c****y
发帖数: 3592 | 1 其实就是CTA trading一般有什么策略？比如trending follow, mean reversion?还有
别的么 | N******r
发帖数: 642 | | l*******1
发帖数: 113 | 3 75% fibonacci retracement
MACD
RSI
Bollinger Band
mean reversion
Carry Trade
spot-future cash and carry arbitrage
triangle arbitrage | c****y
发帖数: 3592 | 4 大牛啊。。
有几个问题
1. 为什么是看75% fibonacci retracement?
2. RSI, BB之类不都属于mean reversion么？
3. 能解释下spot-future cash and carry arbitrage么？
【在 l*******1 的大作中提到】
: 75% fibonacci retracement
: MACD
: RSI
: Bollinger Band
: mean reversion
: Carry Trade
: spot-future cash and carry arbitrage
: triangle arbitrage
| l*******1
发帖数: 113 | 5 Not necessarily 75%, could be any sensible number as per the strategy.
Yeah, those are all mean-reversion, but different varieties.
Spot and future arbitrage is just
when
F != Se^rt
short the overpriced, buy the underpriced.
Just my 2 cents. |
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