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| 今日尾盤多方攻擊得兇, 只花3天便把10/13的大跳空填滿 |
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| 多頭趨勢和空頭時一樣, 開始後就不容易轉向 |
11:39
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| 極短線真是神人的領域, 凡人如我只能少掺和 |
10:22
早盤把部位做了比較大的變動, 主要在犧牲獲利潛能去降低風險
9:02
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| 第1根5分K就衝上trend buy, 多方力道算強 |
2014/10/31
20141031
11:39
10:22
早盤把部位做了比較大的變動, 主要在犧牲獲利潛能去降低風險
9:02
2014/10/30
Kroll On Futures Trading Strategy
重點整理:
1. Each trader's worst enemy is he, himself... his lack of discipline & confidence in his own analysis / trading decisions.
2. To be successful, an investor must be practical an objective, pragmatic and disciplined, and, above all, independent and confident in his analysis and market strategy.
3. You shouldn't be content with merely making "profits." Substantial profits must be your goal.
4. My priority would be for the best in strategy and tactics.
5. You will do better, with first-class strategy and tactics and a mediocre trading system than the reverse.
1. Each trader's worst enemy is he, himself... his lack of discipline & confidence in his own analysis / trading decisions.
2. To be successful, an investor must be practical an objective, pragmatic and disciplined, and, above all, independent and confident in his analysis and market strategy.
3. You shouldn't be content with merely making "profits." Substantial profits must be your goal.
4. My priority would be for the best in strategy and tactics.
5. You will do better, with first-class strategy and tactics and a mediocre trading system than the reverse.
20141030
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| 日現層級的買訊不因小跌而改變 |
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| 好不容易分出多空的極短線, 也是買訊持續 |
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| 早盤換軌往空方調整; 小偏空留倉 |
11:13
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| 本週漲這麼多了, 小回檔整理是可以接受的 |
10:06
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| 部分減碼已獲利的買方, 替線性產品換軌做準備 |
10:03
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| 極短線有空訊, 預期急攻的機率降低 |
9:38
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| 做hedge的portfolio management, 需要有一張和即時行情同步變動的控制表, 來即時監控部位的健康狀況, 以及模擬如何調整因應行情的變化 |
9:18
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| 原價內買權獲利平倉入袋, 改用大台換軌 |
2014/10/29
屢見不鮮的有趣對比
評析:
回首算算進入股市約20年, 專職做期權7年多, 這種法人與散戶對做的戲碼不知上演了N次, 妙的是 ---- 散戶幾乎沒贏過, 螞蟻確實搬不動大象啊!
這 [漲時看漲 + 跌時看跌] 的哲學, 對散戶來說, 真的有那麼難?
回首算算進入股市約20年, 專職做期權7年多, 這種法人與散戶對做的戲碼不知上演了N次, 妙的是 ---- 散戶幾乎沒贏過, 螞蟻確實搬不動大象啊!
這 [漲時看漲 + 跌時看跌] 的哲學, 對散戶來說, 真的有那麼難?
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| 法人連續買多, 尤其外資50E以上連買超過3天 |
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| 代表散戶的融資, 在這波下跌前連續小增, 卻在這週的上漲還加大力道續減 |
Spreading As a Risk Management Tool
重點整理:
1. spread trading is sophisticated
2. volatility spreads involve studying volatility relationships and creating spreads based on mispriced volatility
3. probability theory is only valid over many occurrences (or long periods of time)
4. spreading strategies take advantage of
a. laws of probability: hold option positions over long periods of time
b. protecting the trader against incorrectly estimated inputs into the theoretical pricing model
5. options trader prefers to spread for the same reason that the casino prefers the bets to be spread around the table
6. spreading maintains profit potential but reduces short-term risk
1. spread trading is sophisticated
2. volatility spreads involve studying volatility relationships and creating spreads based on mispriced volatility
3. probability theory is only valid over many occurrences (or long periods of time)
4. spreading strategies take advantage of
a. laws of probability: hold option positions over long periods of time
b. protecting the trader against incorrectly estimated inputs into the theoretical pricing model
5. options trader prefers to spread for the same reason that the casino prefers the bets to be spread around the table
6. spreading maintains profit potential but reduces short-term risk
20141029
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| 9/25開始的空訊終於被逆轉成多訊, 暫時全面改採多頭思維 |
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| 結算完一直分不出多空的極短線, 也顯示該加入做多的行列了 |
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| 今日全面加多轉向; 留倉偏多策略為10/13的跳空不容易過 |
13:18
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| 現貨日線層級訊號正式空轉多, 只能卯力追上 |
12:05
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| 部分獲利平倉入袋, 為日線指標可能翻多做好準備 |
11:39
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| 看樣子是時候把原bearish calendar spread, 改做成bullish ratio put spread |
11:15
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| 留倉受迫, 大台續轟 |
11:07
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| 指數一直上攻, SP手槍 & BC機關槍已經不夠看, 連大台這種大砲都不得不拖出來了 哈 |
10:35
選擇權操作主要在策略的佈局與調整, 方向性的考慮反在其次
10:32
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| 主要都在sell check和reverse sell之間震盪, 今日週結或許就這樣了而已吧 |
9:33
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| 續漲力不足的話, 容易多空易位換主控 |
9:29
以昨天或今天調整後的即時留倉來看, 很歡迎往上漲, 又怕漲過頭. 哈!
9:08
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| 選擇較積極的BC86去抵補既有留倉的SC們, 順便續做bearish ratio calendar spread的調整 |
9:00
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| 台指期開高後沒有續強 |
2014/10/28
20141028
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| 9/25伊始的向下趨勢或有被扭轉的機會, 但今天還沒發生 |
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| 60分線的多空戰仍沒分出個勝負, 做多不急 |
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| 今日逢空損出場訊, 用加多單BC 88 & SP 86來調整; 仍偏空留倉, hedge rate: 80% |
13:43
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| 繼續調整bearish ratio calendar spread |
13:09
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| 有報導說今日的漲是外資歸隊的威力, 我笑了 |
10:18
感覺做程式交易的, 不管量或人應該都成長不少; 台指期類似9:45的價格突波出現過不少次, 如此有志一同的買賣, 是程式所為的可能性很大; 這樣讓我這種看程式訊號而手動交易的人, 容易追在當日的最高或最低點, 是否到時間該去尋找避免問題的方法?
10:12
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| 也來酌量加SP多單, 原有的bearish ratio calendar spread也要顧一下 |
9:53
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| 用BC 88來因應空損出場訊號 |
9:50
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| 有空損訊號, 只能照辦 |
9:42
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| 系統指示暫時稍安勿躁, 沒有加多的訊號, 先靜觀其變 |
9:07
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| 這種爆衝式的多方反擊, 端看後面的持續力能否扭轉原空頭趨勢囉 |
2014/10/27
20141027
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| 趨勢一旦啟動便不容易改變 |
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| 多空平衡不打破, 雙賣即獲利 |
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| 今日按訊號小加空; 偏空留倉, hedge rate: 66% |
12:06
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| 明顯整理盤, 如沒更大的驚人變動, 不做進出是最好 |
11:11
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| 盤中反彈, 可惜沒很有力 |
9:53
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| 用SC 87來加空 |
9:50
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| 有賣訊發出, 還是酌量配合著加一點空單 |
9:19
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| 雖有小彈但不脫空方控盤 |
9:01
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| 市場正常起伏的微波動, 總讓人誤認為是趨勢的發動 |