b****e
发帖数: 1275 | 1 ☆─────────────────────────────────────☆
quantfin6 (风地观) 于 (Tue Apr 15 13:20:26 2014, 美东) 提到:
发信人: quantfin6 (风地观), 信区: Stock
标 题: 准备搞个小对冲基金
发信站: BBS 未名空间站 (Tue Apr 15 13:19:39 2014, 美东)
4年前自己研究出个针对股票和指数期权的对冲策略，一直在用约100k的本金验证和改
进，策略比较成功，每年的收益均在40%以上，我知道这种收益对于股版大牛们来说不
值一提，但我这策略稳定性还行，虽然跑得慢但是能一直跑。也在一直联系与人合作想
干大点，但是很多专业搞投资的只想买策略，这是我无法接受的，所以一直也没有实现
。今年决定自己慢慢把台子搭起来，搞个小对冲基金，但是SEC规定私募基金是不可以
做广告找投资人的，无奈只有先找到意向投资人后再成立基金，现在的想法如下：
1）寻找约20位有意向的投资人；
2）设定1-3年的due diligence period；
3）在这期间本人与意向投资人的关系是私人借贷关系... 阅读全帖 |
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d******o
发帖数: 227 | 2 感谢所有的朋友，你们的无私奉献让我很高兴在这里度过了1年半的时光。
发表于: 六月 01 星期日 2008 1:38 pm
最后把油价的这点ta补完好了，我的看法是要最终到122.5附近调整结束，也许我的put
还能挣点小钱 。
这次油价的上涨，要从4月初开始，当100阻力位置被多次触及，并形成突破之后，（之
前在87.5到100之间震荡，并在87.5附近形成多重底部）。油价很快突破前期高点110，
并一路向上奔去，注意在油价上涨的同时，大盘其实也在上涨，所以什么大盘涨油价跌
得说法我是不相信的。在到达120附近油价出现第一次调整到110（50%retracement），
本次上涨到135附近出现第二次回调，这次回调的目标仍然是50%，也就是122.5附近。
之后也许会触及20ma线，然后继续开始上涨到150-147.5，最后走入下降趋势。这也就
是从4月初开始的一个标准五浪上涨行情。
当然一切都是猜想，不过我会密切关注油价走势。 |
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d******o
发帖数: 227 | 3 crm，标准uptrend。注意第一次试图break uptrend的时候，又被强力拉了回来并且3天
伴随巨量。目前试图突破74中且量小。如果要作空可以等uptrend上沿76-78处。第一止
盈前期support/resisit 74。并结合ema/sma 20, 50, 50% retracement 止盈。 |
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b*u
发帖数: 8 | 4 doji + 38.2% retracement
up from now on |
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y***r
发帖数: 16594 | 5 LONG-TERM RETRACEMENTS FOR DIA, SPY AND QQQQ... Chart 2 shows the Dow
Industrials ETF (DIA) with monthly candlesticks. The ETF advanced from
October 2002 to October 2007. This was a five year run that saw DIA (and the
Dow) double. One hundred percent in five year is roughly 20% per year — an
outstanding return for five years. In fact, it is way above the long-term
average for the stock market, which is around 10%. Yes, I know, this number
is debatable. A period of above average returns is often |
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R******n
发帖数: 687 | 6 Out most of my gold/silver puts this morning when GDX fell below 30. Will re
-enter in a few days when GDX retraces back to 33-34 range. |
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L****n
发帖数: 12932 | 7
it is possible, but couple things go against that: a. retrace should come
with decreasing volume, not increase. b. group mate TAM suffer a full blown
sell off. One must on the look out of bull trap here. watch carefully the
buffer range between 15.0-15.5. If it stops here, chances are it just fill
the gap and move on upward. but i'd rather watch it on the side. the upside
target is well in the 20's. |
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g********4
发帖数: 4959 | 8 I called when it reached to 0.56. It then went to 0.65 and retraced to to 0.
60, and I called again at this price.
The buy volume is huge at 0.65, no boubt for that. It broke out weeks ago
and broke out once again yesterday.You can say it is pre-ER run, but the
background for the company is good. Some of my position was bought at 0.83
on Aug 2009, it once touched the low as 0.33. |
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l*******r
发帖数: 3799 | 9 1. Not too bad, re-test previous support at 1091, will be a triple bottom
formed?
2. VIX going down today. Seems investors are released a little bit.
3. If the market bounce from here, an important resistance is around 1115.
It was the previous resistance
during Oct - Dec, and the 38% retracement from 1150 to current support 1091
Maybe it is better to go long
after market break out that level .
4. Maybe is good to leave financials/materials/energy/tech alone, choose
some more defensive se |
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b********y
发帖数: 5829 | 10 According to Standard and Poors, a three pronged government attack is likely
to take stocks lower over the coming weeks. The three reasons for the
potential for more downside are:
1. Regulating the banks
2. Chinese rate hikes
3. Bernanke’s re-confirmation
S&P’s Chief Technican, Mark Arbeter, says the S&P 500 is likely to correct
10% further to the 1035 area. At these levels there are major trendlines,
retracement levels and moving averages that should provide support to an |
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j***y
发帖数: 1640 | 12 股市有这么神奇的线就好了。 不过这轮 dow 如果不碰 10000 点大家心里是不会踏实
的。 |
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p***e
发帖数: 3852 | 15 今天蒙的还不错，又到1083.11就反弹回去了 |
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b********y
发帖数: 5829 | 16 27 January 2010 by TPC 7 Comments
According to Standard and Poors, a three pronged government attack is likely
to take stocks lower over the coming weeks. The three reasons for the
potential for more downside are:
1. Regulating the banks
2. Chinese rate hikes
3. Bernanke’s re-confirmation
S&P’s Chief Technican, Mark Arbeter, says the S&P 500 is likely to correct
10% further to the 1035 area. At these levels there are major trendlines,
retracement levels and moving averages |
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l*******r
发帖数: 3799 | 17 1130-1150 region is 50% retracement from the march low, and also the 200wk
EMA.
I guess it would probably need a while to breakout... |
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l*******r
发帖数: 3799 | 18 FCX failed to breakout 50% retracement @78.25 today. But generally FCX
is still very strong. It doesn't hurt
too much to short a little bit at this level and put the stop around 79.
You may lose at most one dollar in this
trade, but if you are lucky FCX may drop to trendline support around 74-75.
I would rather wait and see. Either long or short at this level do not have
very attractive reward/risk ratio. |
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l*******r
发帖数: 3799 | 19 下降通道已破，pretty similar to URI
I bot yesterday @18.65, stop @ 17.90. First target 50% r*********[email protected] |
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l*******r
发帖数: 3799 | 20 EMA10 is the first thing to watch, just barely above today's close.
40-40.5 range is the 38.2% retracement and trendline resistance and
horizontal resistance. This is probably the most critical level we need to
watch now.
This is good stock with low PE. Worth a bet.
I put a stop @ 37.1, betting it will not dip below 38 again :)
get |
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l*******r
发帖数: 3799 | 21 短期不错，今天API的报告比较bullish.
库存下降，refinery utilization 微升。
美元weekly chart上看，上方有50% retracement的阻力，看似短期也要调整。
能源还是看好滴。 |
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l*******r
发帖数: 3799 | 22 【 以下文字转载自 bluechips 俱乐部 】
发信人: liliwater (lyrist), 信区: bluechips
标 题: Is dollar index hitting a wall?
发信站: BBS 未名空间站 (Wed Apr 21 01:24:11 2010, 美东)
The notorious 50% retracement. |
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A******k
发帖数: 708 | 23 今天的高点就是短期的顶，大家都在盼1228 (61.8% retracement)，所以不会来了，可
以安全short 了 |
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m****e
发帖数: 1197 | 24 From Zacks CEO:
We don't have to dig very far to get to the support level of the 50 day
moving average which is around 10,810. If that doesn't hold up, then it's a
long ride down to the 200 day moving average at around 10,200. That would
mark a 10% retracement from recent highs which is the same kind of pullback
we experienced in late January/early February.
After Tuesday's drop I don’t think we will reclaim 11,000 right away. And
on the way down, I don't think that 10,810 will hold as that is o |
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g*****u
发帖数: 14294 | 25 long跟long是很不一样的. 像老牛那样上周五margin long的自由度显然比占岗的long
要大。如果来个50% retracement, 一个是可以获利了结，一个得痛苦决定是否割肉。 |
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s*y
发帖数: 124 | 26 I did not even notice until I looked at the chart.
Yes, in a bear market, the retracements are quick.
quick |
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l*******r
发帖数: 3799 | 27 【 以下文字转载自 bluechips 俱乐部 】
发信人: liliwater (lyrist), 信区: bluechips
标 题: The Great Wall of Resistance at SPX 1110
发信站: BBS 未名空间站 (Fri Jun 4 17:46:35 2010, 美东)
Let’s take a quick look at the “Great Wall of China” overhead confluence
resistance at the 1,110 level in the S&P 500 – which is a key line in the
sand between bull and bear.
A quick look at the daily chart shows three levels of (almost exact)
confluence resistance in the S&P 500:
200 day SMA: 1,106
38.2% Fibonacci Retracement: 1,108
20 d |
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g*****u
发帖数: 14294 | 28 对，到那会儿，俺们再多减点。剩下的就可以安心拿着了。
从周一算起，1178也是个61.8%的retracement位置。俺们得先减点。
今天还是有机会把那牛旗展一下的。 |
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k*l
发帖数: 230 | 29 Index is forming a head and shoulder pattern, now bears could get an
excuse to dump the index below neck line and test 975, 20% retracement
from Apr top. |
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n***o
发帖数: 95 | 30 This is only a beginning of the greatest depression. The economy won't
recover in five to six years. The bear market rally from March 2009 ended
when the DOW reached 68% retracement.
The DOW is impulsing down. It has very high probability of losing
50% of its value by the end of the year.
08
09 |
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N********n
发帖数: 8363 | 31 50DMA coming down. retest previous high volume. 38.2 retracement, 38.2
fan out, middle line of bollinger band, upper lane of downward channel...
And above all, PPT has been eerily quiet recently while market plunges. |
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n***o
发帖数: 95 | 32 看起来
DJIA Wave 2 expanded flat has finished. It retraces 68% of wave one and
beginning of wave 2 of extended wave v in a lower degree.
Wave 2 subdivided into w-x-y, flat-x-zigzig. Timewise wave 1 lasted 29days;
wave 2 lasted 76 days. ratio of 0.382 the square of Fibonacci ratio 0.618.
A logic conclusion would be Wave 3 impulses down breaking the low of
March 2009...
S&P 500 shows the same count, only the expanded flat formation fits even
better.
Dollar index has finished its correction, ready to |
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h****g
发帖数: 312 | 33
DOW 10600 is fab 0.5 retracement of down trend from 11200 to 9700. Also the
supply/demand congestion area of the same down trend is between 10900/10600.
Therefore, once 9700 bounce started, you could say the bounce to 10700(0.
618) to 10400(0.382) is a good guess!
That said, you'd better analyze the market based your own trading
methodology. Like right now, Weekly DOW is still very bearish, daily neutral
. Sth. like that. However, I found out there are so many guys here trading
futures and opti |
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N********n
发帖数: 8363 | 34
I hope it could reach the 1140 zone and then short the crap out of it but
then 1114 is the 50% retracement on shallow volume and might just be it.
I'll wait and see here. |
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G*******m
发帖数: 16326 | 35 Today we were in a time window for a possible intermediate low in this
market.
We have seen a little bit of a lift off the lows made near a 50% retracement
back to the July lows, but is it more important in the bigger picture? |
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n***o
发帖数: 95 | 36 Five wave down finished. It is likely to retrace back to 1097. Before it
does so, it might retest the 1062 low.
obvious |
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x*******1
发帖数: 28835 | 38 wait your 640 :). a good call |
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b*******e
发帖数: 24532 | 39 mkt breaks 1090 and reach 1105, more than 50% retracement, very bullish.
can go higher this month. |
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L****n
发帖数: 12932 | 40 ADY scored a major break through today against the market headwind. broke
above 50ma and stayed up there. a sharp increasing volume made this break
through much more credible. It will most likely go above 10.44 first and
then challenge the most important resistant level at 11.30 It has been under
rapid accumulation on significant volume for a month now. Fabonacci line
shows the correction over the last 2 wk pretty much all within 40% retrace--
a high likelihood the attempt at 11.30 will be broke |
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g*****u
发帖数: 14294 | 41 12.33 could very well be the peak of recent rally off its 52-week low at $8.
62. And, that peak happens to be the 38.2% retracement between the 52-week
high and the 52-week low.
Another aspect to watch is whether the stock will break below the trend line
support of this rally, which is about where the EMA50 is. |
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n*******t
发帖数: 1296 | 42 Down with volume
May retrace to low-mid $40 in the next couple of days/weeks
Too many gaps need to be filled from $41 |
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A****e
发帖数: 58 | 43 BAC现在的图形很对称，前低在09/03，第一高在09/09，中间6个月。第二高在10/04，江
恩那套会预测低点就在最近这段时间，6个月左右。
按在fabonacci retracement现在也是50%的重要支撑，准确值大约在$11.2附近。FAS的
图也给出金融板块要强支持。
BAC的问题股价已经反映了，风险自然是有，看持有多少时间了。 |
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L****n
发帖数: 12932 | 44 Next week, at most in the next 2 wk, Market will move north of 1220 and
finally come out of the shadow of the deepest recession since the great
depression. over the last two weeks, all 3 index finish testing the 10wk
line and ready for the decisive move.
in term of historic comparison, this is very similar to the winter of 2004,
after the slaughter of 2002, market ran a steep reversal in 2003 and reach
the cliff of final down leg at about 1150, and it took almost the whole
summer and fall of 20... 阅读全帖 |
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i*****k
发帖数: 18 | 45 看周五收盘，下周二一开始应该涨。但是MACD会有divergence.如果周二跳开4%的话，
还是close take profit 吧。下周一定会有retrace,maybe to 8. |
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s*****r
发帖数: 1745 | 46 Will it retrace to 9 later? Time to take profits? |
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E**O
发帖数: 1980 | 47 下一步明年夏天fibonacci retracement 0.618 at around 3590. |
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g*****u
发帖数: 14294 | 48 Sold my USO around here couple of weeks ago. Escaped the plunge thanks to
Midnight Sleepness call and GS. Missed the retracement back up, however. |
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w******s
发帖数: 16209 | 49 ok. 多谢。 我在玩儿fib extension 线，以前只用过retracement线
exntension线画着还挺好玩儿 |
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C****a
发帖数: 1639 | 50
countless resistance ahead. 现在这个价位就比较重要,50% retracement from
previous high 46.5. I don't know
how high it will go. Just let it run with a tight stop may be a good
strategy. |
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