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酒醉今朝

风行过 发表于 2016-9-25 12:36 PM
市场是绝对可以战胜的。但几率是不大的。所以你要想在这市场上成功，一定要有独特的技能。

同意你的看法：市场是绝对可以战胜的， 有信心和勇气。
只是不清楚你所说的“独特的技能”是什么。
如果你指的是，处理问题的方式、方法，
首先，我们可不缺乏理论储备：从线性到非线性，从稳定到分叉，从确定性到混沌，从离散到协同...哪一件我们都提得起，放得下。
再者，要说计算机工具，C/C++/C#,java,js,python,internet, data streaming, concorrent, CPU/GPU parallel, 你说缺啥。
我们缺乏实践么?也不是，你看许多人天天炒股，天天实践。
是不是缺乏合理的方法？比如，楼上有位朋友提到SPY, 使我意识到许多股票都与SPY有关。
SVXY是直接从SPY做出来的，完全由SPY决定。
怎么做的，关系是什么，这个问题好比是可口可乐的绝密配方，锁在某处的保险柜里。
我们当然不能去偷、去抢。但我们可以去分析、化验。
或者，就好比瞎子摸象:有人摸到腿，有人摸到头，有人摸到屁股。。。
但是，我们知道大象就在屋子里，所要做的，只是把每个人摸到的，拼到一起。
上升到黑匣子理论：我们把SPY作为输入，把SVXY视为输出，分析多年来的这两支股票的历史数据，寻找相关函数。
你看，这个主意好不好？

既然做技术分析，就不能只是简单地弄弄K线，弄弄通道，弄弄形态，弄弄MA, EMA, MACD, BB...
应该弄点儿基础的，弄点儿管用的。

风行过

我也是在这摸索，
我说的“技能”我认为是大家都熟悉的k线， 均线，各类指标。关键是没有哪个指标是100% 准确的。所以你要综合，优化，然后随着时间的前移，还要不断调整。
即使这样，你能做出的60-70% 准确的的就已经很不错了。
然后你还要结合风险管理，资金管理。在指标给出错误信息时，如何避免少亏钱。
即使这样，你还要调整自我，自我的心理素质管理。market wizards 最后有提到心理素质的改变提高。

所以炒股应该是很不容易的，要求很多。但一定能有人做到。最近的例子，你看这里的管理员。 当然他有可能也是卖饭票发财的。

回到SPY和SVXY，我对SVXY不太了解。只知道是VIX的。但他们肯定有关联的。我认为关键还是SPY。如果SPY有大的波动，用SVXY来放大波动。所以关键是SPY， 找到他的拐点，SVXY只是你抓这拐点，趋势的 vehicle.

酒醉今朝

风行过 发表于 2016-9-25 09:27 PM
我也是在这摸索，
我说的“技能”我认为是大家都熟悉的k线， 均线，各类指标。关键是没有哪个指标是100% 准 ...

谢谢分享你的观点。
1） 我认为k线，均线不靠谱。这可能是因为我是资历太浅（一年股龄），没有总结出经验。
2） 我现在的准确率是64%，按照你的指标，也勉强说的过去。
3） 我没“风险管理，资金管理”，千篇一律, 每天恒定用1/3资金。
4） 我不存在“你还要调整自我，自我的心理素质管理”，因为我是全自动，无人介入。
5） 所以，对我来说， 炒股很容易的。开一次机，一周不用理会。
6） 我画了个Phase diagram. 发现SVXY和SPY真的很有规律。

酒醉今朝

First, The left end is steep and right end is flat, which indicates SVXY has delay referring to SPY.

酒醉今朝

Market BUY SVXY Mon Sep 26 12:53:45 2016 at $71.24

酒醉今朝

Market SELL SVXY Mon Sep 26 15:47:15 2016 at $70.46 Result:-1.09

酒醉今朝

酒醉今朝 发表于 2016-9-26 09:33 AM
First, The left end is steep and right end is flat, which indicates SVXY has delay referring to SPY.

比如，把近三个月SPY和SVXY价格作对比会发现：
SPY从6/27的200，涨到7/20的217用的时间是三周。
可是，SVXY对应一轮的上涨持续到8/9，多出来两周。
也就是说，在多出来的两周两周内，SPY原地踏步，但SVXY确持续上涨, 这正是相图上的右上角平台的含义。
我是新股民，希望做基本面的老股民，指点迷津。

酒醉今朝

Market BUY SVXY Tue Sep 27 11:53:00 2016 at $73.06

surf

svxy是vix的衍生品，vix是严格按spx的option 计算出来的。这个link也许对你有参考。

https://www.cboe.com/micro/vix/vixwhite.pdf

酒醉今朝

surf 发表于 2016-9-27 11:29 AM
svxy是vix的衍生品，vix是严格按spx的option 计算出来的。这个link也许对你有参考。

https://www.cboe.c ...

非常感谢。我一看到公式就高兴。

酒醉今朝

Market SELL SVXY Tue Sep 27 15:48:30 2016 at $73.86 Result:1.10

酒醉今朝

酒醉今朝 发表于 2016-9-27 02:48 PM
Market SELL SVXY Tue Sep 27 15:48:30 2016 at $73.86 Result:1.10

+1.10%: 刚好，把昨天的坑儿填平了。 Good night.

酒醉今朝

surf 发表于 2016-9-27 11:29 AM
svxy是vix的衍生品，vix是严格按spx的option 计算出来的。这个link也许对你有参考。

https://www.cboe.c ...

谁有这篇新论文， PDF？
Empirica: August 2015, Volume 42, Issue 3, pp 597–613
"Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index"

酒醉今朝

Two and a half hours passed, SVXY model has no buying signal yet.

酒醉今朝

Market BUY SVXY Wed Sep 28 12:20:45 2016 at $73.22

风行过

new market wizards page 45

William Eckhardt: The Mathematician
William Eckhardt is one of the key figures in a famous financial tale, yet he is virtually unknown to the
public. If elite traders were as familiar as leading individuals in other fields, one could picture Eckhardt
appearing in one of those old American Express ads (which featured famous yet obscure names such as Barry
Goldwater's vice presidential running mate): "Do you know me? I was the partner of perhaps the best-known
futures speculator of our time, Richard Dennis. I was the one who bet Dennis that trading skill could not be
taught. The trading group known in the industry as the Turtles was an outgrowth of an experiment to resolve
this wager." At this point, the name William Eckhardt might be printed across the screen. So who is William
Eckhardt? He is a mathematician who just short of earning his Ph.D. took a detour into trading and never
returned to academics (at least not officially). Eckhardt spent his early trading years on the floor. Not
surprisingly, he eventually abandoned this reflexive trading arena for the more analytical approach of
systems-based trading. For a decade, Eckhardt did very well with his own account, primarily based on the
signals generated by the systems he developed but supplemented by his own market judgment. During the
past five years, Eckhardt has also pianaged a handful of other accounts, his average return during this period
has been 62 percent, ranging from a 7 percent loss in 1989 to a 234 percent gain in 1987. Since 1978, he
has averaged better than 60 percent per year in his own trading, with 1989 the only losing year.

酒醉今朝

风行过 发表于 2016-9-28 11:27 AM
new market wizards page 45

William Eckhardt: The Mathematician

Thank you for sharing the story. I like the number "has averaged better than 60 percent per year in his own trading".

酒醉今朝

SVXY最后冲刺。

酒醉今朝

Market SELL SVXY Wed Sep 28 15:51:00 2016 at $74.60 Result:1.89

酒醉今朝

酒醉今朝 发表于 2016-9-28 02:47 PM
SVXY最后冲刺。

+1.89%: That's today. Good night.