06/24/2011 白天灌水

orgy

蛇大，上证大涨两天。头肩顶的下降趋势是不是暂时不成立了？

kenwind

yaobooyao 发表于 2011-6-24 12:02
不过，最近这个月，做Global Marcro Arbitriage 的Hedge Fund，有些被整得很惨的说。

Just that the implied probabilities of adverse restructuring of Greece are different in various mkt.
Nzd priced in only 5% probability and FRA-OIS priced in less than 10%.
Audjpy around 30%, SPX around 40%.
Treasury and 2yr swap spread priced in 70-80%
All correlations need to get alined some time if Greece default or leave Eur zone, which is a 99.99% probability.

shoujie

guelder_rose 发表于 2011-6-24 11:35
那手机兄的意思是……？肯定不能走个W底，今天？

昨天刚作的, 怎么着今天也得来点儿花样吧...

goodluck8

SPY weekly chart 很不好看，七月下看122.2附近。

胡同儿串子

周线两个doji，可上可下，等于没说

kenwind

colderdown 发表于 2011-6-24 12:09
回复 derf 的帖子

哈哈哈，要真有百试不爽的领先指标，麦道夫还用设局吗？只能说关联性的远近而已。AUD/JP ...

Just that diff mkt priced in dff probability of greece default.
Equity mkt priced in a higher prob at this moment.
That's why my main position is in shorting audjpy.
There are $4T each day get transacted in FX. Money are much bigger in this mkt and pp try to push various mkts to hit break levels either up or dn to capture huge gains in FX mkt.
However, when this pair sink, it will trigger all other risk assets to deteriate at a faster pace than current.

shoujie

俺以为, 市场转化为一个大三角等待方向是最有可能的....

许多人昨天一涨就看头肩底....MM 偏偏不这样出牌......

现在的问题是QE没了, 钱从哪里来的问题.....股价是钱托起来的, 现在没了董存瑞  ... 谁来举炸药包?

kenwind

yaobooyao 发表于 2011-6-24 12:17
老兄的AUD/JPY short， 真是不错的move!

Well, the dn side is that I need to pay large carry each day.

水明善

12:46: google and apple both create new low of today

shoujie

azure4068

最近在sma200待的时间有点长，不如直接穿破，然后V字反转。MM狡猾，现在看不出来要咋走。。非要等sma200平了，在下手？？？一身冷汗，401k.........

yaobooyao

kenwind 发表于 2011-6-24 11:47
Well, the dn side is that I need to pay large carry each day.

现在AUD/JPY 最近低点和200 DAY SMA 都在84.08 的点儿上。

如果下周就下去，WK， 全球一片喊跌声。。。

Cobra

orgy 发表于 2011-6-24 12:39
蛇大，上证大涨两天。头肩顶的下降趋势是不是暂时不成立了？

现在看不了图。只知道昨天大涨。一般上证的规律是大涨两天就是大反弹的前奏，下面还有more。上证是非常老实的指数，大跌一天，你就跑吧，下面有的跌呢，连着大涨两天，多半是买的机会。问题是，我要看到图，是否是连着大涨2天，你们有的时候把长两三个点也说成是大涨。

guelder_rose

shoujie 发表于 2011-6-24 17:46
俺以为, 市场转化为一个大三角等待方向是最有可能的....

许多人昨天一涨就看头肩底....MM 偏偏不这样出牌 ...

现在是欧洲高喊，向我开炮！

lehldk

Down

CoolMax

学游昨天说对了。周线的争夺。

shoujie

新低....

Cobra

http://bbs.cobrasmarketview.com/ ... &p=14268#p14268

guelder_rose

Cobra的那只脚终于落下来啦！

guelder_rose

CoolMax 发表于 2011-6-24 17:52
学游昨天说对了。周线的争夺。

酷马老大好！ 等你指导牛军呢！