春色满园，待满园开花 或许有一惊喜:*22*:
这倒是符合我的乱数浪, 我的数法数到第5上升浪了 :*26*:
对好准星, 机会来时果断抠动扳机.
(看了无聊嘛的新式武器感慨万千, 人家已经用抽金机了, 可我们还在用土枪土炮......
中国的决策人快点集中人才也弄自己的抽金机啊!!!!!:*31*::*9*: :*9*:
目标别老对着小散! 可要到米国去抽!!!!!:*9*:)
[ 本帖最后由 liza012 于 2008-2-14 09:01 编辑 ]
有时相反，看什么目的了。
我说的是纯技术的，那根筋。 2/14/2008: 红花绿叶。Day Price Change
0 287.96 1.53%
1 283.61 -1.40%
2 287.62 0.02%
3 287.58 7.97%
4 266.35 -2.74% 原帖由 野狐禅 于 2008-2-14 20:57 发表 http://bbs.macd.cn/static/image/common/back.gif
2/14/2008: 红花绿叶。
Day Price Change
0 287.96 1.53%
1 283.61 -1.40%
2 287.62 0.02%
3 287.58 7.97%
4 266.35 -2.74%
那筒子怎么说了? 原帖由 liza012 于 2008-2-14 22:39 发表 http://bbs.macd.cn/static/image/common/back.gif
那筒子怎么说了?
说是要买沪深300，卖上证。 和尚你猜那西蒙斯用的大概会是哪个路子呢？
601333。在8.1元，想干什么？请老师解答？
是倒仓？是做量？还是老鼠仓？我看着都像？顺便洗洗盘？
:mad: :*22*: 原帖由 涨跌A 于 2008-2-15 11:39 发表 http://bbs.macd.cn/static/image/common/back.gif
是倒仓？是做量？还是老鼠仓？
这个咚咚要无聊来给你看，不过，现在应该都是几个鸡精混着打，这些阶段或者提法不会很明确了吧。 很有趣的事情，现在市场很冷清，40亿盘子的中石油的单子竟然沦落到这个样子了，个人感情以为跌不动了 :) 2/15/2008: 以时间换空间的说。:)
Day Price Change
0 284.93 -1.03%
1 287.90 1.37%
2 284.01 -1.34%
3 287.86 0.06%
4 287.69 7.86% 原帖由 无聊嘛 于 2008-2-15 11:01 发表 http://bbs.macd.cn/static/image/common/back.gif
和尚你猜那西蒙斯用的大概会是哪个路子呢？
1. 高频率数据：在那里利用日内的价格变化。这应该是正常的事。但不太像 day-trading，因为这要求每日结束后平仓。他有基于房贷的基金。总资金对于 day-trading 可能也太大了。
2. 统计模型去发现股票里稳定的行为。所以会在市场变化和以前很不一样时亏钱。
3. 全自动机器交易。那么大的量，没有机器帮忙，人是做不过来的。
Scientifically based investment strategy
For over two decades, Renaissance has been at the forefront of research in mathematics and economic analysis. Renaissance employs more than 150 scientific specialists, including mathematicians, physicists, astrophysicists and statisticians, half of which have a PhD, who review market data to find statistical relationships that predict the price movements of commodities, currencies and stocks. These employees come from countries as diverse as Japan and Cuba .
Renaissance uses computer-based models to predict price changes in easily-traded financial instruments. These models are based on analyzing as much data as can be gathered, then looking for non-random movements to make predictions. Renaissance represents a validation of the quantitative trading model and trades with such high frequency that it (the Nova fund, specifically) accounts for over 10% of all the trades occurring on NASDAQ some days.
It is worth noting that Nova trades execute purely electronically on direction from a computer model. Medallion fund trades are (in large part) executed through a trading desk, whose goal is to increase the value of the positions the model directs the desk to take by timing market trends and executing in novel fashions (including intra-desk trading).
Renaissance trades at margin levels uncharacteristically low among hedge funds. This allows them to significantly reduce exposure risk, while the efficiency of their computational model allows for consistently high returns.
Like many other quantitative funds, their RIE Fund had difficulty with the higher volatility environment that persisted throughout the end of summer 2007. According to an August 10th article in Bloomberg by Katherine Burton, "James Simons's $29 billion Renaissance Institutional Equities Fund has fallen 8.7 percent so far in August when his computer models used to buy and sell stocks were overwhelmed by securities' price swings. The two-year-old quantitative, or 'quant,' hedge fund now has declined 7.4 percent for the year. Simons said other hedge funds have been forced to sell positions, short-circuiting statistical models based on the relationships among securities."
[ 本帖最后由 野狐禅 于 2008-2-16 00:32 编辑 ] 原帖由 cnywj 于 2008-2-15 14:31 发表 http://bbs.macd.cn/static/image/common/back.gif
很有趣的事情，现在市场很冷清，40亿盘子的中石油的单子竟然沦落到这个样子了，个人感情以为跌不动了 :)
老和尚的桶子对 601857 翻白眼呢。
时间换空间。我知道。这回他吃饱了。
看实力和胆量乐。:*22*: :*22*: 原帖由 野狐禅 于 2008-2-15 21:30 发表 http://bbs.macd.cn/static/image/common/back.gif老和尚的桶子对 601857 翻白眼呢。
:*P 系统的确是瞧不上它，所以只能感情上以为，个人角度不管涨还是跌上升趋势还是下降趋势绝对不会买601857的 :*18*: 原帖由 cnywj 于 2008-2-15 22:48 发表 http://bbs.macd.cn/static/image/common/back.gif
:*P 系统的确是瞧不上它，所以只能感情上以为，个人角度不管涨还是跌上升趋势还是下降趋势绝对不会买601857的 :*18*:
个人感觉601857比600050和600028还差点，至少是现在。 原帖由 shfuho 于 2008-2-16 10:53 发表 http://bbs.macd.cn/static/image/common/back.gif
个人感觉601857比600050和600028还差点，至少是现在。
不是只差点，是差老去了。:*P 不知道大家有没有注意有个贴，叫谈技术http://bbs.macd.cn/thread-1309319-1-1.html
其中有个人挺神秘的，不知道和老师是不是一个庙的。 野和尚不怕别人看懂，和无聊的聊天也不删除。应该不是一个庙的。
:*29*: 原帖由 shfuho 于 2008-2-16 18:23 发表 http://bbs.macd.cn/static/image/common/back.gif
不知道大家有没有注意有个贴，叫谈技术http://bbs.macd.cn/thread-1309319-1-1.html
其中有个人挺神秘的，不知道和老师是不是一个庙的。
那里基本上都是些经验谈。好像有位星尘沙，欲说还休的。:*29*: 原帖由 野狐禅 于 2008-2-16 22:53 发表 http://bbs.macd.cn/static/image/common/back.gif
欲说还休的
论坛本有MESSAGE 想不通怎么没有用上
不过P2P沟通也无可非议