钱多多股票论坛

trader1688.com
 FAQ FAQ RSS

支持168: Amazon Ebay Amazon(Canada)
Half


Post new topic Reply to topic  [ 50 Posts ]  Go to page Previous  1, 2, 3, 4  Next
Author Message
 Post subject: Re: 2009 元旦心经
PostPosted: 6/18/13 16:22 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
熟读老和尚玉女心经300边,争取有大浪时赚到R,震荡时赚到T。
凌波 wrote:
短期能做到R+T太难了,别做成R-T就行了。老和尚在这方面有没有点玉女心经?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/18/13 19:49 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982

野狐玉女心经:今日宠妹不在手,明日宠妹未可知。与其期盼明天的宠妹,还不如现在找个好大姐。


凌波 wrote:
熟读老和尚玉女心经300边,争取有大浪时赚到R,震荡时赚到T。
凌波 wrote:
短期能做到R+T太难了,别做成R-T就行了。老和尚在这方面有没有点玉女心经?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/18/13 22:43 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
老和尚说说你遇到震荡时怎么能经常得到T而不是-T?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/18/13 23:37 
Offline 模拟帐户

Joined: 8/23/06 20:38
Posts: 3006
凌波 wrote:
老和尚说说你遇到震荡时怎么能经常得到T而不是-T?

T 是市场中性意义的。弄得账面暴涨暴跌的常常是 R。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/18/13 23:42 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982

我把野狐玉女心经读反了?有图示意一下就好了。


野狐禅 wrote:
凌波 wrote:
老和尚说说你遇到震荡时怎么能经常得到T而不是-T?

T 是市场中性意义的。弄得账面暴涨暴跌的常常是 R。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/19/13 08:55 
Offline 模拟帐户

Joined: 8/23/06 20:38
Posts: 3006
见QQQ过去两年的一个图。上图是QQQ的价格,下图是QQQ相对于市场的变化,即市场中性意义价格。对于这两个图,红线可以看作R,这样,偏离红线的部分就是T。


Attachments:
QQQ.2013.06.png
QQQ.2013.06.png [ 15.62 KB | Viewed 343 times ]
 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/19/13 09:25 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
我就是这样理解老和尚的玉女心经。长期赚趋势,短期赚震荡没错啊。你别中性中性, 容易造成误解。中值。
野狐禅 wrote:
见QQQ过去两年的一个图。上图是QQQ的价格,下图是QQQ相对于市场的变化,即市场中性意义价格。对于这两个图,红线可以看作R,这样,偏离红线的部分就是T。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/20/13 16:30 
Offline 模拟帐户

Joined: 6/5/13 07:12
Posts: 1656

野狐禅 wrote:
presensor wrote:

野狐禅 wrote:

投机交易的期待收入是

T=0.25*n*s^2


里面 n 是交易时间。如果只做一两次交易的话,多半错过。

在翻大师的老贴学习, 请问大师这个最大投机回报 T=0.25*n*s^2是怎么推出来的?

用的是 rebalancing。Rebalancing 的获利原理是股市的随机游走特性,再加上 Mean Reverse。每天这么折腾过去,不考虑交易费用。
大师能不能给个链接指点一下?我找了半天还是没找出算这个T的公式的推导。。。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/20/13 20:57 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
老和尚玉女心经里面有没有怎样判断尖顶和圆顶的大-法?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/20/13 21:47 
Offline 模拟帐户

Joined: 8/23/06 20:38
Posts: 3006
凌波 wrote:
老和尚玉女心经里面有没有怎样判断尖顶和圆顶的大-法?

那张QQQ不算?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/20/13 21:54 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
算3个Q啊。过了谁都知道。我想知道到顶了之后见红两个BARS左右,怎么就能判断是 尖是圆?关键尖的时候很重要,要早点反应。圆的迟钝一点还可以。
野狐禅 wrote:
凌波 wrote:
老和尚玉女心经里面有没有怎样判断尖顶和圆顶的大-法?

那张QQQ不算?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 6/20/13 23:36 
Offline 模拟帐户

Joined: 10/3/06 11:11
Posts: 41685
两个bar是不是也太慢了?譬如昨天今天,70p没了。
凌波 wrote:
算3个Q啊。过了谁都知道。我想知道到顶了之后见红两个BARS左右,怎么就能判断是 尖是圆?关键尖的时候很重要,要早点反应。圆的迟钝一点还可以。
野狐禅 wrote:
凌波 wrote:
老和尚玉女心经里面有没有怎样判断尖顶和圆顶的大-法?

那张QQQ不算?


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 7/3/13 19:11 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982
野狐跑了,GARY周游去了,一切就像死水潭扔了块石头很快恢复了平静。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 7/4/13 19:36 
Offline 模拟帐户

Joined: 1/30/11 10:59
Posts: 1982

帅狐在念玉女心经。


 
 Profile  
Reply to topic 
 Post subject: Re: 2009 元旦心经
PostPosted: 7/5/13 05:00 
Offline 模拟帐户

Joined: 6/5/13 07:12
Posts: 1656

凌波 wrote:

帅狐在念玉女心经。
这难道就是传说中的野禅师?


 
 Profile  
Reply to topic 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 50 Posts ]  Go to page Previous  1, 2, 3, 4  Next

Home 


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:

Batch Generator
Hutong9 SizzlingStock GaoFamily  Hearty  TT  股通 财籽 GrusInvest E.T. Yahoo Google msn 大千 未名 外汇牛人邦 CNFinance 华人 investern optionpain YangCai 司空金融网


This site is mainly for stock market discussion, it does not provide any investment advice. It is not suggested to rely on posts here for investment decision.
本网站主要作为股市讨论用途,并不提供任何投资建议。请不要将本站内容作为投资依据,否则风险自负。

钱多多股票论坛 - Trader1688.com© Powered by phpBB © 2002, 2006 phpBB Group