Aug 10th, 2011, 22:56 | #1 |
Junior Member
注册日期: Aug 2011
帖子: 26
积分:5
精华:1
|
如何在市场震荡中寻找机会
俗语说:外行看热闹,内行看门道.这句话在股票市场中更是如此.而散户股民最容易动荡市场的陪葬品,可能是因为散户缺少信息,但更重要的是散户没有受到正规训练.比如围棋界业余6段也不外乎相当于职业初段. 这几天多少散民跟风操底,遇到的都是一浪高过一浪.我上个POST建议避险的办法就是HEDGING,即做相对差价(TRADING SPREAD).今天我看到了什么机会? 今天加拿大指数和美国指数出现了>5%的GAP,是87年以来最大的.加矿业版强不意外,但还有好多其它版块也强就属于非意料之中,属于黑天鹅概率(TAIL RISK). STRATERGY: INDEX ARB, LONG 美国指数/ SHORT 加拿大指数 AT CLOSE (8/10) EXPECTATION: 2% NET PROFIT WITHIN 3 DAYS. FROM BLOOMBERG QUOTE: ‘Elevated Uncertainty’ “We see S&P 500 valuation as attractive for long-term investors given a large discount to fundamentals but do not expect the discount to close in the near term due to rising recession risk and elevated uncertainty in macroeconomic and political conditions, earnings views, and the path for interest rates,” Kostin wrote in a note dated yesterday. Canada’s S&P/TSX Composite Index gained 0.7 percent today as gold producers surged the most since February 2010 and energy companies advanced amid a rebound in oil. Energy and raw- materials companies make up 48 percent of Canadian stocks by market value. The gap of 5.2 percentage points between the performance of the S&P/TSX and S&P 500 today was the biggest since the day known as Black Monday in October 1987 when the U.S. index plunged 20 percent, not including days after one of the markets was closed. |
|
Aug 11th, 2011, 22:14 | 只看该作者 #10 |
Junior Member
注册日期: Aug 2011
帖子: 26
积分:5
精华:1
声望: 1
|
今天市场上升的动力主要来自于(依次): (1)空头平仓***** (2)企业及内部人士购买股票和BUFFETT WORDS ON MARKET**** (3)欧洲部分国家禁止沽空及德法头头要碰头的消息*** (4)美上周失业申领人数比预期少** (5)思科季报* DISCLOSURE: MY TRADING POSITION TODAY STRATEGY - STAT ARB LONG GDV(NYSE) AND SHORT GLO(AMEX) AT CLOSE (8/11) EXPECTATION: 0.5% NET RETURN WITHIN 2 DAYS. |
|
感谢 加龙资本 此篇文章之用户: |
sun6152 (Aug 13th, 2011) |
Aug 13th, 2011, 10:09 | 只看该作者 #13 |
Junior Member
注册日期: Aug 2011
帖子: 26
积分:5
精华:1
声望: 1
|
大幅震荡格局是否结束?不见得. 欧洲依然是焦点.任何来自欧洲的风吹草动都会左右市场. 上周五MICHIGAN信心指数创30年最低.信心指数为经济前导指数,直接影响预期消费. 信贷价差升高,显示融资有点紧张. 欧洲沽空限制的影响.对于自由市场,人为干预有时起逆反作用.如08年3周金融股禁沽其间,S&P仍然下跌18%. 不过,有迹象显示S&P1100是短期底部.一句话:市场魅力依旧,风险犹存. 再披露一下我昨天周五(8/12)的操作. STRATEGY: MERGER ARB LONG FGL(TSX) @ 26.44 IN THE MORNING. EXPECTATION: TARGET PRICE OF 26.50 WHEN ACQUIRED ON 8/18. 10% RETURN (ANNUALIZED/年化, NET OF COMMISSION) WITH 99.9% CONFIDENCE RISK FREE. |
|
Aug 14th, 2011, 16:15 | 只看该作者 #17 |
Junior Member
注册日期: Aug 2011
帖子: 26
积分:5
精华:1
声望: 1
|
祝你一路顺风
股市箴言:股市中本来有条路,可走的人多了,也就没了路!这也解释了为什么HF是也个非常隐秘的行当。所以当有人满大街大喇叭BS,一会儿在本地春晚露脸,一会儿又为OTTAWA集会站台,懂行的人一看就明白,整个一个SALES来拉客了!如果拉下一个客纯粹是为了替上一个客垫背,那么早晚不得出事呀,凭什么我付银子让上一爷们白嫖?这也解释了不是所有客户都去诉讼皮条,白赚了的还窃喜呢。 话说回来,10年前和本论坛有过一段感情(权当一夜情),所以前几天最暗无天日的时候揭示点异类(ALTERNATIVE)的作法,希望对大家有点帮助(如果的话)。 这不,有一位大虾提醒我一路走好,我切记!也祝大家GXFC! |
|
Aug 14th, 2011, 21:25 | 只看该作者 #20 |
Junior Member
注册日期: Aug 2011
帖子: 26
积分:5
精华:1
声望: 1
|
老杨让我有点感动.我看得出来老杨是这个坛子德高望重的人物,为大家也是一片费心.TRADER在市场里不言顶言底.把预测市场的活交给卖保险,卖基金,"轻松"贷款10万投资的理财顾问吧.也的求生存呀.听说过市场被MF经理左右吗?标题新闻都指向HF经理吧.市场里HF和MF的关系就好比荷花和绿叶. HF是吃业绩的,MF是吃奉禄的,我不想说太白了. 如今你在北美市场也摸爬滚打10年了.尝试一下思路从TRADITIONAL往ALTERNATIVE上转.JMHO. |
|