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酒醉今朝

UVXY after Hours Quote: $ 20.88

lite1067

rightonmoney 发表于 2016-9-19 12:58 PM
支持楼主敢于尝试的勇气和决心，已经敢于付出实践。

我这里说一个真人真事，给你作为信息。

不会是Peter Muller's PDT吧?

rightonmoney

lite1067 发表于 2016-9-21 12:02 AM
不会是Peter Muller's PDT吧?

哦不是，我朋友是中国人。

lite1067

rightonmoney 发表于 2016-9-21 12:26 AM
哦不是，我朋友是中国人。

是不是那个team里的。

rightonmoney

lite1067 发表于 2016-9-21 05:24 AM
是不是那个team里的。

“PDT - Process Driven Trading - was founded by Peter Muller in 1993 as a quantitative proprietary trading group within Morgan Stanley. Based on the philosophy that rigorous scientific research can uncover inefficiencies in financial markets, PDT was created to develop and systematically trade model driven strategies globally.”

好像时间点差不多。

我下次问问我那朋友。

酒醉今朝

两小时过去了。前一小时上升，后一小时下降，SVXY模型建议等待。。。

酒醉今朝

酒醉今朝 发表于 2016-9-21 10:32 AM
两小时过去了。前一小时上升，后一小时下降，SVXY模型建议等待。。。

四小时已过，系统仍然游走在Fama吸引域内，接近边缘，但对称性破缺仍未出现。

酒醉今朝

Market BUY SVXY Wed Sep 21 13:37:30 2016 at $68.10

酒醉今朝

Market SELL SVXY Wed Sep 21 14:50:00 2016 at $70.48 Result:3.49

酒醉今朝

Market BUY SVXY Wed Sep 21 15:04:15 2016 at $71.28

qzhou3

酒醉今朝 发表于 2016-9-21 02:04 PM
Market BUY SVXY Wed Sep 21 15:04:15 2016 at $71.28

Thanks for the great call!!!

酒醉今朝

Market SELL SVXY Wed Sep 21 15:52:45 2016 at $72.34 Result:1.49

QQQ?

qzhou3

Laoda, any trading signal for today?

酒醉今朝

Market BUY SVXY Thu Sep 22 11:42:16 2016 at $74.40

qzhou3

Thanks

酒醉今朝

qzhou3 发表于 2016-9-22 10:47 AM
Thanks

机器进的有点早，听天由命吧。

酒醉今朝

Market SELL SVXY Thu Sep 22 15:48:31 2016 at $74.78 Result:0.51

酒醉今朝

酒醉今朝 发表于 2016-9-22 02:48 PM
Market SELL SVXY Thu Sep 22 15:48:31 2016 at $74.78 Result:0.51

+0.51% is OK. Good night.

sunny

酒醉今朝 发表于 2016-9-22 04:01 PM
+0.51% is OK. Good night.