自營家 Peter
2022/07/08

20220708

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  TXON-W1: bullish VIX: bullish TSE: bearish + weak hedge Call-147: sell & hold
2022/07/07

20220707

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  TXON-W1: bullish VIX: bullish TSE: bearish Call-147: sell & hold
2022/07/06

20220706

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  TXON-W2: bearish VIX: bullish TSE: bearish Call-147: sell
2022/07/05

20220705

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  TXON-W1: bearish VIX: bullish TSE: bearish Call-155: sell & hold
2022/07/04

20220704

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  VIX: bullish TSE: bearish Call-155: sell & hold OTC: bearish
2022/07/01

20220701

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  VIX: bullish TSE: bearish Call-155: sell & hold OTC: bearish
2022/06/30

20220630

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  VIX: bullish TSE: bearish Call-155: sell & hold OTC: bearish
2022/06/29

20220629

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  Spread: Yes Daily: bearish 0050: bullish Call-155: sell
2022/06/28

20220628

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  Spread on Demand: No Daily: bullish Call-162: sell & hold 20m: bullish
2022/06/27

20220627

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  VIX: 終於走空, 改做多指數不知能撐幾天? 日線: 改多 主力賣方部位: 無受迫; 調整在個人 20分: 也是改多
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自營家 Bilateral α Hedge (principal, since 2007)

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自營家 Peter
股市在大戶的聰明資金進場避險下, 價格發現功能通常被選擇權市場所決定; 短線飛行姿態(Flight Attitude)用買賣方的真金白銀堆砌, 告訴我們多空方向的變化軌跡, 而累積飛行姿態則預告了結算範圍!!! 針對市場設計數量化(quantitative)的操作管理模型,並藉助資訊科技(IT)運算的結果為主導,從而發現市場存在的獲利機會,並通過槓桿比率(leverage)進行交易獲利
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