★ 瞎子摸象：美股微观与宏观 ★

Rilla

这也叫跳水？感觉从3月以来，就没有真正意义上的跳水了，勉强算的上的就2.3天，V型反转，MAD倒是一个接一个
透明的心 发表于 2009-7-22 15:14

ld 感谢 谆谆教诲

您是如何定义跳水的，一下掉多少点？

透明的心

你看看3月前的那种？那时候收盘前的半小时跳水？Ld，我也喜欢跳水，只是最近总也盼不到。均线压制下的跳水才有力度。

warstreet

248# 多吉

QQQQ 37 puts upbidding from 0.52 to 0.57 after market. Vol and many trades are cut evenly. 200 200 200 119 119 119 200

dara

你看看3月前的那种？那时候收盘前的半小时跳水？Ld，我也喜欢跳水，只是最近总也盼不到。均线压制下的跳水才有力度。
透明的心 发表于 2009-7-22 15:40

I still remember it.  That was truly crazy.

After March09, I do not remember any 跳水 in the last half hour, even in some days market drop 2-3% but that kind of days were gap down a lot before the last half hour.

透明的心

I still remember it.  That was truly crazy.

After March09, I do not remember any 跳水 in the last half hour, even in some days market drop 2-3% but that kind of days were gap down a lot befor ...
dara 发表于 2009-7-22 16:24

====yes, that's what I am talking about. 当我重新再看到那种跳水出现后，我会觉得熊is back.

多吉

249# 多吉
What's the benefit of using QLD to hedge instead of reducing your QID? Thanks!
grandtiger 发表于 2009-7-22 03:03 PM

I prefer “hedging” to a “stop loss” although they are technically the same, but it
all comes down to trading disciplines and a “mental” part of the trading.  

Believe it or not, 85% of the trading is mental, and I tend to be discouraged when
my stops are taken out and my losses are already “realized” and, as a result, I
become very hesitant even when I see a perfect entry point afterward, like
yesterday's break-out to the upside.

On the other hand, with hedging, I will be still managing my positions, looking for
a good entry/exit point, and possibly adding on to my hedging position to reverse
its course from short to long or long to short, and eventually making money on
the other side of the trade.

However for a ST with both QLD/QID, one would have to take time decay into
consideration when it comes to the time to weight the hedging pair...

Hope this would address your question...

Diver

老大：

我个人感觉今天最后那一阵子先向上假冲击，接着突然跳水，是个BEARISH的信号。也许我是错的。

大家都在等SPX963，可能960过不了。你觉得呢？

266# 多吉

grandtiger

I prefer “hedging” to a “stop loss” although they are technically the same, but it
all comes down to trading disciplines and a “mental” part of the trading.  

Believe it or not, 85% of  ...
多吉 发表于 2009-7-22 16:43

多吉,

Thanks a lot for the answer. Yeah, this is a great idea. Losing trades hurt us psychologically, therefore hedging is a superior approach.  However, due to the Volatility Decay of leverage ETFs, it maybe better to short both QLD and QID instead of long both of them.

I lost a lot of money in 2X/3X ETFs not knowing what I was getting into, only felt that they don't track the indexes well. As more discussions appear on the internet, I finally realized my big mistake. I am long quite a bit of QID as well, but it has been a painful 11 days. We are in this together, hope we will see the pull back we anticipated.

One more question, what would be your target for QID? Shall we scale out or all out?

xiaoqin81

这次大涨和上次的大跌很相似, 是从8000开始跌的,跌到7500的时候,我觉得是涨得机会,于是买TNA, 但7500后就一直下滑,跌到7000的时候,我怎么都不相信, 我还是认为7800时代, 但30% cut loss, 自动卖了TNA, 卖了后继续往下跌,然后跌到了6800停止了,这就是疯狂的三月. 后来又返回到了7800, 期间是1个半月. 所以我的判断还是正确的,大盘应该是在7800. 只不过机构很能甩钱. 这次是从8100点开始涨的, 我觉得应该在8500收手了, 但现在已经涨到了8900, 我认为大盘还是会回跌到8400-8500, 我给机构1个月到2个月时间玩. 我觉得2个月内,大盘必然会回到8500一次.

Diver

多大军阀：

昨天的日K线是吊人，今天是小阴星。不知道这种组合有什么意义没有？谢谢。

266# 多吉

多吉

老大：

我个人感觉今天最后那一阵子先向上假冲击，接着突然跳水，是个BEARISH的信号。也许我是错的。

大家都在等SPX963，可能960过不了。你觉得呢？

266# 多吉
Diver 发表于 2009-7-22 04:46 PM

The only bearish signal I noticed is that XII got whacked down 12pts at 10:15am.

But that downward spike kicked back up in minutes too, so it's hard to tell yet.

Probably some institutional traders hit a wrong bottom to have triggered it.

Other than that, most negative divergences turned to break-out pattern.

I'm afraid that the momentum would rock & roll again like it in March.

QuickHand

"I'm afraid that the momentum would rock & roll again like it in March."
可能性很大, 不得不防...

bear!

thanks

9527

the momentum would rock & roll again like it in March...........................................
Boss, you scared me!

jane

Thanks for sharing

buctusa

DJ Lao Da, please keep us updated about your trading plan...............

多吉

DJ Lao Da, please keep us updated about your trading plan...............


buctusa 发表于 2009-7-22 11:12 PM

NAZ如果上午带量冲破1935（新高），
我打算等回调加20% long。。。

估计明天再创新高之后，才会跌几天。
QQQQ @ 38.5 now。。。

动感

277# 多吉

多吉兄, 战完这一波你也远离股市至少一周以上, 换换脑子, 会有不少收获的. 我已经被洗脑了, 呵呵

superxy

TZA割了，这次真是又是3月底重演呀....

多吉

NAZ如果上午带量冲破1935（新高），
我打算等回调加20% long。。。

估计明天再创新高之后，才会跌几天。
QQQQ @ 38.5 now。。。


多吉 发表于 2009-7-23 09:42 AM

I just sold out all of my longs at Qs 39
better off to lock in a big gain, > 1.5% O/N