units a year and each unit make $200 profit now,
and the new strategy will sell 20M units but only $100 profit per unit. Hard
to say whether APPLE win or lose. |
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w**k
发帖数: 6722 | 33 While risk is low, the maximum profit you could gain is limited too. Not too
bad strategy though. |
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c********1
发帖数: 5269 | 34 I exchange [surprised loss] for higher possible smaller gain.I have been
doing this for years.I just need to fine tune my strategy.My
goal is to sell risk(like an insurance business).
Yes, I can suffer big lost. However, it is profitable in the long run. |
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a**e
发帖数: 370 | 35 Assume I have 300k and I need pay back mortgage.
What is the difference between these two strategies:
1. Do not pay mortgage, buy SPY with 300k
2. Pay 200k morgage, buy SPXL with 100k |
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m*p
发帖数: 1331 | 36 今年输惨了。
scottrade发来贺电：Recommendating certified investment advisor to review
your strategy。
我的portfolio :
买了几只energy的etf
gas的3x
航空股
全部大面积水下。 |
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g****t
发帖数: 31659 | 37 每月买1000刀的SPY,就是strategy |
|
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h*****e
发帖数: 317 | 39 有没有针对dollar cost averaging再优化一点的strategy?
拿WMT做例子，我不懂TA，但纯从图形上看似乎接近底部了，也许已经过了底部了，不
过这不重要，重要的是有没有办法在用dollar cost averaging的基础上能在可能的底
部尽量多地买入？ |
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c********t
发帖数: 1649 | 40 把下面的问题逐一回答，得到的答案基本就是你的strategy了
1 你是要做 长线/波段/swing/day trade?
2 你主要交易方式， 做多，做空，futures， option？
3 你主要做大盘还是个股。
4 你最有把握的交易阶段： 上升趋势，下降趋势，横盘？
5 你最常用的指标？最有信心识别的形态？
6 根据4，5的回答决定何时是你主要操作的时机。对于你不熟悉或不擅长的时机，少
做或宁可不做
7 仓位管理
8 止损策略
差不多就这些了.青蛙之言，抛砖引玉，仅供参考。 |
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h*****e
发帖数: 317 | 41 大牛俺只能回答出头几个。。。
根据问题6俺很羞愧啊。。。
识别形态是不是属于TA的范畴？要是不懂TA怎么破？
把下面的问题逐一回答，得到的答案基本就是你的strategy了
1 你是要做 长线/波段/swing/day trade?
- 长线
2 你主要交易方式， 做多，做空，futures， option？
- 做多
3 你主要做大盘还是个股。
- 个股
4 你最有把握的交易阶段： 上升趋势，下降趋势，横盘？
- 对我来说都差不多，木有有把握的。。。
5 你最常用的指标？
- S&P 500? SPY?
最有信心识别的形态？
- 木有有信心的，都是瞎猜。。。
6 根据4，5的回答决定何时是你主要操作的时机。对于你不熟悉或不擅长的时机，少
做或宁可不做
7 仓位管理
8 止损策略 |
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z***e
发帖数: 5600 | 42 Zero risk strategy until one day acct is zero :) |
|
发帖数: 1 | 43 this is true for individual investor, but there are many very successful
black-box trading strategy |
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a**h
发帖数: 1085 | 44 前提是明白options是用来hedge的道理，不要费口舌说hedge了。
似乎这个版上牛人与否的计量标准是用equity return来衡量的,derivatives都不带玩.
但是真就看到有人以trade options为生。好奇这个版上难道没有这样的牛人？
做options顺势而为太重要了吧，都不用说了。有人给介绍一下做straddle和strangle
之类spread的经验吗？没用这些strategy稳定赚过钱的就请不用跟贴了。 |
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f********r
发帖数: 304 | 45 option strategy 没有好坏之分，只有区别。
long／short volatility
defined／undefined risk
positive/neutural/negative delta indicates your leverage
spread是defined risk也同样defined gain。long spread 可以减少up front paid
debit， short spread可以limit risk exposed 但是导致很难roll，而且减少了你
collect的premium。 |
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E***r
发帖数: 1037 | 47 我前面提到了
“找期权市场流动性好、IV Rank 不太低、20天内没有 ER 的股票。”
而且这本身是 bullish strategy，不适用于“一直跌”的股票是不言而喻的；
做衍生品当然不能脱离对它的underlying的走向的判断。
premium
premium |
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f********r
发帖数: 304 | 48 option strategy 没有好坏之分，只有区别。
long／short volatility
defined／undefined risk
positive/neutural/negative delta indicates your leverage
spread是defined risk也同样defined gain。long spread 可以减少up front paid
debit， short spread可以limit risk exposed 但是导致很难roll，而且减少了你
collect的premium。 |
|
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E***r
发帖数: 1037 | 50 我前面提到了
“找期权市场流动性好、IV Rank 不太低、20天内没有 ER 的股票。”
而且这本身是 bullish strategy，不适用于“一直跌”的股票是不言而喻的；
做衍生品当然不能脱离对它的underlying的走向的判断。
premium
premium |
|
