b***k 发帖数: 2673 | 1 ☆─────────────────────────────────────☆
days (count+days) 于 (Thu Jun 19 19:32:07 2008) 提到:
Hi, All:
I have always been puzzled with Efficient market Hypothesis(EMH) . My
understanding of EMH is that we can NOT generally beat market in
long term using whatever information (depending on which form of
EMH we are talking). I do not know what they mean "market" in EMH.
For example, I have been actively trading one solar energy stock.
Does EMH imply that:
1. I cannot beat the segment index of sol | m*****n 发帖数: 3575 | 2 其实这个理论观点很简单——
你以为就你聪明,别人都傻??? | l******n 发帖数: 213 | 3 据说Fama已经承认EMH错误了,是在rochester某次会议上。大家别跳这个坑了。
有效性和可预测性没必然关系。 | w***w 发帖数: 6301 | 4 I had a sell signal on 12/23/2008,which indicates market will have a big
down wave in very near term.
My system produced the same signal on 2/27/2007,5/3/2007,10/29/2007,12/28/2007,8/14/2008,
and 9/19/2008.
Between 1/1/2007 and 12/23/2008,there were only 6 times this signal occurred and 5 of them predicted incoming big down wave.
The same signal produced before 2007 didn't work. So I assume this signal
only works in a bear market.That may somewhat explain why the signal on 5/3/
2007 didn't work | r****t 发帖数: 10904 | 5 “例如利空来了,市场反而升,利多来了市场反而跌” emh 当然能解释的通了。 |
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