也谈周五最后五分钟的井喷 （图）

人无完人

1# waveplayer
未必，一相情愿，先入为主容易误导，周一盘前也许冲高，还是到明天看看周末有无消息再说了。不过盘前盘后都是期指和股票的逃命机会，比option强，呵呵。周五尾盘的上升也和石油尾盘拉起有关，是不是空头cover不清楚了。good luck

beijingyaz

ding

ppteam

几乎不可能；没有到最后才COVER的FUND。有这样的早破产了

snowwolf229

狂想一下 - MM 给你们一个信号， 明确指明方向：我们要拉升了， 不要跟咱对着干（省着咱花力气）， 等咱把空间拉出来。。。。 偶纯粹YY 一笑了之:lol

waveplayer

1# waveplayer
未必，一相情愿，先入为主容易误导，周一盘前也许冲高，还是到明天看看周末有无消息再说了。不过盘前盘后都是期指和股票的逃命机会，比option强，呵呵。周五尾盘的上升也和石油尾盘拉起有关，是不是 ...
人无完人 发表于 2009-5-30 23:16

也许吧，其实post trade 并不是这个贴的主要的目的，而是说一个观点。   只是稍带说一下，说明当时的第一反应是 short covering, 并且据此下了单。 至于输，赢都无所谓。 仓位很小。

很多人说自己说的有多准，的确很多人说的很准。但没有 Trade, 再准也没用。 我已经说了， 两种可能都有。 但回落的可能大些，因为这样暴涨，很难持续。 就算要涨，也要回测一下。 要看点位。  Future 超 Cash market 不多见。而且，e-mini 冲高已经回落了，收在 918. （国难日啊） 所以已经 in the money 了。

既然大家有这么大争议，以后就只说观点，不说 Trade.

slcgh

waveplayer

几乎不可能；没有到最后才COVER的FUND。有这样的早破产了
ppteam 发表于 2009-5-30 23:32

你也许是对的。   从现象看是 short covering,  很难想象有谁非要在最后两分钟买进 1.26 B 的 E-mini. 到现在为止，还没什么消息让买家这么疯狂。
除非是政府和金融寡头联合搞的鬼。 Dow 和 S&P 涨的也反常。  其实就这么一说，不必太在意。

waveplayer

靠，跟我设的covering SPY 910 太近了。赶紧改成911，得跑你前头。
colderdown 发表于 2009-5-30 22:04

是， Cash Market 要多加两个点。

QQQ

WP, your logic is a bit off, if big funds want to cover, mostly above 922, why do you want short at 922?

if Sunday future open strong and china PMI reaction is positive, I'd suggest cover, no need wait for Monday open.

49north

各位老大，请问一般是Future Market跟着Cash Market, 还是相反？或是互相牵制？

逍遥山人

我个人认为是买盘与short covering共同作用的结果。

QQQ

future is always ahead of cash

CoolMax

同意WP的看法，

由期货市场大空头爆仓被强制平仓引起，大盘多数个股全面性参与的恐慌性空头补仓。

熊熊的失败，这么清楚，还要一定要找别的什么牵强的理由来解释，呵呵！

waveplayer

WP, your logic is a bit off, if big funds want to cover, mostly above 922, why do you want short at 922?

if Sunday future open strong and china PMI reaction is positive, I'd suggest cover, no need ...
QQQ 发表于 2009-5-31 00:02

QJ, my logic is this ( It may be a bit off as you said, but it seems make sense to me.) :  If this was a forced liquidation,  they have to cover at any price anyway.  But after this spike if there are not other buyers to follow, the spike could collapse.  It happens all the time. E-mini 922.5 was almost the top of the spike except a needle  touched at 927. (see chart） The only concern is the volume was a bit too large. It may have some real buyers.  But let wait and see.

Yes, on Sunday night, we should have idea.  Thx.  

waveplayer

32# 逍遥山人

有可能，因为量有点大了。

waveplayer

同意WP的看法，

由期货市场大空头爆仓被强制平仓引起，大盘多数个股全面性参与的恐慌性空头补仓。

熊熊的失败，这么清楚，还要一定要找别的什么牵强的理由来解释，呵呵！
CoolMax 发表于 2009-5-31 00:55

得到酷玛的首肯不容易， 抱拳。   

inet-fan

37# waveplayer

ZT from DQ
星期五尾盘大涨的原因-街上流传的是JP Morgan 干的

据说是JP Morgan下了一个大单子把市场直接拉上去了。
seekingalpha.com/article/140348-weekly-r...ish-to-a-choppy-week

“What a lot of traders are talking about is the spike in the equity markets at the close. The SPX was trading in the opening range (903-912) for most of the day before it broke through the upper resistance about 15 minutes before close. This seems to have triggered a large number of buy stop orders as the SPX surged into the close.
The move was violent and the SPX futures market, the most liquid market in the world, too got overwhelmed. Though the closing print on the SPX (cash) was 919.14, the ES futures traded all the way up to 927.75 at 4:00PM. The chatter is that there was an order to purchase 2500 contracts of the SPX futures at close entered by a single dealer (JP Morgan according to some). This corresponds to a notional value of $575 Million dollars. This resulted in all the offers to sell between 914 and 927 to be hit. This also triggered a lot of stop orders to buy, adding to the stampede.”

waveplayer

37# waveplayer

ZT from DQ
星期五尾盘大涨的原因-街上流传的是JP Morgan 干的

据说是JP Morgan下了一个大单子把市场直接拉上去了。
seekingalpha.com/article/140348-weekly-r...ish-to-a-choppy-week

...
inet-fan 发表于 2009-5-31 01:27

这是另一种可能。 但 JPM 为什么要干这样的傻事？ 还一定要等最后一分钟干，花 5亿多打赌？ 很难理解， 尤其是它还缺钱的时候。
除非是有大阴谋，想借此打垮熊熊的信心。

MeiTouNao

39# waveplayer