m********i
发帖数: 298 | 1 不知道能不能把我想表达的都说出来。我来试一试。
High Frequency Trading，有一个比较大的风险就是成交的手续费＋SLIPPAGE。
好处是这个风险是可以预知。你有一定高的交易频率／WEEK。基本上一周的手续费预知
。如果只看一年的手续费＋SLIPPAGE，这个确实是一个大的风险。
但是，如果同样２０％YEARLYGAIN,高频MAX DRAWDOWN只有低频的１０％或更低（因为
承担手续费的风险被SMOOTH到整个过程中了），即，如果承担了额外手续费的风险，就
要有额外的收获，你额外的收获就是得到一个LOW MAX DRAWDOWN，那么就要做High
Frequency Trading.所以做High Frequency Trading就是做LOW MAX DRAWDOWN，都说
High Frequency Trading有相当高的SHARPE RATIO，我想应该是跟这个有关。
欢迎拍砖。 |
|
p********m
发帖数: 93 | 2 WASHINGTON (MarketWatch) -- The U.S. Securities and Exchange Commission on
Tuesday charged a U.S. Food and Drug Administration chemist with insider
trading on confidential information about announcements of FDA drug approval
decisions. The chemist, Cheng Yi Liang, traded in advance of at least 27
public announcements about FDA drug approval decisions involving 19 publicly
traded companies, the SEC alleges. The trades generated more than $3.6
million in illicit profits and avoided losses, the SEC... 阅读全帖 |
|
n******D
发帖数: 193 | 3 前提是，我账号里有多于2万5千刀
5个连续交易日里day trade4次，就算day trade pattern, day trader，这个有什么不
好吗? 税上, 还有其他方面和不是day trader有什么区别吗?
5天里day trade 4次之前broker就会有warning，感觉和不是day trade pattern很大区
别，请哪位具体给讲讲?
谢谢，有1个包子答谢 |
|
B**********r
发帖数: 7517 | 4 Consider a few cases:
(1) Your winning case
This year each of TNA/TZA decayed 0.15% every day. If this continues in the
next 362 trading days till 1/19/2013, TNA/TZA has the fair value of $21.01
and $33.64, respectively.
Your trade receives $27+$15 = $42, but you have to buy $35 TNA and $55 TZA.
You have a small profit of about $6.xx
(2) Market volatility is high
Let us say, TNA/TZA decay faster, 0.2% every day. If this continues in the
next 362 trading days till 1/19/2013, TNA/TZA has the fair ... 阅读全帖 |
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d****a
发帖数: 2901 | 5 Trading is a tough job. Basically, no indicator will work all the time.
Period. KE indicators are subject to same drawbacks. It is a balance of
sensitivity v.s. security. In order to reduce risks, multi-timeframe
corrections are needed. The concept is simple. The directional trading
signal will be generated from one time frame, say daily data. Whereas the
real entry points are created using say hourly data. Therefore, even if the
daily signal is wrong, you have a better chance to exit.
Multi-tim... 阅读全帖 |
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i***6
发帖数: 442 | 6 上来跟老牛求证一下。。。
今天跟大老板(WASP)聊天，提到了小日本，他说："they are odd".
"why?"
"because they lie all the time. when they were dominating the trading in
late 80s, they don't honour their trades if the trades go against them. So
brokers have to record their telephone conversations. and if the japanese
are caught to lie, they just hang up and disappear, although they honour the
trade after all because their words were recorded." |
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d******8
发帖数: 1972 | 7 Zynga Inc. (ZNGA) shares, paused for a volatility circuit breaker that was
supposed to last five minutes, failed to resume until about 50 minutes later
. Another halt also lasted too long.
The stock was paused at 11:37 a.m. New York time after dropping as much as
14 percent from yesterday’s close to $7.08. The circuit breaker is
triggered when a company rises or falls 10 percent within five minutes. It
resumed at 12:27 p.m. and was halted again two minutes later because of
volatility. Trades had... 阅读全帖 |
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l***o
发帖数: 5337 | 8 来自yahoo message board。 某菜鸟刚知道什么是option，在ER前10分钱一股买了2000
元的GOOG 990的call，然后一夜之间变成88万，直接退休。。
I heard this story from a friend, about his friend's friend (don't know them
personally, after 1-degree of separation): This guy, in his twenties, first
learned one week, that there is something called stock-market where you can
buy a stock and that can rise in value etc. etc. Next week, he learns about
derivatives on stocks -- options. When GOOG was trading around 875, he goes
far out and throws two grand... 阅读全帖 |
|
f*****f
发帖数: 29 | 9 I would like to review my execution on the trading:
First, on stock picking. SPLK and GPRO were basically the top 2 stocks, in
terms of moving up, on Aug 29, 2014. But GPRO jumped up at the open, then
remained horizontal with fluctuation. Looking back, the best way was to
trade
SPLK alone. But without seeing the charts in advance, my picking of SPLK and
GPRO was
correct and with considerably good luck. I would put a score of 90 on it.
Secondly, the loss prevention in GPRO was done in the correct... 阅读全帖 |
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G***G
发帖数: 16778 | 10 Sell 2000 stocks AAA morning
and then buy 2500 stocks AAA afternoon
hold them and not sell them the same day.
is this considered as a day trade?
if day trading buyng power is 0, will this trades (sell 2000 stocks AAA
morning
and buy 2500 stocks AAA afternoon)
cause day trading margin call? |
|
s******Y
发帖数: 2085 | 11 玩短线，尤其是大波动股， 要学会风险控制，熊哥多年短线的经验，有几点挺好用，
1. scale in and scale out， 一次全放进去，那是赌博， 这么玩的迟早亏费。 不
要在下行的时候卖股票， 不要在上涨的时候买入股票， 要反过来，下行加仓，上行出
仓，
2. 问一下这么多钱，捂着这个股票能不能睡着觉。
3. trade without emotion，Have a strategy, and always stick to your strategy.
4. 割肉也是赚钱。
day-trading 不看FA， 只看TA
swing-trade, FA， TA都很重要
long term trade, FA最重要，TA只是为了好的入点。 |
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l*****r
发帖数: 2123 | 12 Avoid trading when the market is far away from the moving average
Support & resistance helps you identify areas of value to trade from
Trading at support & resistance gives you favorable risk to reward
The longer it range the harder it trends
Narrow range candles usually lead to explosive moves
Wide range candles serve as “hidden” support & resistance
False breakout provides one of the best entry to profit from “trapped”
traders
Trading with the trend gives you greater profit potential
Continuat... 阅读全帖 |
|
G**Y
发帖数: 33224 | 13 Starting October 1, 2017, maintaining a cash balance of $25,000 will no
longer qualify you for $0 online stock and ETF trades. Commissions are still
waived for online stock and ETF trades conducted via individual or jointly
owned self-directed Merrill Edge online brokerage accounts and/or IRA when
you enroll in Bank of America Preferred Rewards program and qualify as
follows:
•Qualify for 30 $0 online stock and ETF trades per month as a
Preferred Rewards Platinum client with three-month av... 阅读全帖 |
|
r*****e
发帖数: 7853 | 14 Is bitcoin a bubble? Maybe. Maybe not. Only time will tell. But there are
some small publicly traded companies trying to ride the wave of
cryptocurrency and blockchain mania that look pretty sketchy. Call them the
bitcons if you will.
The Securities and Exchange Commission suspended trading Tuesday of The
Crypto Company until January 3, citing "concerns regarding the accuracy and
adequacy of information" about compensation paid to promote the firm and
plans for insider sales.
The Crytpo Company ... 阅读全帖 |
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z****2
发帖数: 1618 | 15 pattern day trader 是5个交易日四次 round trip day trading.
股票的还是知道：
当天买100股股票XYZ，再卖掉这100股，算一个day trade; 当天卖掉 100 股 XYZ，再
买 100股XYZ也算一次day trade.
但option的规则不知道：
周一买了一个XYZ的 call, 周二卖掉这个call, 转手又买了个XYZ不同价格的 call 或
者 put，那周二算一次day trade么？ |
|
r*****e
发帖数: 7853 | 16 你说得有一定道理，但trade也要选好股：总在河边走，哪有不湿鞋的
[在 xiaoxiaoren (可爱小宝宝) 的大作中提到：]
:如果你是trade，什么最重要？
:volatility啊，只有这样你才有机会，你才更容易赚钱
:如果你是invest，什么最重要？
:value啊，短期涨跌我不care，我拿10年
:Ray拿bonds等mature，巴菲买股票等无数年
:现在你在干嘛，
:你如果是invest，那么3x etf就是垃圾，除了管理费，时间损耗也很大，不应该买
:你如果是trade，那么3x etf就是完美，high volatility让你天天有机会。
:知道为啥专业fund都进比特币了吧？你管他有没有价值，你管他是啥，反正你是trade
:一把就走人有止损，这个beta在哪里，你说它是毒药我只能说你不懂。
:.......... |
|
发帖数: 1 | 17 trade也是分的吧。比如我就swing trade。swing trade也不能随便瞎玩三倍指数，也
是要看股票基本面比较好，cash充足，涨幅明显，然后一个correct，立马跟进，到了
profit，立即跑。真心不能上三倍反指，我就看好一个三倍指数，tqqq，其他的不懂，
uvxy玩过，就是day trade跟进几百刀，挣个lunch跑的那种玩.不过vol还是要看的，呵
呵。margin不敢用 |
|
Y*****2
发帖数: 38613 | 18 【 以下文字转载自 Quant 讨论区 】
发信人: YaTou22 (丫头), 信区: Quant
标 题: 求推荐，Trading Books
发信站: BBS 未名空间站 (Fri Oct 22 11:04:57 2010, 美东)
求版上牛人推荐一些关于trading process, operations and technology的书．
可以walk me through the process from beginning to the end, from client
services to operations to technology, data processing; from individual
brokers to trading firms then clearing firms to exchanges.
and most up-to-date financial regulations that affect the way that firms
trade.
不用全部囊括进去，可以分开．
必须是英文．
十分感谢． |
|
c****p
发帖数: 186 | 19 今天去Burien toyota买了Sienna，顺便Trade in 了08年的Rav4。Sienna的价格还是不
错，invoice + 99。trade in的价格实在不行，只有11700。我的Rav4 Bumper上有一条
裂痕，以前有过一次accident。其他状况都很好。也没有dent。还是比我想的要低，也
比KBB的价格要低。不过trade in就图个省心。如果想要卖个合理的价格还是不能trade
in呀。 |
|
h*h
发帖数: 27852 | 20 Here's the breakdown of the last month and a half for the Knicks: the team
was 7-1 without star Carmelo Anthony last month, and have now lost 8 of 10
since he's returned from a groin injury. As has been stated again and again
the last few weeks, you can't blame the team's dysfunction solely on Melo—
but then again, a definite rift has formed according to the Times: "The
Knicks are not a unified team. On one side is Anthony. On the other is
everyone else."
Adding to the chaos: Melo has reportedly... 阅读全帖 |
|
D***e
发帖数: 48486 | 21 不服您不成啊，乐邦不跟骑士续签，和sign and trade有关系吗？
sigh and trade，乐邦可以拿到更好的offer，同时骑士不会两手空空，双方利益最大
化了
“The Heat sent Cleveland two first-round draft picks and two second-round
picks, as well as a large trade exception, for James. The first-round picks
could be between 2013 and 2017. The second-round picks are in 2012 (acquired
from New Orleans) and a future pick acquired from Oklahoma City. For some
reason, the Cavs will have the option to swap 2012 first-round picks with
the Heat as well. The trade exception... 阅读全帖 |
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H****t
发帖数: 2542 | 22 1. Trade球员时，甲方在yahoo site里propose后，如乙方接受，则联盟
其它队主就能在各自队伍的主页里看到提示。反对者，可投票vote against。
两天后，如超过4票反对，则trade不通过。此过程全部自动！！不需commish开票。
2. 为公平和透明，也为了提醒其它队主，甲方乙方在私下讨论并同意trade后，
请在本版面单独发一文，标题格式为: 【DFL】Trade: 宋祖英 <--> 蒋雯丽。
Thanks. |
|
e******u
发帖数: 537 | 23 trade rumors have once again kicked up around Tampa Bay Buccaneers
cornerback Darrelle Revis, but none of them have come from the Bucs
themselves, who have made no indication of wanting to trade Revis. This
latest round of rumors comes from Pro Football Talk's Mike Florio, who says
the Denver Broncos and New England Patriots have interest in acquiring the
elite cornerback.
SB NATION NFL
Free agency rumors
StoryStream
In the unlikely event that the Bucs deal Revis, Florio thinks the Broncos
and P... 阅读全帖 |
|
l*x
发帖数: 14021 | 24 I believe this trade is done not from football standpoint, but more from
business standpoint, especially have everything to do with Rams moving into
LA. They try to establishe their ground and identity ASAP. They even
announce the trade 2 weeks before the draft. They must want to light a fire
in LA fans right now. You know, hope sells better than result. What can
establishe a new identity in a new city better than a #1 pick franchise QB
to be. Rams just benefited so much from the RG3 trade. The... 阅读全帖 |
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s*******n
发帖数: 12995 | 25 上gunbroker,查查最近的成交价，看blue book没用，your gun only worth what the
last person paid for.
枪这东西，全新到二手折旧很厉害。二手的就看condition了，旧的condition好，比较
新的但condition差的要值钱。
trade当然有trade value,trade value 通常要比现金价高一些。比如你的枪在GB上成交价是
800，那FTF的现金价大概800,你的trade value 大致在850左右。差价当然要补的呀。 |
|
h*******s
发帖数: 8454 | 26 这个不错啊，以后可以直接从tw买二手拍子了，不知道是不是会很贵
We are launching our new trade in program. If you are looking to upgrade to
new racquets and would like the opportunity to trade in your used racquets,
give us a call.
Feel free to post questions about the trade in program here or call us.
Please do not post value related questions here, but feel free to call in
with those questions or email i**[email protected]
Thanks,
Chris, TW
Phone:
1.800.883.6647
or
805.781.6464
Phone Hours
Mon-Thurs: 6am-8pm
Friday: 6am... 阅读全帖 |
|
h***9
发帖数: 8948 | 27 搭车问一下，这个比较难讲清楚，就用个例子吧。
比如我想trade in买主机时送的两游戏 halo 3 ODST & Forza 3，而amazon没有这个2
件套pack的trade in。要知道这两游戏是放在同一个盒子的，amazon只显示需要分开包
装的halo 3 ODST 和Forza 3. 不知道能不能trade in。要不然还得花钱买2盒子才能
trade in |
|
f********i
发帖数: 241 | 28 谢谢。
Verizon店里提不提供trade in？ 网站上评估的问题太笼统了，全部选 好 的选项的话
是200，但是屏幕是否完好，是否有裂痕这一项一旦选 不好 的选项，trade in value
一下子就降到36了。
我的4S屏幕上有一个小小的划痕，一般情况下注意不到但从特定角度看可以观察到，不
知道这样邮寄过去他们会怎么计算trade in value。所以最好就是店里也能trade in，
直接给个报价就好了。 |
|
v****n
发帖数: 30 | 29 在ATT网上订了两个6+，准备trade in旧的4和4S
shipping要到10月底11月初了
网上trade in的ad说是9/30之前order，之后trade in也可以的
已经收到orderconfirmation，但是没有任何关于trade in的confirmation或者
instruction
打了好几次客服都说不清楚，去店里直接说网上和店里的promotion不一样。。
版上有人问清楚过这样是不是还qualify啊？会收到什么instrcution或者code吗？
谢谢！ |
|
S*******d
发帖数: 35 | 30 新加坡买的iPad2，在美国可以trade in 吗？
上次带着iPad 2 去best BUY ，结果店员说没找到我这个型号，不能trade in。
可我的iPhone5也是新加坡的，在verison 买iPhone6的时候trade in了。
请前辈指点，哪里可以trade in这个iPad2. |
|
a********r
发帖数: 217 | 31 请问版上已经trade in的大神们，trade in的时候，是直接裸机去trade就行了吗？需
不需要把充电器和线都trade 啦？知道的请说一声哦，谢谢啦！ |
|
b**********a
发帖数: 269 | 32 如题，赶在9月25号最后一天在店里order了一个32GB的iphone 7 plus,当时小二许诺收
到新手机30天内把旧手机寄出去就算trade-in成功，分期拿回$650 credit. 今天收到
了iphone 7 plus了，但是盒子里除了手机等外只有一个return label，没有任何关于
trade-in的信息，放狗搜了一下，发现：
https://www.att.com/esupport/article.html#!/wireless/KM1123971
在线提交了旧的iphone 6 plus,用的promotional code是：FALL2016TRADE， 最后显示
的credit也是0，收到了email confirmation却没有任何关于$650 credit的信息。
Congratulations! You have successfully completed your online Trade-in with
AT&T and contributed to the reduction of global e-waste.
We have recei... 阅读全帖 |
|
p****r
发帖数: 696 | 33 我就没注意到有这么个label，连外盒一起扔了。拿了旧手机和盒子到att店里让小二代
办。打的receipt上也是显示credit 0。应该错不了。
[在 baobaokuaila (baobaokuailai) 的大作中提到：]
:如题，赶在9月25号最后一天在店里order了一个32GB的iphone 7 plus,当时小二许诺
收到新手机30天内把旧手机寄出去就算trade-in成功，分期拿回$650 credit. 今天收到
:了iphone 7 plus了，但是盒子里除了手机等外只有一个return label，没有任何关于
:trade-in的信息，放狗搜了一下，发现：
:https://www.att.com/esupport/article.html#!/wireless/KM1123971
:在线提交了旧的iphone 6 plus,用的promotional code是：FALL2016TRADE， 最后显
示的credit也是0，收到了email confirmation却没有任何关于$650 credit的信息。
:Congratulations! You h... 阅读全帖 |
|
r***a
发帖数: 16 | 34 【 以下文字转载自 PDA 讨论区 】
发信人: kz80 (慢枪手), 信区: PDA
标 题: 苹果trade in加钱了
发信站: BBS 未名空间站 (Wed Nov 28 15:33:32 2018, 美东)
估计业绩不佳，所以这次良心大法， trade in多给一倍， 比如6S我买那会儿只肯给
100， 现在给200
对不起早买的人。
Apple is offering more than usual if you trade in your old iPhone and buy an
iPhone XS or iPhone XR.
An iPhone 6 is usually worth $75 if you trade it in, for example, but Apple
is currently offering a $150 credit.
Apple's offering is likely in an effort to boost sales ahead during holiday
season.
预购从速 |
|
p****t
发帖数: 11416 | 35 office depot 就这几天有这个trade in program，任何垃圾printer
都可以trade in for $50
Brother Wireless Mono Laser Printer
SAVE $40 INSTANTLY, + $50 Trade-In INTANT SAVINGS
$109.99 (Reg. $149.99)
This offer is not yet available
Sep 27 - Oct 3
Prints up to 23 ppm black (mfr. speed rating)
Built-in wired/wireless networking
250-sheet paper tray capacity
By-pass slot for easily feeding envelopes & letterheads
Model HL-2170W
#674-835
比较tricky的是，trade in 要求regular price $149.99以上，这个
打印机正好满足。但是这两天它打折卖$109，所以如果YMMV，我是走 |
|
h*******7
发帖数: 1481 | 36 招Trader的Bank和Hedge Fund，一般要求Live Trading 的PL，Sharp Ratio 达到什么
Level？
1。Discretionary Trading 和 Model-Driven Trading Strategy，分别要求怎么样？
2。Equity， Commodity， Fixed Income， FX，分别要求怎么样？
3。一般Trader 可以拿多少Profit的提成？
我这里指的是有Base Salary （10几万美元）的Trader，不是那种Trading Company里
的Trader。 |
|
s**a
发帖数: 178 | 37 Company: Bulge Bracket Global Investment Bank
Position:Quant strategist- Foreign Exchange high-frequency trading
Principal Responsibilities
-Research, development and support of client-facing and proprietary trading
engines.
-Close collaboration with trading and sales desks.
-Business-facing role as the Tokyo representative of a global research and
technology team.
-Growth of our business with a focus on Asian markets.
-Close association with performance of the high frequency trading book.
Exper |
|
s**a
发帖数: 178 | 38 Company: Bulge Bracket Global Investment Bank
Loc: Tokyo, Japan
Position: Algorithmic Trading Strategist (Associate)
==================
Summary:
An Associate-level position in the Algorithmic Trading Strategies team,
responsible for designing & building automated trading algorithms for the
Japan & AEJ regions. The Algorithmic Trading strategist is responsible for
ensuring that our algorithms achieve a high level of performance versus the
relevant benchmarks or other requirements. The Algori |
|
s**a
发帖数: 178 | 39 As many of you request, here it is!
****************************************
Company: Top $20bn Hedge Fund
Loc: CT
Position: Quantitative Trading Associate
Description:
The Trading Associate will join a team of execution traders, analysts, and
technologists who are responsible for implementing and enhancing our
execution strategies globally.
Trading Associate responsibilities include:
Learn how and why we trade a broad range of financial instruments. (i.e.
currencies, futures contracts, equities |
|
B*********h
发帖数: 800 | 40 ☆─────────────────────────────────────☆
hoiyan (BETA) 于 (Sat Mar 17 19:12:35 2007) 提到:
Exchage-Traded Fund is really one the most rapid grow in product. There
are totally over 420 ETFs trading actively now in USA.
Though it's open-ended fund, it's traded like common stocks in exchange. As
far as I know, Morgan Stanley has pretty strong team of ETF quant and trade.
...but can anyone give a more detailed introduce ? Thanks.
☆─────────────────────────────────────☆
mymiracle (miracle) 于 (Sa |
|
p***i
发帖数: 96 | 41 呵呵，给你说几个，别告诉别人啊，哈。。。
pair trading(statistical arbitrage), bottom fishing, trading news,martingale
arbitrage...等等
先看看turtle trading的公开教材，比较有系统，把入场、出场（止损、提取利润）、
仓位控制都讲了。
交易的关键在于解释清楚为什么有的策略能用过去的表现来预测将来的表现，这个桥梁
解决好了，你离成功就不远了。不过，纯技术分析对于这个桥梁的解释无能为力。。。可基本面分析又是看长期的，导致backtest的powerful不够，或者根本不能backtest。所以，现在wall st.上流行technical feeling...加上feeling就是说无法言传。。。哈。其实有什么无法言传的，借口罢了。 |
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q********u
发帖数: 53 | 42 trade realized vol against implied vol
Mostly people hedge delta periodically = trading vol
BS expansion shows that Your winning will be your gamma part
your losing will be your theta part because theta is negative for non-div
option
Gamma part contribution > theta part lose it will be a winning trade
Otherwise, it will be a losing trade
sell |
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r*******t
发帖数: 8550 | 43 Just curious.
For those Quants, Senior Quants, VPs, SVPs, directors, and MDs, could they
trade their own book / money well? (If they are allowed to trade)
Or because they are trading with other people's money, so they "might" be
trading well? |
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w********u
发帖数: 11 | 44 Hi. Guys,
I am an Algo quant ,working in a major NYC bank. Now I am planning to start
a open-source trading system project in C++. See if there is any one
interested in it too. We can share the ideas and gain more exposures. I
would like to know more friend and answer any questions about Algo/HF
trading question, especially in algo design, hf models, microstructure and
short-term signals generation. Any experience in C++ programming on Linux
and algo/hf trading is welcome.
In addition, there is... 阅读全帖 |
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