a*****e
发帖数: 1717 | 1 most of these thoughts are not original. There are millions of bright minds tried and
trying to find a gold mine in the market, so I started to learn from what
they learned first instead of finding gold mine on my own. A golden copycat
is far beyond most ppl's target.
I can't agree more on those quotes mostly.
follow the trend. I focused previously on counter-trend with very high
winning rate (close to 90%). But the drawback for that is:
usually counter-trend means more confidence, it's very easy to get into the
illusion of perfectionism. If you've ever dream of it, I can assure you that
you will learn very soon, there is not such thing in the market.
"follow" the trend, otherwise, you are guessing, or more formally,
speculating. At least wait for the most slight confirmation. In my opinion,
people who "speculate the trend" are either heroes or insiders. Heroes die
fast.
A high hand in other forum said, there is initially price actions, followed
by reactions, from which price patterns are created. It's far more than
enough to make money from this theory.
It's secondary to trade based on what you think. Trade based on what you see
. If market interpret news differently with your thoughts, give up your
imaginations. It's important to take close eyes on news. But in my opinion,
you are lucky enough if the market is in the direction aligned with your
interpretation of "major" new in median to large time frames. There could be
many fluctuations in between which will confuse you.
Cut loss the moment you feel uncomfortable, don't wait till panic. Market is
very good at boiling you like a frog with warm water. Because there are
frogs just like you averaging down/up, waiting for miracles, in other words, being boiled. |
b*******e
发帖数: 24532 | 2 very nice posts, thanks
and
copycat
the
that
【在 a*****e 的大作中提到】
: most of these thoughts are not original. There are millions of bright minds tried and
: trying to find a gold mine in the market, so I started to learn from what
: they learned first instead of finding gold mine on my own. A golden copycat
: is far beyond most ppl's target.
: I can't agree more on those quotes mostly.
: follow the trend. I focused previously on counter-trend with very high
: winning rate (close to 90%). But the drawback for that is:
: usually counter-trend means more confidence, it's very easy to get into the
: illusion of perfectionism. If you've ever dream of it, I can assure you that
: you will learn very soon, there is not such thing in the market.
|
w******s
发帖数: 16209 | 3 这篇写的很好呀，感觉很有共鸣。很多地方有共鸣。
minds tried and
copycat
the
that
,
followed
see
,
be
is
words, being boiled.
【在 a*****e 的大作中提到】
: most of these thoughts are not original. There are millions of bright minds tried and
: trying to find a gold mine in the market, so I started to learn from what
: they learned first instead of finding gold mine on my own. A golden copycat
: is far beyond most ppl's target.
: I can't agree more on those quotes mostly.
: follow the trend. I focused previously on counter-trend with very high
: winning rate (close to 90%). But the drawback for that is:
: usually counter-trend means more confidence, it's very easy to get into the
: illusion of perfectionism. If you've ever dream of it, I can assure you that
: you will learn very soon, there is not such thing in the market.
|
C*G
发帖数: 7495 | 4 boiling you like a frog with warm water是不是就是温水煮青蛙的意思？
说的就是我老，太准了，哭死哭死 |
a*****e
发帖数: 1717 | 5 谢谢。
I made a lot of mistakes, have to learn from those if I want to survive.
【在 w******s 的大作中提到】
: 这篇写的很好呀，感觉很有共鸣。很多地方有共鸣。
:
: minds tried and
: copycat
: the
: that
: ,
: followed
: see
: ,
|
b******r
发帖数: 16603 | 6 ding!!!!
【在 a*****e 的大作中提到】
: 谢谢。
: I made a lot of mistakes, have to learn from those if I want to survive.
|
g*****u
发帖数: 14294 | 7 What time frame and magnitude of price fluctuation are in question?
Nice post!
minds tried and
copycat
the
that
【在 a*****e 的大作中提到】
: most of these thoughts are not original. There are millions of bright minds tried and
: trying to find a gold mine in the market, so I started to learn from what
: they learned first instead of finding gold mine on my own. A golden copycat
: is far beyond most ppl's target.
: I can't agree more on those quotes mostly.
: follow the trend. I focused previously on counter-trend with very high
: winning rate (close to 90%). But the drawback for that is:
: usually counter-trend means more confidence, it's very easy to get into the
: illusion of perfectionism. If you've ever dream of it, I can assure you that
: you will learn very soon, there is not such thing in the market.
|
c**t
发帖数: 9197 | |
d*****s
发帖数: 5610 | 9 如果你能达到counter-trend 90%的winning rate,我不知道你还要看其他干什么？你要
做的就是控制风险，把整个trading的风险控制好。
minds tried and
copycat
the
that
【在 a*****e 的大作中提到】
: most of these thoughts are not original. There are millions of bright minds tried and
: trying to find a gold mine in the market, so I started to learn from what
: they learned first instead of finding gold mine on my own. A golden copycat
: is far beyond most ppl's target.
: I can't agree more on those quotes mostly.
: follow the trend. I focused previously on counter-trend with very high
: winning rate (close to 90%). But the drawback for that is:
: usually counter-trend means more confidence, it's very easy to get into the
: illusion of perfectionism. If you've ever dream of it, I can assure you that
: you will learn very soon, there is not such thing in the market.
|
d*****x
发帖数: 1520 | 10 手把绳子跳入眼，
低头便见水中天；
心地清净方为道，
退步原来是向前。 |
|
|
a*****e
发帖数: 1717 | 11 yes, my risk control really sucks.
I did not lie about my accuracy. Sample size is not small.
But I agree with you it will decay with time, I think 70% is enough
from my timeframe.
Btw, I am more focused on 1-2 point scalping recently, live testing some strategies with TWS API.
This is far more accurate than back-testing.
【在 d*****s 的大作中提到】
: 如果你能达到counter-trend 90%的winning rate,我不知道你还要看其他干什么？你要
: 做的就是控制风险，把整个trading的风险控制好。
:
: minds tried and
: copycat
: the
: that
|
c**t
发帖数: 9197 | 12 API seems useless to me.
tried before. the result is so so.
Since big player has much more powerful machine to run those kind of trade.
it is not a leveled play ground.
I think for individual, the trick is to relax.
trade less.
wait.
only when there is money on the street and then go over and pick it up. |
b*******e
发帖数: 24532 | 13 hiahia, just kidding with grammar checking. :)
^^^^^^^^^^^^^^^^^^^^^^
should be " control really sucks"
^^^
sample size
strategies with TWS API.
^^^^^^^^^^^^^^^^
more should be paired with "than"?
【在 a*****e 的大作中提到】
: yes, my risk control really sucks.
: I did not lie about my accuracy. Sample size is not small.
: But I agree with you it will decay with time, I think 70% is enough
: from my timeframe.
: Btw, I am more focused on 1-2 point scalping recently, live testing some strategies with TWS API.
: This is far more accurate than back-testing.
|
a*****e
发帖数: 1717 | 14 继续说一个小赌怡情的方法，前些天非常news driven，market 非常sensitive的时候
，我睡觉前都设置了一个buy at tonight's low, 一个sell at tonight's high。五次有三
次filled了，买单卖单都filled了。有一次买在daily low, 卖在daily's high一下一
个tick。一觉醒来赚了十几点。
小赌还是可行的，注意设置Filled以后的stop order。
有空可以把log翻出来看看，找找规律。
Anyway，这算是一种"let the market come to you"的例子吧。 |
b*******e
发帖数: 24532 | 15 有点中文阅读起来亲切多了，hiahia
【在 a*****e 的大作中提到】
: 继续说一个小赌怡情的方法，前些天非常news driven，market 非常sensitive的时候
: ，我睡觉前都设置了一个buy at tonight's low, 一个sell at tonight's high。五次有三
: 次filled了，买单卖单都filled了。有一次买在daily low, 卖在daily's high一下一
: 个tick。一觉醒来赚了十几点。
: 小赌还是可行的，注意设置Filled以后的stop order。
: 有空可以把log翻出来看看，找找规律。
: Anyway，这算是一种"let the market come to you"的例子吧。
|
a*****e
发帖数: 1717 | 16 thanks, corrected.
and should be "focused" instead of "focus"
【在 b*******e 的大作中提到】
: hiahia, just kidding with grammar checking. :)
:
: ^^^^^^^^^^^^^^^^^^^^^^
: should be " control really sucks"
: ^^^
: sample size
:
: strategies with TWS API.
: ^^^^^^^^^^^^^^^^
: more should be paired with "than"?
|
b*******e
发帖数: 24532 | 17 Orz hiahia
【在 a*****e 的大作中提到】
: thanks, corrected.
: and should be "focused" instead of "focus"
|
w******s
发帖数: 16209 | 18 蜜蜂现在真仔细。
【在 b*******e 的大作中提到】
: Orz hiahia
|
a*****e
发帖数: 1717 | 19 什么是phase-OT呀？
【在 b*******e 的大作中提到】
: Orz hiahia
|
u********e
发帖数: 4950 | 20 Well said
Everyone should has his/her own strategy, either trend following or counter
trend investments. But there should be no strategy to be superior than any
others.
The existing of the market itself means that it is always 50%-50% at any
trading points. It is only possible for you to do the trend trading when
other people are doing the counter trend trading. No need to say the people
who sells the stock to you are the speculators.
One simple example is that you can see both the "growth investment fund" and
the "valuation investment fund" live well with each other. |
|
|
b*******e
发帖数: 24532 | 21 我都快成条件反射了 呵呵
【在 w******s 的大作中提到】
: 蜜蜂现在真仔细。
|
b*******e
发帖数: 24532 | 22 phase-out hiahia
【在 a*****e 的大作中提到】
: 什么是phase-OT呀？
|
w******s
发帖数: 16209 | 23 在改论文？
【在 b*******e 的大作中提到】
: 我都快成条件反射了 呵呵
|
b*******e
发帖数: 24532 | 24 是审别人的paper,在做paper review ...
【在 w******s 的大作中提到】
: 在改论文？
|
w******s
发帖数: 16209 | 25 你还在学校挂着呢？
【在 b*******e 的大作中提到】
: 是审别人的paper,在做paper review ...
|
a*****e
发帖数: 1717 | 26 Partially agree.
the other side of trend follower is not necessarily counter-trend trader.
Could be trend follower with profit taking, loss stopping, or just hedging
purpose.
I am not sure if majority players are directional.
counter
people
and
【在 u********e 的大作中提到】
: Well said
: Everyone should has his/her own strategy, either trend following or counter
: trend investments. But there should be no strategy to be superior than any
: others.
: The existing of the market itself means that it is always 50%-50% at any
: trading points. It is only possible for you to do the trend trading when
: other people are doing the counter trend trading. No need to say the people
: who sells the stock to you are the speculators.
: One simple example is that you can see both the "growth investment fund" and
: the "valuation investment fund" live well with each other.
|
w******s
发帖数: 16209 | 27 Major part of the money in the pool is still from mutual fund that could
only buy and hold？
【在 a*****e 的大作中提到】
: Partially agree.
: the other side of trend follower is not necessarily counter-trend trader.
: Could be trend follower with profit taking, loss stopping, or just hedging
: purpose.
: I am not sure if majority players are directional.
:
: counter
: people
: and
|
a*****e
发帖数: 1717 | 28 Very likely.
giving ETFs, I think they are able to have synthetic short?
Not sure about it.
【在 w******s 的大作中提到】
: Major part of the money in the pool is still from mutual fund that could
: only buy and hold？
|
b*******e
发帖数: 24532 | 29 没有啊，但是为了生计阿. sigh
【在 w******s 的大作中提到】
: 你还在学校挂着呢？
|
w******s
发帖数: 16209 | 30 I don't traditional mutual fund is allowed to buy those ETF to short。
So， majority player in the game is still directional and the direction is
upside。
【在 a*****e 的大作中提到】
: Very likely.
: giving ETFs, I think they are able to have synthetic short?
: Not sure about it.
|
|
|
w******s
发帖数: 16209 | 31 去当小编了？
【在 b*******e 的大作中提到】
: 没有啊，但是为了生计阿. sigh
|
a*****e
发帖数: 1717 | 32 I see. I want one pound of flesh from them:)
【在 w******s 的大作中提到】
: I don't traditional mutual fund is allowed to buy those ETF to short。
: So， majority player in the game is still directional and the direction is
: upside。
|
b*******e
发帖数: 24532 | 33 又都是英文了 sigh
^^^^^^^^^^^^^
如果两面，用another 或者opposite
^^^^^
of
【在 a*****e 的大作中提到】
: Partially agree.
: the other side of trend follower is not necessarily counter-trend trader.
: Could be trend follower with profit taking, loss stopping, or just hedging
: purpose.
: I am not sure if majority players are directional.
:
: counter
: people
: and
|
b*******e
发帖数: 24532 | 34
^^^^^
funds
【在 w******s 的大作中提到】
: Major part of the money in the pool is still from mutual fund that could
: only buy and hold？
|
b******r
发帖数: 16603 | |
w******s
发帖数: 16209 | 36 Orz
【在 b*******e 的大作中提到】
:
: ^^^^^
: funds
|
a*****e
发帖数: 1717 | 37 嗯。 not sure whether/if 说的通, 比较口语化：） 不敢发帖了。
【在 b*******e 的大作中提到】
: 又都是英文了 sigh
:
: ^^^^^^^^^^^^^
: 如果两面，用another 或者opposite
:
: ^^^^^
: of
|
b******r
发帖数: 16603 | 38 村长连谓语动词都省略了，我都看不下去了。
【在 b*******e 的大作中提到】
:
: ^^^^^
: funds
|
b*******e
发帖数: 24532 | 39 mutual fund一般不搞syntetic short的，那样太复杂，普通的401k都有规定只有哪些
哪些组合的.
^^^^^^^^^^
Given?
【在 a*****e 的大作中提到】
: Very likely.
: giving ETFs, I think they are able to have synthetic short?
: Not sure about it.
|
b*******e
发帖数: 24532 | 40 正在朝这个方向努力 hehe
【在 w******s 的大作中提到】
: 去当小编了？
|
|
|
g*****u
发帖数: 14294 | 41 Mutual fund AUM is at about 20%.
【在 w******s 的大作中提到】
: Major part of the money in the pool is still from mutual fund that could
: only buy and hold？
|
b*******e
发帖数: 24532 | 42 村长看好的股神mm候选人 hehe
【在 b******r 的大作中提到】
: 到了公司我又仔细看了一遍，真是不错。
|
b*******e
发帖数: 24532 | 43 Orz back
【在 w******s 的大作中提到】
: Orz
|
b*******e
发帖数: 24532 | 44 sigh, 我自己的问题...
【在 a*****e 的大作中提到】
: 嗯。 not sure whether/if 说的通, 比较口语化：） 不敢发帖了。
|
w******s
发帖数: 16209 | 45 美国是游泳过来的，我们几个同船的把衣服放到一个塑料袋里。
离岸边不远的时候光着身子游过去。
到了岸上穿上走路，结果岸上附近正好是个海滩，
我的衣服袋子掉了，所以光身子在大街上走，
其它的10多个人都把西服领带穿的好好的。。。
结果。。杯具了
被人报了警。。 不过惊喜的是。。 我光着身子到不显眼
那些同伴在海滩上穿西服走一串儿反倒被抓起来了。。。
于是
我就幸存下来了。。
最终找到了份儿灌水的工作
所以就不要太挑剔了 |
b*******e
发帖数: 24532 | 46 wkao, 新一代移民典范啊 Orz hehe
【在 w******s 的大作中提到】
: 美国是游泳过来的，我们几个同船的把衣服放到一个塑料袋里。
: 离岸边不远的时候光着身子游过去。
: 到了岸上穿上走路，结果岸上附近正好是个海滩，
: 我的衣服袋子掉了，所以光身子在大街上走，
: 其它的10多个人都把西服领带穿的好好的。。。
: 结果。。杯具了
: 被人报了警。。 不过惊喜的是。。 我光着身子到不显眼
: 那些同伴在海滩上穿西服走一串儿反倒被抓起来了。。。
: 于是
: 我就幸存下来了。。
|
b******r
发帖数: 16603 | 47 现在BZ太不给力了！
马克加紧马克加紧！！
村长现在的帖子太欢乐了，包括昨晚的致负秘籍。
【在 w******s 的大作中提到】
: 美国是游泳过来的，我们几个同船的把衣服放到一个塑料袋里。
: 离岸边不远的时候光着身子游过去。
: 到了岸上穿上走路，结果岸上附近正好是个海滩，
: 我的衣服袋子掉了，所以光身子在大街上走，
: 其它的10多个人都把西服领带穿的好好的。。。
: 结果。。杯具了
: 被人报了警。。 不过惊喜的是。。 我光着身子到不显眼
: 那些同伴在海滩上穿西服走一串儿反倒被抓起来了。。。
: 于是
: 我就幸存下来了。。
|
b*******e
发帖数: 24532 | 48 本来土豆还看看的，但是不知道这两天土豆怎么不出声了，奇怪了。我在想是不是
put bidu 太猛了.
【在 b******r 的大作中提到】
: 现在BZ太不给力了！
: 马克加紧马克加紧！！
: 村长现在的帖子太欢乐了，包括昨晚的致负秘籍。
|
f********n
发帖数: 1560 | 49 顶，我一般都是把stop 设在dialy low以下，然后第二天早上比如今天看到被stop掉后
，大盘狂窜，感情都到你那里去了，呵呵。
次有三
【在 a*****e 的大作中提到】
: 继续说一个小赌怡情的方法，前些天非常news driven，market 非常sensitive的时候
: ，我睡觉前都设置了一个buy at tonight's low, 一个sell at tonight's high。五次有三
: 次filled了，买单卖单都filled了。有一次买在daily low, 卖在daily's high一下一
: 个tick。一觉醒来赚了十几点。
: 小赌还是可行的，注意设置Filled以后的stop order。
: 有空可以把log翻出来看看，找找规律。
: Anyway，这算是一种"let the market come to you"的例子吧。
|
w******s
发帖数: 16209 | 50 lol 我很幸运的卖put 都被trigger 了
可惜列的不够深。一觉醒来发现错过好几点。
【在 f********n 的大作中提到】
: 顶，我一般都是把stop 设在dialy low以下，然后第二天早上比如今天看到被stop掉后
: ，大盘狂窜，感情都到你那里去了，呵呵。
:
: 次有三
|
|
|
a*****e
发帖数: 1717 | 51 太贪心了吧：）
白天我不这样做，只是偶尔睡觉前小赌怡情。。
【在 f********n 的大作中提到】
: 顶，我一般都是把stop 设在dialy low以下，然后第二天早上比如今天看到被stop掉后
: ，大盘狂窜，感情都到你那里去了，呵呵。
:
: 次有三
|
f********n
发帖数: 1560 | 52 嗯,太贪,昨天跑了一半,另一半又还回去了.
【在 a*****e 的大作中提到】
: 太贪心了吧：）
: 白天我不这样做，只是偶尔睡觉前小赌怡情。。
|
d********0
发帖数: 5142 | 53 Arriple,one question,
Seems like future options climb much faster than future is this true?
I still think how I could make $7000 by one night
Is this true to gap up 40 dollars in Pone night?Thank
iPod typing |
a*****e
发帖数: 1717 | 54 ES- four fixed leverages
ES options - series of leverages to choose from
【在 d********0 的大作中提到】
: Arriple,one question,
: Seems like future options climb much faster than future is this true?
: I still think how I could make $7000 by one night
: Is this true to gap up 40 dollars in Pone night?Thank
: iPod typing
|
w******s
发帖数: 16209 | 55 她碰到的问题是晚上brokerage 因为es options spread 大而错误估计账面儿造成的印
象。
【在 a*****e 的大作中提到】
: ES- four fixed leverages
: ES options - series of leverages to choose from
|
d********0
发帖数: 5142 | 56 Please continue ....
Thanks |
f********n
发帖数: 1560 | 57 村长等DIP的时候卖PUT很值得学习啊，问题是账户的MARGAIN不够。
【在 w******s 的大作中提到】
: lol 我很幸运的卖put 都被trigger 了
: 可惜列的不够深。一觉醒来发现错过好几点。
|
w******s
发帖数: 16209 | 58 不是的。
我有几百个es的put，挂卖掉了。
【在 f********n 的大作中提到】
: 村长等DIP的时候卖PUT很值得学习啊，问题是账户的MARGAIN不够。
|
k*******n
发帖数: 8891 | |
