|
|
本帖最后由 noname6688 于 2010-5-6 22:40 编辑
自动交易MARKET SELL大单 ， 如果短时间无足够买盘，当然是飞流直下三千尺，疑似银行落九天!
信息时代让人类社会大系统更加一体化，更加敏感，更加不稳定性。
如果你运气好，这年头要成为富翁和跳楼一样容易，概率相等。
国家，公司，个人，统统如此!
http://blog.hutong9.net/space.ph ... o=blog&id=24774
It is a wrong judgement not wrong OPERATION of major traders.
My students and I did a quick research analysis:
HOW IT HAPPENED:
When certain stock like PG, ACN, etc, have a huge volumn ( A) market sell when DOW are already down 200-300, at the same time
the market buy order are not there yet. So the limit buy orders volume B is much less than A
B << A
That is why price hit the last limited buy order price $P or $0.01 in a very short of period of time.
Even hit that price, market sell order is not filled fully yet.
When people become aware the price P is so cheap, they flood in to do MARKET BUY, rebound happen very quick to fill those market sell and buy order.
LESSON:
From now on, I will set up a limit buy at 50% of current price of major stock and wait for the next panic MARKET sell!
It is a wind fall, do you catch it?
The tradeing system has no problem, the operation is not a problem, the volume is not the problem, the market sell is not the problem.
The problem is WE DO NOT HAVE LIMITTED BUY ORDER there for all those stocks that have HUGE MARKET SELL ORDER.
( Please comment) |
|
狗仔卡
发表于 2010-5-6 06:47 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-5-6 07:07 PM
