楼主: feng-pan
246177 1849

交易纪录   [推广有奖]

1171
feng-pan 发表于 2010-12-3 23:47:39
1171# greenwisher

大家借用期权的一个策略名称,把这个叫做straddle。

不需要同时开两个仓位。  在数据公布前,用stop order作为入场单。 在价格上下一段距离各放一个,或者像你说的用OCO单子(one cancels the other)。

没错,这个策略最大的风险就是市场上下震荡。  我曾今straddle标普,1秒钟之内亏损15%资金,在这个帖子的早些时间里有记过。 呵呵

所以straddle数据公布有两个重要因素要考虑: 一。市场是趋势还是盘整。 盘整时市场通常会上下震荡,有趋势时单边波动会很强烈。

二。交易品种和数据的相关特性。   比如今天的非农,是美国数据,也关系到全球风险情绪。  如果straddle欧/美,那么今天坏的数据在美元基本面上应推高欧/美,但是市场甩卖风险资产的需要又应该推低欧/美。同理也是磅/美,澳美。赌这些汇率对的单边风险是巨大无比的。   只有美日,美瑞对美国数据的反应是通常是单向的。(日元,瑞法也和美元一样是避险资产)    今天有几个同事就straddle了美日,虽然也有滑点,但收益还是相当不错的。

在这两种情况都考虑到之后,如果数据出来没有太大偏差,而stop order单子打到了但市场只是盘整,那就属于正常的风险了。

我自己在那次‘一秒钟亏损’之后就再也不straddle数据公布了。

1172
feng-pan 发表于 2010-12-4 00:37:54
2010年最后一天交易,总结一下思路。

股市上,
标普趋势继续向上,仍然是留意1229区域的情况。

汇市上,
美元指数存在完成ABC回调,进步一5波下跌的可能,图就不画了,好懒。。。
欧元,英镑,澳元仍然是在下跌趋势中,在美元可能进一步向下的情况下,更好的方法是避开美元,做空欧,磅,澳对其他的汇率对。比如,欧/日,欧/瑞就是更好的选择;如果美元不再下跌,再转回来做空欧美。

就这样了,收工。

1173
feng-pan 发表于 2010-12-4 00:57:19
摘录一段话,给学习交易心里和资金管理开个头:


        ---------Van K. Tharp, "Super trader".

1174
zhujian12003 发表于 2010-12-4 00:57:56
支持一下。谢谢

1175
feng-pan 发表于 2010-12-4 03:14:49

摘自:Van K. Tharp, 《Super trader》

在开始研究自己之前,先搞明白自己在什么位置。 有希望在市场上赚钱的朋友们也可以看看自己在什么位置。

To help you with your self-assessment, I developed a quick
17-point questionnaire you can use to evaluate yourself. Take it
and pass it on to your friends; I’m sure you’ll all get some insights
into your performance. Answer each question with true or false.

............................

1. I have a written business plan to guide my trading/
investing. ____
2. I understand the big picture about what the market is
doing and what is affecting it. ____
3. I am totally responsible for my trading results, and as a
result I can correct my mistakes continually. (If either
part is false, all of this statement is false.) ____
4. I honestly can say that I do a good job of letting my
profits run and cutting my losses short. ____
5. I have three trading strategies that I can use that fit the
big picture. ____
6. For trading strategy 1 I have collected an R-multiple
distribution of at least 50 trades (i.e., from historical
data or live trading). If you don’t know what an
R-multiple distribution is, which you’ll learn later
in this book, you haven’t collected one, so answer
“False.” ____
7. For trading strategy 2 I have collected an R-multiple
distribution of at least 50 trades (i.e., from historical
data or live trading). ____
8. For trading strategy 3 I have collected an R-multiple
distribution of at least 50 trades (i.e., from historical
data or live trading). ____
9. For each of my trading strategies, I know the
expectancy and the standard deviation of the
distribution. ____
10. For each of my strategies, I know the types of markets
in which they work and in which they don’t work. ____
11. I trade my strategies only when the current market type
is one in which the strategies will work. ____
12. I have clear objectives for my trading. I know what
I can tolerate in terms of drawdowns, and I know what
I want to achieve this year. ____
13. Based on my objectives, I have a clear position sizing
strategy to meet those objectives. ____
14. I totally understand that I am the most important factor
in my trading, and I do more work on myself than on
any other aspect of my trading/investing. ____
15. I totally understand my psychological issues and work
on them regularly. ____
16. I do the top tasks of trading on a regular basis. ____
17. I consider myself very disciplined as a trader/
investor. ____
Give yourself one point for each true answer. Be honest
with yourself.
Fill in your score here_______


我的结果是只有5分。只有问题2,3,5,10,11是得分的。(留意问题3如果不能得分,那么后面的问题也都不能得分)

下面是结果的解释:
....................
Let’s take a look at how you rate.
14 or more. You have the makings of a great trader/
investor and probably do well in the markets.
10–13. You have a lot of potential but probably are
making some major mistakes; for many of you, these
may be psychological mistakes.
7–9. You are way above average but haven’t graduated
to the big leagues yet. You are like a high school
football star trying to move to the NFL.
4–6. You are better than the average investor on the
street but have a long way to go to hone your skills.
You probably need to work on yourself, your
discipline, and your trading strategies.
3 or less. You represent the average trader/investor. You
probably want someone to tell you exactly what to do
and expect to make big profits now; when it doesn’t
happen, you look for a better advisor or guru to help
you. Guess what? It doesn’t work that way. If you
answered “True” to questions 3 and 12, you have some
potential and, if you are willing to commit yourself to
excellence, could move to the top of the scale in a
few years.

自己排在倒数第二栏里面,基本符合一个初学者的层次。

1176
feng-pan 发表于 2010-12-4 03:54:16
van K. Tharp的书里面把交易者的类型分成了15个种类。

这个网址有类型测试:
http://www.tharptradertest.com/

我的结果是strategic trader。 也可能是我潜意识里想成为一个strategic trader,所以测试结果得出来是这样。

测试之后可以下载到自己类型的详细说明,优缺点和如何发展改进自己等等:

strategy trader.pdf (2.25 MB)

文件里面说strategic trader的典型是paul tutor jones!!  哈哈,太好了。跟偶像一个类型!

1177
feng-pan 发表于 2010-12-4 08:37:01
1160# greenwisher

忘了, 还有个英国比较重要的经济商是IGindex。他们的点差帐户在美国开不了,但是CFD的帐户还是可以开的。 IGindex在点差交易公司里面是全英国最好的,他们的交易平台和画图包裹都一流。 我刚开始做的时候用过一阵子。   唯一的缺点,就是点差比别家的大。(但如果做中长线的话影响是很小的)  一些流行的品种比如欧/美,富实100,道指还都差不多,其他的品种大面积点差大于别家。  IGindex好像没有模拟帐户。  有兴趣你可以去看看。 我知道的经济商好的也就这些了。

1178
zhangbad1 发表于 2010-12-4 09:11:36
晕菜。。。。强帖。。。

1179
shi597063239 发表于 2010-12-4 09:16:23
学习  想问楼主这是在哪做的?

1180
baiyustone 发表于 2010-12-4 09:18:45
谢谢分享如此的好文章!

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