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l*******r
发帖数: 3799 | 2 【 以下文字转载自 QuantEdge 俱乐部 】
发信人: liliwater (lyrist), 信区: QuantEdge
标 题: Trading strategy: ShortCut's market sense
发信站: BBS 未名空间站 (Thu May 20 02:18:00 2010, 美东)
In stockcafe club, ShortCut post a few market sense (see below). In this
thread, I will test them one by one by some simple
strategies.
1. If the price of bonds falls and the S&P futures rise, ====> then cyclical
stocks show strength.
Trading rules:
Long Morgan Stanley Cyclical Index (CYC) if SPY's daily return > 0 AND 10
year treasury yi |
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b*****h
发帖数: 3386 | 3 【 以下文字转载自 bluechips 俱乐部 】
发信人: liliwater (lyrist), 信区: bluechips
标 题: Current Strategies
发信站: BBS 未名空间站 (Fri May 7 11:34:38 2010, 美东)
From
http://vixandmore.blogspot.com/2010/05/some-thoughts-on-seis-de-mayo-mini.html
I think it makes much sense:
* The possibility of a fat finger order entry error cannot be dismissed, but
even if there were one or more
unintentional large trades, this does not nullify the concerns about
sovereign debt contagion, breaking of
technical support, recent excessive ... 阅读全帖 |
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L*********n
发帖数: 1225 | 4 This strategy is at the assumption that one does not intend to actively
trade the stock but will hold the stock for long term if the market turned
out to be in opposite direction. It will be greatly appreciated if you don't
mind to let me know some long term hold candidates which would fit this
strategy with a possible return of about ~10% in less than two months. Thank
you for the discussion. |
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C****a
发帖数: 1639 | 5 A prove of concept demo.
You can put any simple strategies into the system to let the system select
which one to use.
If one simple strategy doesn't work, it will be automatically eliminated.
If RSI(2)-trending lose power, it will automatically switch to RSI(2)-mean-
reversion, or bah. a.k.a, be
adaptive. |
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i**a
发帖数: 2608 | 6 Tips & Strategies
·Keep in mind that this is a tournament-style poker game so you should
have a long-term strategy. It doesn't matter if you win the most hands. The
way to win is to be the last person at the table. You don't have to play out
every hand or even the majority of hands. Better poker players calculate
the odds and fold quickly if the odds are not in their favor. For the
majority of hands, a good player will fold before the flop. Don't be afraid
to fold and you shouldn't start betting |
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l**********r
发帖数: 335 | 7 转贴， 操它阿三的公共关系 -Tata and other company strategy
Ohio Woos Tata Consultancy as U.S. States Press India for Jobs Share
Business ExchangeTwitterFacebook| Email | Print | A A A
By Mehul Srivastava and Moira Herbst
Dec. 31 (Bloomberg) -- Ohio Governor Ted Strickland is quick to admit that
he doesn’t “particularly enjoy heights.” So why would he climb into a
cherry picker to be lifted 40 feet in the air?
To show off a 196,000-square-foot office park in the Cincinnati suburb of
Milford to executives fro |
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s*******u
发帖数: 1855 | 8 then what is his best strategy? stay at JianKang and forget about the north? |
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L*****G
发帖数: 12375 | 9 这个不好，美国也可以研究中国，叫做 中国战略研究所。
而且，你得把Strategy写对先。 |
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s********n
发帖数: 26222 | 10 中英文都有啊，中文：中国战略研究院，英文： China Strategy Institute。
你老眼神不好啊 |
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s********n
发帖数: 26222 | 11 你的意思是叫“ National Strategy Institute"of China?
NSI,很酷啊 |
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s********n
发帖数: 26222 | 12 嗯， 我觉得 China Strategy Institute 这名字听起来很棒，有气派，呵呵 |
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xt
发帖数: 17532 | 13 Strategy Institute更气派。英国佬就是这样，把国家名字省略，
舍我其谁。 |
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b********n
发帖数: 38600 | 14 A limited list of items Big ‘O’ doesn’t have a strategy for:
1. How to save Social Security/Medicare/Medical
2. How to pay back $20,000,000,000,000 in current debt
3. How to fix the $1,000,000,000,000/yr. deficit
4. How to keep the $ from falling like a brick once the BRIC’s stop using
it to trade between themselves.
5. How to keep the Ukraine and their gas infrastructure from falling under
Russian influence.
6. How to come up with the other 295 tons of Germany’s gold.
7. What to do with Fort Kn... 阅读全帖 |
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t*******h
发帖数: 2744 | 15 source：http://www.nytimes.com/2016/01/09/opinion/chinas-obsolete-economic-strategy.html
It was inevitable that China’s economy would slow from its once
turbocharged growth rates. But its leaders have made so many mistakes in
recent months that they have turned what should have been a benign, natural
slowdown into a chaotic descent.
China’s main stock index fell nearly 10 percent for the week, depressing
stock and commodity prices elsewhere. These drops are not in themselves a
big economic proble... 阅读全帖 |
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g********d
发帖数: 4174 | 16 Posted on Advocate.com October 02, 2011 11:40:00 AM ET
GOP Lobbyist Joins Strategy to Repeal DOMA
By Andrew Harmon
Jo Deutsch and Kathryn Lehman When Jo Deutsch and Kathryn Lehman are en
route to Capitol Hill for meetings with Republicans, they find it best to
avoid certain conversations. The debt ceiling is off the table. So are their
respective political resumes — one has worked for Barbara Boxer, the other
Newt Gingrich. The two lobbyists could not be more divergent on most issues
— except re... 阅读全帖 |
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p******e
发帖数: 897 | 17 From Washington post
http://www.washingtonpost.com/wp-dyn/content/article/2008/06/03/AR2008060304268_pf.html
Almost from the beginning, Hillary Rodham Clinton's superior name
recognition and her sway with state party organizations convinced Barack
Obama's brain trust that a junior senator from Illinois was not going to be
able to challenge the Clinton political machine head-on.
The insurgent strategy the group devised instead was to virtually cede the
most important battlegrounds of the Democrat |
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t***o
发帖数: 462 | 18 Obama's Strategy for Campaigning Against McCain-Palin, the POW and the Mom
Obama must penetrate motherhood-and-military armor the Republicans have
devised
By Liz Halloran
Posted September 12, 2008
"Kids for the Hero and the Mom"
That hand-lettered sign, held aloft by a little boy at a rally this week in
Virginia for GOP nominee John McCain and his running mate, Sarah Palin,
neatly summed up the dilemma Barack Obama faces going into the final stretch
of the presidential campaign.
With the emergen |
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l**********r
发帖数: 335 | 19 转贴， 阿三的公共关系 -Tata and other company strategy
Ohio Woos Tata Consultancy as U.S. States Press India for Jobs Share
Business ExchangeTwitterFacebook| Email | Print | A A A
By Mehul Srivastava and Moira Herbst
Dec. 31 (Bloomberg) -- Ohio Governor Ted Strickland is quick to admit that
he doesn’t “particularly enjoy heights.” So why would he climb into a
cherry picker to be lifted 40 feet in the air?
To show off a 196,000-square-foot office park in the Cincinnati suburb of
Milford to executives from |
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l****z
发帖数: 29846 | 20 WASHINGTON—Republicans are looking beyond Sunday's expected vote on the
Democrats' health-care overhaul to focus on strategies for striking back
should it pass, ranging from challenges to the measure by individual states
to a national repeal campaign.
Opponents say they can still defeat the bill this weekend. By talking about
the tactics now, and showing how they intend to rally the public, they hope
to sway wavering lawmakers to vote no.
And if the bill passes, they have a head start on a strat |
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l****z
发帖数: 29846 | 21 The Chinese government dealt the public relations strategy of green
technology advocates in the Obama administration a blow last month when
Premier Wen Jiabao announced that the state-run economy would stop expanding
its wind and solar industries, choosing instead to focus on nuclear,
hydroelectric and shale — or fracking — as the energies of the future.
“It is getting tougher and tougher for the Obama administration to argue
that somehow we’re in this big race for green power worldwide when the... 阅读全帖 |
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l******a
发帖数: 3803 | 22 yes, we can.... have no strategy at all all the time |
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j*****v
发帖数: 7717 | 23 想不出来Strategy就tm别到处玩，参加筹款婚宴 |
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A**d
发帖数: 13310 | 24 你没引用准确，这说的是利比亚ISIS.我一直认为这是希拉里嘴里最大的一坨屎，她一
手栽培的恐怖组织。巴马的strategy是有的，就是胡萝卜加大棒不管怎么着给希拉里把
利比亚IS捂到11月8号，后边爱咋咋地 |
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t*c
发帖数: 6929 | 25 希拉里的顾问公司和战略策划者。
至于透露出来的文件我倒觉得不是hack，而是Benenson Strategy
这家顾问公司内部人员所为，用来掩护真实身份。 |
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G*********e
发帖数: 2091 | 26 这才几个月。再过几年以后才能看出半农的strategy是不是work
[在 HIFU (花里胡哨) 的大作中提到：]
:选总统和当总统是完全不一样的。搞民粹的路可以拉选票，但在复杂的政治环境中把
自己的政策实施是完全不同的概念。前一阵去高拉力没看出来有啥用。Trump是
Resultist不是Ideologue，干不成事说的再漂亮也没用，"Our decisions will be
guided by
:our values and our goals – and we will reject the path of inflexible
:ideology that too often leads to unintended consequences." 个人认为
Bannon还
:是应该继续留在白宫，至少可以提供不同的声音。
:☆ 发自 iPhone 买买提 1.23.01 |
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l**********r
发帖数: 335 | 27 转贴， 操它阿三的公共关系 -Tata and other company strategy
Ohio Woos Tata Consultancy as U.S. States Press India for Jobs Share
Business ExchangeTwitterFacebook| Email | Print | A A A
By Mehul Srivastava and Moira Herbst
Dec. 31 (Bloomberg) -- Ohio Governor Ted Strickland is quick to admit that
he doesn’t “particularly enjoy heights.” So why would he climb into a
cherry picker to be lifted 40 feet in the air?
To show off a 196,000-square-foot office park in the Cincinnati suburb of
Milford to executives fro |
|
u*****n
发帖数: 160 | 28 Why don't we start a discussion on strategy and "qie cuo":
I used the following ones current:
1) risk arbitrage (CEG for example)
2) statistical arbitrage (for example BRK.A and BRK.B)
3) sell way out of money put (for example, sell 7.5$ and 10$, two month away
put of WFC when WFC was crashed close 10$ and below 10$)
4) Macro analysis (long SRS or short URE, short SSO)
5) take adavantage of leveage slippage (short SDS and short SSO
simuatenously)
How about you? I am willing to elaborate my stra |
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j*****h
发帖数: 3292 | 29 请问一下
From Tax perspective, Invest in REIT in traditional IRA a good strategy?
平时是不是不需要交高的税，退休时取出来用的时候，只需要根据当时的income tax
brackets, 交税？？ |
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n*****o
发帖数: 48 | 30 【 以下文字转载自 Working 讨论区 】
发信人: nethero (frog), 信区: Working
标 题: salary negotiation strategy
发信站: BBS 未名空间站 (Mon Dec 20 17:38:56 2010, 美东)
骑驴找马大半年，一些机会因为各种原因错过，这个月一下子来了2个机会
2个公司同一天phone interview，隔了一天onsite
公司A:
onsite第二天就给了一个口头的offer，给了我一个大概的数字95K base + 12% bonus
(这个不是太确定） + 3k sign up bonus to offset my quarterly bonus lost by
jumping now + stock option （还没定，明天会定）
A是个小公司，500条枪，headquater在我所在的城市，离我家近，工作环境好，办公楼
和一个星级酒店在一个building，公司也提供很近的free parking。上2个月刚刚上市。
公司的HR从linkedin上面主动找我的，一直都聊得不错，不管什么问题... 阅读全帖 |
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l*****a
发帖数: 14598 | 31 template method will call virtual function inside it
strategy means u can change the way to do something |
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b*2
发帖数: 94 | 32 template is like a trigger, which package several abstract methods.
Different sub-class could have different implementation. And our cute
trigger will launch all those methods.
Strategy is pretty strightforward, get the algorithm based on the context. |
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q****x
发帖数: 7404 | 33 in case of template, if there's only one abstract method in the package,
will it be also a strategy? |
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q****x
发帖数: 7404 | 34 /*
Is template method in parallel with strategy to abstract different algorithms? If so, how to modify the following example to template method?
*/
#include
using namespace std;
class Robot;
class Search {
public:
virtual void apply(Robot*) = 0;
};
class Linear: public Search {
public:
void apply(Robot*) { cout << "linear" << endl;}
};
class Spiral: public Search {
public:
void apply(Robot*) { cout << "spiral" << endl;}
};
class Robot {
public:
void go() { m_search->ap... 阅读全帖 |
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q****x
发帖数: 7404 | 35 好像亚麻爱考的chess设计是strategy的经典应用。 |
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r****r
发帖数: 159 | 36 【 以下文字转载自 Quant 讨论区 】
发信人: rexxar (bfyakumo), 信区: Quant
标 题: Credit Suisse的Quantitative Strategies Admission Test
发信站: BBS 未名空间站 (Wed Oct 8 22:06:36 2014, 美东)
有同志一起参加么 一起准备准备
参加过的有推荐的教材或总结么？谢谢！ |
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n******h
发帖数: 2482 | 37 Internal strategy consulting.
top MBA + 3-5 year MBB if you are just an average joe. |
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o*********l
发帖数: 1807 | 38 I used this strategy, pretty good to get you lock down on the offer.
usually seller are expected to reduce price after inspection. They had that
in their mind as well. I knocked off like 10k on inspection report. |
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m**********e
发帖数: 1045 | 39 if I got 100k in bank, I don't want to pay 0.5%-0.8% rate from bank with
1099 tax.
This will be ok:
Open fidelity account for both Me and LD.
Half year to me to get the 50K mileage (say UA mileage or AA mileage ) for
me
and half year to get AA mileage for LD from fidelity,
so one year we can get 100k mileage from Fidelity
it will be sounded for 1.5K interest or 2k (if peak time use this mileage)
It will be better than bankdirect which have monthly fee
Please comment my strategy , thanks |
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a*********1
发帖数: 237 | 40 回国是能源行业，60万base,剩不了多少钱吧上海
还有个offer是留美10万刀一年在快消行业，做strategy，想积累下.以后再说回国不回国吧，能有绿
卡生孩子后估计会从容点，目前啥也没有，老婆跟着，要读mba了
感觉做管理啥的美国经验值钱
目前28,已婚,老婆未工作,全职准备申请学校
目前回国高薪机会很多，同级别的薪水中美倒挂，比如美国13-15万，回国能给到100万的甚至，看看再
说，大家觉得呢？ |
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P***e
发帖数: 804 | 41 Not sure if someone has ever posted this from FW:
______________________________________________________
An Amex Cash Rebate Card FAQ and Strategy Thread
This is thread for discussing the new Amex Cash Rebate Card. I and no doubt
others have received several PMs asking about how this crazy beast works, and
several of us are very interested in figuring out how to best use it. I’m
hoping that this thread will both clarify the card’s functioning AND help us
maximize its potential.
This card replace |
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s****n
发帖数: 700 | 42 【 以下文字转载自 Quant 讨论区 】
发信人: sallen (looking for job), 信区: Quant
标 题: 如果你有了一个好的trading strategy你会怎么做
发信站: BBS 未名空间站 (Thu Oct 22 01:27:49 2009, 美东)
目前我对某个市场的high frequency trading交易有了一点点心得， 自己写了一套交
易算法的程序，back test的时候看上去还是有利润的。如果真正开始交易， 我需要有
一个非常快的price feed, 另外需要一个service program能接受我的order, 并把
order及时转发到broker.
一种简单的做法就是， 找家能提供这个市场的price feed和broker interface的公司
，直接运用这个算法，看看能否盈利。 这个方法的本质还是给别人打工，劳心劳力。
我现在的想法是能不能利用我本身的优势进入管理的层面。 譬如说，假设投资人相信
我的算法，我可以和他们共同筹建一个trading公司。 公司可以在国内雇人以相对低廉
的价格建立一整套trading |
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A********d
发帖数: 52 | 43 when people say they makes 10X in bear market ... they are losers if not
idiots ...
the best strategy is to park your money in cash ... statistically the
winning in bear market is much harder than in bull market ... don't fight
the odds ...
save your capital ... sooner or later when market turns ... you can make a
killing ...
never trade like D56, he has no vision ... trade for longer span of time ...
and ride the big wave ...
I wrote this back in March ... it is still valid ... |
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y***r
发帖数: 16594 | 44 Trading Market Neutral Strategies with Options
from Stock Trading To Go by Mark Wolfinger
Most investors believe they can pick stocks that outperform the major
averages, despite evidence that professional money managers cannot (see for
example: Baer & Gensler, The Great Mutual Fund Trap). This may be the result
of selective memory. If you are not one of those with great predictive
powers, or you never know which way the stock market is going to move in the
future, then the idea of trading a mark |
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r***k
发帖数: 13586 | 46 LZ的strategy显然方向就错了，FAS/FAZ这种东西绝对不能中期hold，sell covered
call更是搞笑。这两个东西只需要告诉人家在多高short就行了，short完了hold
forever。 |
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m********0
发帖数: 2717 | 47 看到有些ID在版上鼓吹straddle/strangle,就顺便说几句。 straddle和strangle当然
都有
各自的用处，适合不同心理性格的trader，既可以偏bearish,也可以偏bullish，也可以
neutral，比较明显的缺点就是ROI有点偏低，因为开始long两条ATM附近的leg，可能一
开始持有
的80%以上是premium。
ER前后的股价变化明显，这个基本是共识了，现在的市场比较脆弱，投资者对于
surprise的反应很
激烈，即便actual没有beat estimate和estimate比较接近，股价也经常在ER前后剧烈
变动。
具体的点可能要一做一程序来验证。
但就我短短3，4个月炒股经验而言，ER好的时候，大跌也不是没可能，甚至blue chips
也不能例
外。所以在ER上面赌博对于stock来讲，是很不好把握的。有人曾经告诉我，同一个
sector，之前
ER如果比较好的话，以同样的态度赌后面ER的公司赢面很大，我没有试过，试过的人不
妨出来说说。
相比于stock，option的neutral strategy很多，也不一定需要index |
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m********0
发帖数: 2717 | 48 IV can be found pretty much anywhere.
Your broker must have this information available.
but I have to add some words:
straddle trading is said to be de rigueur strategy.
from Mcmillan's book,
he mentioned, it's popular since the beginning of the option trading.
and ppl shows more interests on straddle selling than straddle buying,
specially on bearish market.
the collateral requirement is the higher one of the two naked positions.
My opinion on this is:
ER is a very apparent thing to make IV its |
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E*******r
发帖数: 2723 | 49 初步想法是每个星期一到两篇，持续一个月，总共5-10篇。牛人和青蛙都欢迎，有好
strategy的都欢迎，这是一个交流讨论，共同提高的机会！
内容要求：有详细的文字说明，鼓励有图解，有方法的适用范围和局限性，提倡有实际
操作的例子。
任何ID均可报名，发帖内容符合上述要求即可。邀请版上的牛人Walstudio, wavelets
，yyber, liliwater, daledale, carrix, coldface主讲。mitbbs2020已经接受邀请，
发了论坛第一帖。
奖励方法：每个主讲ID发300伪币，上面提到的ID算邀请报告，加88伪币，得388伪币。
Trading with Correlations by mitbbs2020
http://www.mitbbs.com/article_t/Stock/32956081.html |
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G*******s
发帖数: 10605 | 50 真正有效的 strategy一旦公开讨论就不会赚钱了，当然方法可以借鉴
wavelets |
|
