p*****l
发帖数: 8 | 1 确切地说，应该是post distribution day trading rule。
今天是个Major distribution day(defined by Cobra九号胡同)。
从去年10月以来，连上今天，一共16个distribution day，让我们来看看，第二天都发
生了什么。
首先打开网页
http://stockcharts.com/def/servlet/Favorites.CServlet?obj=ID2393449&cmd=show[s128363142]&disp=P
这是cobra的spx图。
然后打开stockcharts.com，看spy的图，因为spy包含了open gap的信息，且是真正
tradable的东西。
自己对比一下，一个个数过来，发现了什么？
1.第二天以跌的居多
2.无论涨跌，以spy previous close为中心，上0.2，下0.6的区域，总是被cover的。
这是一个16 out of 16的统计结果。如果有疑虑的话，大家可以backtest一下去年10月
以前的，看看准确率如何。
好了，any use?
用处大了去了。 |
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L****n
发帖数: 12932 | 2 Last week's reading on the record volume on 5/16 was on the spot. DRYS was
out of the rising channel and has been consolidating in a narrow range. the
first rebound of sharp sell off offers a good tradable range, but it don't
last long and tides up your capital if you leave a big position in it.
now the question is where it most likely wound go from here. from the chart,
it looks like a bearish consolidation to me. compare to the conslidation
period in late 2007 (green circles) and Feb 09 (read |
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z***e
发帖数: 5600 | 3 Index itself is not tradable. If you manage a large portfolio,
and somehow a market event happens and you need to sell the market,
the quick, easy and cheap way is to sell the index futures
(you can also short the ETFs, but the futures have much much
longer history than the ETFs) |
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l******n
发帖数: 347 | 5 love the drops.
Just open up one my account to be options tradable.
Let's see. |
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b*******e
发帖数: 24532 | 6 \ /
\ /\ /
\/ \/
双底有三种，一种是higher low,一种是lower low, 一种是等底。
所以要写就要分开来写，每一种地tradable probability是不一样地。
higher low> same low> lower low.
呵呵 |
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w*******o
发帖数: 6125 | 7 首先，不是大牛，啊
其次，别误会，我不是说MTG一定会大涨，
只是从tradable来说，MTG没有其他那么冷淡而已,弄半天累个半死 |
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G****u
发帖数: 126 | 8 Eagle Rock Energy Partners to Launch Rights Offering
HOUSTON, May 21, 2010 (GLOBE NEWSWIRE) -- Eagle Rock Energy Partners, L.P. (
the "Partnership" or "Eagle Rock") (Nasdaq:EROC) announced today that it
intends to launch a rights offering, pursuant to which it will distribute
freely-tradable rights (each a "Right" and collectively the "Rights") pro
rata to holders of record ("Record Date Unitholders") of its common units as
of the close of business on May 27, 2010 (the "Record Date"). Record Dat |
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g*****y
发帖数: 129 | 9 你能注意到这个，已经很不得了了。
但不恐怖，后面隐藏着很深的Trade心理。 今天的Vix表现还是可以指导明天的DT的，
特别是VIX的Intraday走势。譬如说，明天如果Gap Down你该怎么操作。。
不过有一点， 在VIX高于30时，DT或伏兵是个风险最低的操作策略。
现在抄Tradable底部应该还等等。得看看是不是连续底部暴量出现后再行动 |
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p****a
发帖数: 4829 | 10 How to short VIX? VIX is not a tradable symbol. |
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G*******s
发帖数: 10605 | 11 Maybe you are right, money talks. I don't have faith in BP, just a tradable
stock. |
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G*******s
发帖数: 10605 | 13 Profitable trade is always good trade. I will temperarily hold UNG longer
and hope to sell it at least around 8.7.
RIG, APC are tradable stocks related to BP. NE is safer bet. Last time when
I mentioned BP, those stocks are in my radar and got some RIG at 48.xx,
looks pretty good now.
1000 |
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e*******r
发帖数: 355 | 15 您就是那位大名鼎鼎的5帮主吧
今天我也Load了一些，如果今天是MDD收场的话，未来3-5天应该有个Tradable Bottom
所以逐步捞吧 |
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g****u
发帖数: 695 | 16 You are asked to build a trading strategy with 60% correct ratio. This means
whatever method you give, it will be excuted a large number of times in
market in order to make sure profit with statistic significancy.
^VIX is an index so not tradable directly. There are derivatives using ^VIX
as the underlying, e.g. VIX futures and options. That would be the first
products you should look at. However, due to their lack of liquidity,
neither is suitable for a trading strategy to bet through a large n... 阅读全帖 |
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e*******r
发帖数: 355 | 17 To everybody here. Wish you merry Christmas and a happy and prosperous new
year.
这周到今天清除了所有的Positions，账户All Cash。安心过节了。
炒股到现在，账户YTD增加 +102% 今年四月以前账户起起伏伏，始终是一个range。甚是痛
苦，后来发愤学习Mechanical Trading，自己研究出几个指标，终有回报，账户算是直
线稳定上升了。现在想来，赚多少没什么，没有比稳定盈利更让我快乐了。
知道这里的很多人跟我一样，有痛苦有挣扎，也有很多的IDs让我获益匪浅，先把我的
最确定而重要的感悟交代一下，也算是对贵版的回报吧。
1 Market is not always tradable。 我原来不管什么样的Market，总是喜欢交易。所
以每天不能空闲下来，老是下Order，结果在choppy market的时候，总是亏，而在
Trending Market的时候总是蝇头小利，账户不涨，性情起伏大。还交可观的Broker 交
易费。 后来静下来细细一看，发现了这一规律。当market带... 阅读全帖 |
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b******7
发帖数: 639 | 18 THE BEAR MARKET IN STOCKS ENDED a year ago, but a lot of online traders and
investors apparently didn't get the memo. They cut back on equity
transactions in 2009 -- despite the 23.5% surge in the Standard & Poor's 500
-- and instead demanded more products and services. They got them. More
bonds, options, foreign exchange, commodities and mutual and exchange-traded
fund offerings; more social networks to combine their talents; more
education to wean themselves further from full-service brokerage... 阅读全帖 |
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k********8
发帖数: 7948 | 19 that's true..
it takes time to establish a tradable setup, which prevent ppl from over
trading. |
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a*****e
发帖数: 1717 | 20 CRUDE is hard but ES this week is so tradable.
My first week on ES
SLD 1 ES false MAR11 Futures ESH1 1312.75 GLOBEX MAR 3
00:42:48 BookTrader 2.01
BOT 1 ES false MAR11 Futures ESH1 1312.50 GLOBEX MAR 3
02:02:23 BookTrader 2.01 -108.19
BOT 2 ES false MAR11 Futures ESH1 1310.00 GLOBEX MAR 3
03:50:01 BookTrader 4.02 33.63
SLD 1 ES false MAR11 Futures ESH1 1327.00 GLOBEX MAR 3
12:16:45 B... 阅读全帖 |
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s*****r
发帖数: 1745 | 21 No, my friend, it does not make sense to me at all.
It is like you are gonna have a 24 hour flea market where whoever wanna buy
or sell to pay for the ask or bid, why do MMs have to be dragged in?
Besides, Forex, Futures are all tradable overnight on ECNs, why the
discrepancy? |
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a*****e
发帖数: 1717 | 22 if CNY is tradable, it's a totally different story then.
right now, only see Hongkong would do AUD/CNY futures?
CME has USD/CNY futures.
ratio |
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w******s
发帖数: 16209 | 23 I only read those "tradable" ones. I never care spx when I trade es. |
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g*****u
发帖数: 14294 | 24 It is not very inducive to limit ourselves to a narrow take on TA.
The broader notion of TA covers all methods that strives to seek an edge in
trading by exacting tradable ideas from past transaction data and
information history. |
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i****e
发帖数: 451 | 26 Hehe, but I feel already a lot tradable cases than I can handle, try to see
whether they can provide different ways to gamble
so you could trade more , sell more ? and more casino time?
★ Sent from iPhone App: iReader Mitbbs 6.88 - iPhone Lite |
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S******n
发帖数: 1009 | 27 I didn't use machine learning algorithms, which train
a model based on training data, and test the model on
future test data. My system just simply look for
tradable patterns based on domain
knowledge(resistance, breakout, etc).
I don't think there is overfitting of parameters,
because it's not easy to find a parameter working for
such a long time with various market conditions.
The winning rate seems too good to be true, maybe
there are some errors of the system.
works. Just a
train and test t... 阅读全帖 |
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c*******o
发帖数: 1722 | 28 you might also consider liquidity premium.
there are lots of small names that you can have
great backtest results but almost not tradable in
real time because they are not liquid enough.
even with that, 95% hit ratio sounds too good. |
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l******g
发帖数: 743 | 29 如果你trading for capital gain
一定要顺势而为
每年的夏天都不好trade, 市场人心不稳，比较choppy
能避开就避开，能轻仓就轻仓
没有必要每天都在里面杀个七进八出的
每年市场总会有那么几个月可以让傻子都挣钱
即使大熊市总也有tradable bounce
关键是不要把钱在不要么favorable的几个月又傻傻的输回去
如果你trading for cash flow, for living
那没什么好说的
btw, 夏天出去渡假，烧烤，游泳多好
或者看球也行啊，今年NBA很精彩，hoho |
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z***e
发帖数: 5600 | 30 VXX is the ETF that tracks VIX futures and was a great pick (VXX extremely
hard to time).
VIX index is not tradable. |
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u********e
发帖数: 4950 | 31 Yeah, "VIX" is not tradable.So you only have 80% invested. The rest of 20%
is deemed as cash according to rules. Good pick though!
Thanks. |
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g****u
发帖数: 695 | 32 各位能不能先读点书搞清楚了什么是 option 再去买卖去？
还好意思打电话给客服。。。
你 exercise stock option 当然拿到的是 stock 了，要不叫什么 exercise?
这跟 broker 有什么关系？客服可能这辈子都没听过这种问题。
只有 underlying 不是 tradable 的 option，比如说 index option 才是直
接 cash settle 差价的。 |
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v*****k
发帖数: 7798 | 33 俺觉的是个tradable bounce。结果没挣到钱。还好也没怎么亏 |
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v*****k
发帖数: 7798 | 34 sigh，昨天大家不过是想抢个一两天tradable 反弹的。这年头啥都不可靠了。 |
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w*******o
发帖数: 6125 | 35 Mixed Signals.
1/3 Principle: DJI dropped -636 yesterday,
but looks have a strong resistence on 1/3 rebounce,
which is +212 points
Conclusion: Wait for Fed. |
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v*****k
发帖数: 7798 | 38 orz。其实我发完帖子就意识到这是个不需要讨论的问题，因为想来想去也只有这个答
案。还是不够淡定，哈哈 |
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w*******o
发帖数: 6125 | 39 你这叫明知故问，我那几板斧，都是黑虎掏心拳一类的，你还不知道。
唯一的不同，可能是你首先想到的是怎么赚钱，我先想到的是怎么能够不亏。 |
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v*****k
发帖数: 7798 | 40 所以说我还是不够淡定，需要时时刻刻提醒自己不要过于aggressive。继续努力争取首先想到不亏 |
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m********a
发帖数: 281 | 41 whats 1/3 principle? Feds statement is out, whats next, 大牛请指示 |
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rh
发帖数: 3901 | 42 这一轮大反弹至少会涨212点吧
几天之内可见11000点 |
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m********0
发帖数: 2717 | 43 The thing is the it's not a graph for any stock. I just make it with the
following R code,
require(TTR)
ret<-cumsum(rnorm(252,sd=0.036))
ret2<-exp(ret)
p<-50*ret2
ma20<-SMA(p,20)
ema20<-emaTA(p,20)
ema50<-emaTA(p,50)
plot(p, type="l")
lines(ema20, type="l",col='green')
lines(ema50, type="l",col='red')
and I used lognormal distribution for the returns, textbook assumptions
for
a big group of models.
skeptic(as exists everywhere), yes, I borrowed this idea from ET. Please
don
't rush to criticize,... 阅读全帖 |
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v*****k
发帖数: 7798 | 44 光有钱是打不了麻将的，还得有经济指标做凳子。基本面不好转不会有巨大的rally（
当然会有tradable 的rally）。 |
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u********e
发帖数: 4950 | 45 ☆─────────────────────────────────────☆
zlquasar (zlquasar) 于 (Thu Jun 9 10:41:46 2011, 美东) 提到:
用的是optionshouse，发现执行option需要实际买卖股票而不是直接获得差价……这是
正常的么？刚打客服问，说就是这样的，你没钱买股票的话就不能exercise只能卖掉
option……态度还非常粗鲁，明显听到还在吃早饭的声音……
☆─────────────────────────────────────☆
gsbac (paulson & co) 于 (Thu Jun 9 10:51:37 2011, 美东) 提到:
你没搞明白吧
你买的是europian option，到期才能exercise
不是american option，随时可以excerice
☆─────────────────────────────────────☆
stlstl (射天狼) 于 (Thu Jun 9 10:55:30 2011, 美东) 提到:
你没钱买股票，... 阅读全帖 |
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s*******g
发帖数: 121 | 46 It will be tradable below $1 in short term. Its right of tons of patents is
a big stake. It is still a monoply in clinical and biomedical image field. |
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e*******r
发帖数: 355 | 47 en, I agree what you said that "the bottom line is nobody really knows".
To me, "Cheap" is defined as the oversold level at which the market has the
effect causing that oversold regardless of whether the current price is over
or below the actual market price. Therefore, one needs to implement some
parameters to measure that oversoldness. Once verified, then it is tradable
to LONG the stock for potential profitable outcome. The reverse is also true
for SHORT.
This is more or less the pattern of s... 阅读全帖 |
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l**********s
发帖数: 50 | 48 我自己build了一个小model, 显示这个公司的合理估值在$7左右, 不像piper jeffray
那些一来就$12 target那么夸张. 楼上说的没错, SSD, NAND, 基本上可以说除了CPU的
其他电脑配件, 都是commodity性质的. 最近存储颗粒价格疲软, OCZ说由此cost
cutting的方法变得更多了. 这样的话bottom line应该很快好转.
楼上说价格战一起大公司就赢, 不敢苟同. 这方面小公司会nimble很多. 况且OCZ从推
出第一个产品开始, 就是以价廉吸引眼球的. 要说OCZ的缺点, 应该说虽然其硬件很好,
但是软件 (固件, firmware)的支持太差, 导致产品非常不稳定. 这在企业级用户面前
是无法接受的. 但是每种产品自然都有高中低等, 面对不同的消费群. 所以不能说产品
质量差就没有市场, 只要它够便宜.
FIO长期来看是绝对不investable. 估值太高. 看看今天的GMCR即可. 所有高估值的股
票, AMZN, 以前的GMCR,NFLX 等等, 都逃不过市盈率回归正常的那一天. 哪怕他们的产
品多么fancy. ... 阅读全帖 |
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L****n
发帖数: 12932 | 50 哪里， 那个时候工作比较闲， 话就说得比较多。 侥幸对了一两次。
我觉得要讲大盘先把定义说清楚了， 我的定义：
consolidation - 就是常说的震荡。 range within 3-5%, time frame within weeks.
very hard to trade trend.
correction - 回调， range around 10% - trend forming, 1-3 month. and
tradable (short side).
bear market - 熊市， range over 20%. clear market trend. over 6month long.
现在在突破前期高点(07, 1440）后的第一个consolidation period. about 5% above
the breakout line. could develop into a correction, test breakout line again
, but unlikely after recent weeks of churning. if ... 阅读全帖 |
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