w******s 发帖数: 16209 | |
b*******e 发帖数: 24532 | 2 村长现在成了死熊了?kao
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 估计不错。涨起来再烧
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b*******e 发帖数: 24532 | 3 50MA下骚,50MA 下也骚?
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 估计不错。涨起来再烧
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w******s 发帖数: 16209 | 4 :D
熊了2年了。。。
【在 b*******e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 村长现在成了死熊了?kao
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a*****e 发帖数: 1717 | 5 one hour to go
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 估计不错。涨起来再烧
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w******s 发帖数: 16209 | 6 ok 3pm,不是2pm。。
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : one hour to go
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a*****e 发帖数: 1717 | 7 survey shows 300M decrease.
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : ok 3pm,不是2pm。。
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w******s 发帖数: 16209 | 8 对了。。 问你下,昨天看到个新闻说上周4出了一堆胖手指,把很多ETF搞死了,
你知道detail么?
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : survey shows 300M decrease.
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a*****e 发帖数: 1717 | 9 let me search for it.
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 对了。。 问你下,昨天看到个新闻说上周4出了一堆胖手指,把很多ETF搞死了, : 你知道detail么?
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a*****e 发帖数: 1717 | 10 The new FocusShares ETFs have only been trading for two sessions, but have
managed to attract attention for a number of different reasons already. The
unit of Scottrade debuted 15 U.S. equity ETFs yesterday, making a splash in
the ETF industry with rock bottom expense ratios that undercut many of the
competitors. The new ETFs will also be available commission free in
Scottrade accounts, helping to level the playing field with brokerages such
as TD Ameritrade and Fidelity that have already rolled out commission free
ETF trading [see FocusShares Debuts Bargain Basement ETFs].
But on Thursday several of the FocusShares ETFs were in the spotlight
because of a series of events that triggered flashbacks to the Flash Crash
of last year. Nasdaq said it canceled trades in 10 FocusShares ETFs on
Thursday after some of the funds plummeted by as much as 98%. Nasdaq OMX
canceled trades in ETFs that dropped by more than 10%, noting that these
price points were “clearly erroneous.” According to Reuters, FocusShares
attributed the steep decline to a mispricing by a market maker.
Based on pricing information for the FocusShares ETFs, it seemed that ten of
the 15 products was impacted by the error. Shares of the Healthcare Index
ETF (FHC) tumbled to less than $1.00, losing more than 96% of their value at
one point. Several other tickers, including FLG, FBM, FFL, and FRL,
declined by as much as 80% on the day. Others momentarily lost about 25% of
their value:
Name Ticker Open Thursday Low
Focus Morningstar US Market Index ETF FMU $25.40 $20.07
Focus Morningstar Large Cap Index ETF FLG $24.45 $2.50
Focus Morningstar Mid Cap Index ETF FMM $25.46 $25.44
Focus Morningstar Small Cap Index ETF FOS $25.52 $25.50
Focus Morningstar Basic Materials Index ETF FBM $25.60 $3.81
Focus Morningstar Communication Services Index ETF FCQ $25.44 $12.68
Focus Morningstar Consumer Cyclical Index ETF FCL $25.99 $25.42
Focus Morningstar Consumer Defensive Index ETF FCD $24.34 $6.57
Focus Morningstar Energy Index Index ETF FEG $25.60 $25.53
Focus Morningstar Financial Services Index ETF FFL $25.18 $2.93
Focus Morningstar Healthcare Index ETF FHC $24.45 $0.89
Focus Morningstar Industrials Index ETF FIL $25.38 $20.00
Focus Morningstar Real Estate Index ETF FRL $25.50 $1.04
Focus Morningstar Technology Index ETF FTQ $25.15 $25.15
Focus Morningstar Utilities Index ETF FUI $25.43 $2.62
Last year exchange-traded products were at the heart of the “Flash Crash”
that saw various securities temporary lose nearly all of their value [see
Ten ETF Charts From The Flash Crash]. The fallout from that day sparked
intense debate over the need for regulatory reform, and prompted many to
take a closer look at ETFs. The mispricings in Thursday’s trading seem to
have been limited to FocusShares products; there were no other canceled
trades reported in ETFs from other issuers [see How ETF Investors Can
Protect Themselves From Another Flash Crash].
Read more: http://www.businessinsider.com/flash-crash-part-ii-trades-in-new-focusshares-etfs-busted-2011-3?op=1#ixzz1IrZbb9aa
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 对了。。 问你下,昨天看到个新闻说上周4出了一堆胖手指,把很多ETF搞死了, : 你知道detail么?
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w******s 发帖数: 16209 | 11 em...挺奇怪当天大盘没怎么受到影响
The
in
such
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : The new FocusShares ETFs have only been trading for two sessions, but have : managed to attract attention for a number of different reasons already. The : unit of Scottrade debuted 15 U.S. equity ETFs yesterday, making a splash in : the ETF industry with rock bottom expense ratios that undercut many of the : competitors. The new ETFs will also be available commission free in : Scottrade accounts, helping to level the playing field with brokerages such : as TD Ameritrade and Fidelity that have already rolled out commission free : ETF trading [see FocusShares Debuts Bargain Basement ETFs]. : But on Thursday several of the FocusShares ETFs were in the spotlight : because of a series of events that triggered flashbacks to the Flash Crash
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a*****e 发帖数: 1717 | |
w******s 发帖数: 16209 | 13 sec 因为这个好象要加速做涨停跌停板了。
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 没什么,一堆卖不出去的ETF。小shop
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H**********g 发帖数: 1312 | 14 /ES 和$SPX 之间是怎么换算的?
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 没什么,一堆卖不出去的ETF。小shop
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a*****e 发帖数: 1717 | 15 期货和现货,典型的,spread跟利息呀。
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : /ES 和$SPX 之间是怎么换算的?
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a*****e 发帖数: 1717 | 16 I hate 涨停板
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : sec 因为这个好象要加速做涨停跌停板了。
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H**********g 发帖数: 1312 | 17 期货换算fair value之类的,有公式吗?
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 期货和现货,典型的,spread跟利息呀。
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s*****n 发帖数: 5488 | 18 好也不好,住涨助跌。基本上还是不喜欢这个玩意。抄垃圾的遇到这个东西死定了。
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : I hate 涨停板
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a*****e 发帖数: 1717 | 19 http://en.wikipedia.org/wiki/Futures_contract
唯一稍微需要估计的就是指数成分的所有dividends before settlement.
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 期货换算fair value之类的,有公式吗?
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H**********g 发帖数: 1312 | 20 好的,多谢
今天9月的ES突然跳了一下,你现在做牛做熊?
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : http://en.wikipedia.org/wiki/Futures_contract : 唯一稍微需要估计的就是指数成分的所有dividends before settlement.
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b*******e 发帖数: 24532 | 21 独孤大侠也是酒浸A股考验的啊 Orz
【在 s*****n 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 好也不好,住涨助跌。基本上还是不喜欢这个玩意。抄垃圾的遇到这个东西死定了。
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a*****e 发帖数: 1717 | 22 long。 这个礼拜30来次操作,好像只有不到3笔的short。
上个月总的好像是60%的操作是long
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 好的,多谢 : 今天9月的ES突然跳了一下,你现在做牛做熊?
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w******s 发帖数: 16209 | 23 我今天都是烧。。:(
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : long。 这个礼拜30来次操作,好像只有不到3笔的short。 : 上个月总的好像是60%的操作是long
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a*****e 发帖数: 1717 | 24 very good number 呀,被大盘无视了。
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我今天都是烧。。:(
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w******s 发帖数: 16209 | 25 我都没听到bloomberg提到。。
奇怪。
可能屏幕下打了,我没看到。
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : very good number 呀,被大盘无视了。
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a*****e 发帖数: 1717 | 26 By Vincent Del Giudice
April 7 (Bloomberg) -- U.S. consumer borrowing rose for a
fifth straight month in February on an increase in non-revolving
credit as education loans expanded, the Federal Reserve reported
today.
Credit climbed $7.62 billion, the most since June 2008,
after increasing a revised $4.45 billion in January, the Fed
said in Washington. The February figure exceeded the median
economist forecast of a $4.7 billion increase in the measure of
credit card debt and non-revolving loans, according to a
Bloomberg News survey.
我觉得应该算好消息。
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我都没听到bloomberg提到。。 : 奇怪。 : 可能屏幕下打了,我没看到。
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H**********g 发帖数: 1312 | 27 1333以下我做空为主了
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : By Vincent Del Giudice : April 7 (Bloomberg) -- U.S. consumer borrowing rose for a : fifth straight month in February on an increase in non-revolving : credit as education loans expanded, the Federal Reserve reported : today. : Credit climbed $7.62 billion, the most since June 2008, : after increasing a revised $4.45 billion in January, the Fed : said in Washington. The February figure exceeded the median : economist forecast of a $4.7 billion increase in the measure of : credit card debt and non-revolving loans, according to a
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a*****e 发帖数: 1717 | |
a*****e 发帖数: 1717 | 29 恩,如果你只追求一个tick的利润,基本上会消除bull/bear bias:)
不过我已经放弃了,4-8个ticks为主。
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 1333以下我做空为主了
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H**********g 发帖数: 1312 | 30 我等1320 cover
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 恩,如果你只追求一个tick的利润,基本上会消除bull/bear bias:) : 不过我已经放弃了,4-8个ticks为主。
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a*****e 发帖数: 1717 | 31 好像爱画图的,还在说现在走的是一个perfect triangle, 对我来说太复杂了:( |
a*****e 发帖数: 1717 | 32 你真的是超级耐心啊。swing好几天了吧。
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我等1320 cover
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w******s 发帖数: 16209 | 33 呵呵。我有些方法是1-8个的
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 恩,如果你只追求一个tick的利润,基本上会消除bull/bear bias:) : 不过我已经放弃了,4-8个ticks为主。
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H**********g 发帖数: 1312 | 34 恩,中间scaple了几下,现在还是赚的,虽然index涨了些
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 你真的是超级耐心啊。swing好几天了吧。
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w*******o 发帖数: 6125 | 35 画图这种体力活我擅长,刚好有一个小时前的Snapshot(Catch in real time)
和现在的图
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 好像爱画图的,还在说现在走的是一个perfect triangle, 对我来说太复杂了:(
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a*****e 发帖数: 1717 | 36 好像已经北上突破了。不过现在的false breakout太多了。
【在 w*******o 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 画图这种体力活我擅长,刚好有一个小时前的Snapshot(Catch in real time) : 和现在的图
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w******s 发帖数: 16209 | 37 最后逃不掉往下。。kaka
【在 w*******o 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 画图这种体力活我擅长,刚好有一个小时前的Snapshot(Catch in real time) : 和现在的图
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H**********g 发帖数: 1312 | 38 lower high?
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 好像已经北上突破了。不过现在的false breakout太多了。
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w******s 发帖数: 16209 | 39 小突破。
我觉得如果牛,早该W上去了呀
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 好像已经北上突破了。不过现在的false breakout太多了。
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a*****e 发帖数: 1717 | 40 有你这话,我long起来更放心了 :P
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 最后逃不掉往下。。kaka
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w******s 发帖数: 16209 | 41 呵呵。。 小心再来个海啸
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 有你这话,我long起来更放心了 :P
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a*****e 发帖数: 1717 | 42 开个玩笑嘛。 我take small profit out了。
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 呵呵。。 小心再来个海啸
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w******s 发帖数: 16209 | 43 看。还是回三角儿了吧
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 开个玩笑嘛。 我take small profit out了。
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w******s 发帖数: 16209 | 44 有点牛了。我就留10个飘着吧
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 开个玩笑嘛。 我take small profit out了。
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a*****e 发帖数: 1717 | 45 我等日经开盘以后再捡便宜货
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 有点牛了。我就留10个飘着吧
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w******s 发帖数: 16209 | 46 我最近每天都是留烧仓过夜,你都是在狂捞。。
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我等日经开盘以后再捡便宜货
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w******s 发帖数: 16209 | 47 re
【在 H**********g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 我等1320 cover
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