06/02/2009 白天灌水

Cobra · 发表于 2009-6-2 08:31 AM

这么小的空，又在support上，应该会补啦。

Seasonality is positive for one more day (today), then becomes considerably less equity-friendly over the next week. Since the inception of the S&P 500 futures, buying on the close the 2nd trading day of June and holding for a week resulted in only 35% positive trades, an average return of -0.4% and a maximum reward (+1.2%) whose average was smaller than the average maximum risk (-1.7%).

mikeqc · 发表于 2009-6-2 08:31 AM

蛇皮的

slp · 发表于 2009-6-2 08:31 AM

sha fa

ajs · 发表于 2009-6-2 08:32 AM

diban

Fan8an · 发表于 2009-6-2 08:32 AM

板凳

cartier · 发表于 2009-6-2 08:32 AM

Cobra · 发表于 2009-6-2 08:32 AM

Yesterday was only the second time since 1993 that the S&P was up +2% or more but the BKX Index dropped by -0.5% or more. The other occurrence was March 4th of this year, after which we took a dip of nearly -5% in the S&P over the next two days before bottoming.

We also saw the VIX jump by nearly +4% yesterday, which is extremely odd given that it is very well inversely correlated to moves in the S&P. Once again, there was only one other precedent since 1990 that we saw this extreme of a divergence, which was November 27, 2002. That happened to pinpoint a short- and intermediate-term peak for the S&P.

戒急用忍 · 发表于 2009-6-2 08:33 AM

和slp好友一起坐板凳

guelder_rose · 发表于 2009-6-2 08:33 AM

每天都来得不巧！

tenteddies · 发表于 2009-6-2 08:33 AM

plguest · 发表于 2009-6-2 08:34 AM

多跌点。。。

benmao · 发表于 2009-6-2 08:34 AM

灌灌灌灌灌

xiaoxiaozhang · 发表于 2009-6-2 08:35 AM

搬个板凳先！

biaoji · 发表于 2009-6-2 08:35 AM

ding!

happyface · 发表于 2009-6-2 08:35 AM

rosyrosy · 发表于 2009-6-2 08:36 AM

1st page

Jimmylee · 发表于 2009-6-2 08:36 AM

xiaofengfeng · 发表于 2009-6-2 08:36 AM

jzj · 发表于 2009-6-2 08:36 AM

mikeqc · 发表于 2009-6-2 08:37 AM

7# Cobra

very good info

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[灌水] 06/02/2009 白天灌水