各位高手，给你100万你会如何来操作？

红色中国

许多的人是想到自己的受益，而很少考虑出资者的所承受的风险，让他承受20％的风险，而不能获得相应的受益，合作能够成功吗？在这里我们应更多的是讨论具体的操作方法，以及可行的方案。

红色中国

曾见过大地飞鹰 以其他马甲发表的一个实盘基金在短短的时间曾有过50％的受益。大家可以以实盘的形式，展现自己的操作理念。期货版的小期曾过类似的检验贴，资金量增大后一些新的问题就会出现。

biobuck

资金量增大后一些新的问题就会出现

Such as???

Most problems associated with the increased account size are psychological and mental.  

YLIT, I am still thinking how to deploy the capital.  What if a market is in a sideway and in  bearish trend?  Since you guys in CHina can not short the market.  If the market is trendless.  WHat do you do?  FOr a trend following system, you are most likely sitting on the sideline and waiting for the arrival of trends.  Markets can stay trendless for a few months, even years (just look at the Nikkie chart).  For a swing trading system, the trendless market is okay to trade because his system is good for trenedless market.  WHat if all the sudden the market start to trend and to the downside.  The swing trading system will not work and if he forced it he will get killed in a bear market.  So he will have to sit on the side line in a trending market too.  SO for both types of systems there will be extended period of time, the system will be idle.  The problem will  get worse if you can't short a bear market.   I don't believe a system claimed to be working in both types of a market.  YOu either a long distant runner or you are a sprinter who is good at 100m or 200m dash.  Thought?

GOod Luck!

鹰飞鱼潜

Originally posted by biobuck at 2005-9-17 03:41


Such as???

Most problems associated with the increased account size are psychological and mental.  

YLIT, I am still thinking how to deploy the capital.  What if a market is in a sideway  ...

BIOBUCK，看了你的想法，我会在明天来谈谈我的看法，今天太晚了（或许太早了:P）。

红色中国

Originally posted by biobuck at 2005-9-17 03:41


Such as???

Most problems associated with the increased account size are psychological and mental.  

YLIT, I am still thinking how to deploy the capital.  What if a market is in a sideway  ...

你说的事在的确是个问题，中国的市场没有卖空机制，可我们大多数人不能参与USA的市场，现在的解决办法是在股市低迷的时候参与期货等是其他的市场，或者停止交易。对于系统的设计我也是注意了类似的问题。我更希望大家交流的是 how to deploy the capital.

[ Last edited by 红色中国 on 2005-9-20 at 15:17 ]

biobuck

现在的解决办法是在股市低迷的时候参与期货等是其他的市场，或者停止交易。对于系统的设计我也是注意了类似的问题。

I would say go with 期货 or currency.  However 期货市场 or currency will make your 80% (<20% drawdown) very difficult.  In addition, a system works for stock need to be optimized again for other markets such as commodities or Futures.  This also will throw out the fundamentalists since it will be very difficult for anyone to master fundamentals for both stocks, commoditeis, currencies etc together.  The system has to be based to TA to do that.

Let's assume that we will only trade stocks.  MArket in general only trend 30% of time.  Assuming 50% will be bull markets.  We will get 30% X 50% = 15% of market time with tradable bull trends.  That is not a lot to trade.    I am interested in hearing other's opinions about this.  Very interesting issues indeed.

Good Luck!

whiteye

100W和10W的操作没有不同，因为都是小量级的。按照保守的风格来说。用10W作期货，其他的90W操作股票。10W和90W中只能投入10％的资金运作，止损期货5%，股票10%，一年应该有20W左右的收益吧。

yyboy

专注于某一市场,比如中国A股.只用一种模式或者团队运作.