12/18/2009 白天灌水

trueself

176# Cobra


老大，麻烦你等阵把梯子转个角度让bars们往上爬行不？

X!nG

157# X!nG

GBP is doomed, but I guess a better bet is GBPJPY.
revolver 发表于 2009-12-18 11:41

No, JPY will be weakening as the funding currency for carry trade.

Therefore, I would avoid JPY crosses but long USDJPY.

ByStander

小阿牛们还不尿裤？偶要等不及了。
happylux 发表于 2009-12-18 11:41

尿吧，不过没图没真相。麻烦上个图证明一下

trytry

178# google

有他在， 不管怎么破位， 都不敢轻易破位放空

guelder_rose

班长，这里是不是算是开始真的反弹了？

revolver

介欧元跌的可不是一般的惨啊。
Cobra 发表于 2009-12-18 11:38

The market has been over-reacted to Greek problem. The Greek deficit has been there for a long time, the crisis is only triggered by EU pressure to Greek new government on fiscal budget and downgrade of Greek debt by US rating agency. The problem will be resolved, the predictable outcome will be Greece giving in, EU rescue and the further-expanded influence of Germany within EU. EURO will rebound, USD as the mother of all carry trade is the long-term theme in next 3 years.

That's just my 2 cents.

Cobra

thanks Cobra for the answer. What exit price did you use in your back test result to get such high yearly return?
like2swing 发表于 2009-12-18 11:38

后面又解释了。你大概没看到。用的就是图上的机械信号exit，就能有很高的return。你不能光看最近老flat，万一你中途套利，结果介一波是大波，你不是就miss了吗？所以，这中间怎么进行资金分配，是很重要的。

140%，不是annual return，介个概念要搞清楚，是平均每笔的return。假如你一笔，hold了10天，收益是1%，那算，一年是260个交易日，你的年收益就是1% * 260 / 10 = 26%。

那怎么简单的计算介个洗桶的平均年收益呢？不是有，交易了119笔，平均每笔赚1.8%吗？一共back test了2000个交易日，那好，119 * 1.8 / ( 2000 / 365 ) = 39.09，就是说你用SPY，年收益率为39%。你要用SSO呢？BGU呢？ES呢？SP呢？或者deep deep ITM的SPY option呢？嘿嘿。其实，年收益率39%的SPY，俺觉得已经很好啦。

happylux

哈哈…… 今天如果收LOD，要不要buy 点 dip呢？
guelder_rose 发表于 2009-12-18 11:44 AM

那里有那么好的运气。

Cobra

班长，这里是不是算是开始真的反弹了？
guelder_rose 发表于 2009-12-18 11:48

不算，还在range里，无数inside bar，方向不明，要等俺饭饭完了才有动作，嘿嘿。

soulvirus

偶正给o8打电话咧, 让他顶住

那里有那么好的运气。
happylux 发表于 2009-12-18 11:51

trueself

189# Cobra



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guelder_rose

那里有那么好的运气。
happylux 发表于 2009-12-18 17:51

是不会好运气收到LOD还是现在buy dip不是好运气？

happylux

偶正给o8打电话咧, 让他顶住


soulvirus 发表于 2009-12-18 11:54 AM

让他别顶了，收LOD就有一堆人冲进去买。

trueself

为啥酷玛就能拍排列呢？
有特权？

guelder_rose

189# Cobra

那班长吃饭的时候和MM商量一下，看看往哪个方向整，回来先嚎一声哈！

soulvirus

多进去一些人, 偶才放心多一点...tnnd, 最近肾虚尿多哈

让他别顶了，收LOD就有一堆人冲进去买。
happylux 发表于 2009-12-18 11:55

happylux

是不会好运气收到LOD还是现在buy dip不是好运气？
guelder_rose 发表于 2009-12-18 11:55 AM

不会好运气收到LOD.

好多人在dream santa rally 呢。

revolver

182# X!nG

Weak JPY as the carry trade currency? That is the old story of the failed LDP government and now has become the history. The long-term policy of new DPJ government is to allow JPY to strengthen and increase its purchasing power for average Japanese household. Hence the JPY carry trade will inevitably be unwound over the long-term. I am expecting to see USDJPY at the level of 70s in 6 months' time.

hbw

No, JPY will be weakening as the funding currency for carry trade.

Therefore, I would avoid JPY crosses but long USDJPY.
X!nG 发表于 2009-12-18 11:46

JPY上冲力度不足，我认为是美元控制区间波动。黄金的买盘再次入场，伊朗和伊拉克军事摩擦。近期可以逢高空美瑞。

90ufo

今天GLD rise despite USD rise. seems the GLD drop momentum has slowed.  daily macd histogram has positive divergence.