比较IWM和SPY

九天

比较IWM和SPY，我觉得历史上IWM先降，不怎么升了，而且HL什么的了，然后出现SPY降。

可能的原因，
1，大机构是对小型股本来没有兴趣。
2，只是在大型股涨得大机构心满意足的时候，于是希望我们小散一窝蜂前来接盘，所以要造势。
3，于是就炒小型股，花小钱办大事。

因此，目前比较IWM和SPY，MQP看不出SPY会崩盘，不知市场MHP将怎么说。

注意我是用欧元炒股的，所以自己的需要是比较欧元指数，美加的留学生可以用自己炒股的货币比较和高谈阔论。

yanzi

Does it mean in the next few months, spy will make new high and iwm under perform?

lilitulip

九天

yanzi 发表于 2013-7-26 11:19 AM
Does it mean in the next few months, spy will make new high and iwm under perform?

It seems as if IWM is high enough.  We hope SPY will make new high in the next few months while IWM will make low so that We can make some money using put.

But who would like to pay?

yanzi

九天 发表于 2013-7-26 12:32 PM
It seems as if IWM is high enough.  We hope SPY will make new high in the next few months while IW ...

Thank you. It seems that in the past it takes at least 2-3 months to play out. If history repeats itself, it is still safe to buy spy dips.

九天

yanzi 发表于 2013-7-26 01:01 PM
Thank you. It seems that in the past it takes at least 2-3 months to play out. If history repeats  ...

Thanks. Is it not bad to sell IWM at first?

yanzi

九天 发表于 2013-7-26 01:30 PM
Thanks. Is it not bad to sell IWM at first?

Did you check the money flow for weekly iwm? It is still very strong. If you play the weekly time frame, you have to be very patient. It can be easily 1-2 months off. But I agree that iwm most likely will correct first. Check out this daily chart from David Larew on stockcharts.

九天

yanzi 发表于 2013-7-26 01:48 PM
Did you check the money flow for weekly iwm? It is still very strong. If you play the weekly time  ...

You are right.

MFI on stockcharts come from NYSE and BATS.
Here is a MFI of Amex.

hotday

marked! good post!

hotday

How about buy IWM puts and sell Spy puts? The risk is really limited if the above theory is correct. You end up buying spy if everything goes wrong!!!

yanzi

hotday 发表于 2013-7-28 12:59 PM
How about buy IWM puts and sell Spy puts? The risk is really limited if the above theory is correct. ...

If you looked at 九天's first chart, rut and spx has not diverged yet. Both rut and compq still outperform spx. Look at these two charts from http://stockcharts.com/public/1839659/tenpp. Your strategy will work when rut starts to under perform spx. Until then, buying dips is better than shorting in my opinion, unless it is short term trading. But buying at the prolonged uptrend needs to be very cautious. I have followed a blog for years, you may check it out. http://trendythird.blogspot.com/

hotday

yanzi 发表于 2013-7-28 02:31 PM
If you looked at 九天's first chart, rut and spx has not diverged yet. Both rut and compq still ou ...

Thanks a lot!!! I bookmarked both sites.

九天

hotday 发表于 2013-7-28 12:59 PM
How about buy IWM puts and sell Spy puts? The risk is really limited if the above theory is correct. ...

Thanks !!!
研究这些玩意，是想找到夏季休假期间的操作方向，目前觉得没有空SPY的信号。
对于广泛使用的TA参数，我个人不是完全相信，所以必须通过自己编写的TA技术指标验证。
下图是我亲自用Ninja C# Script写的源码，画出来的一个自己完全相信的TA技术指标 For TF，
日Chart只是说可能进入波动期。

所以我们只可以在5分钟级别，进入单向只做空操作。

九天

九天 发表于 2013-7-29 03:25 AM
Thanks !!!
研究这些玩意，是想找到夏季休假期间的操作方向，目前觉得没有空SPY的信号。
对于广泛使用 ...

预测证卷对了错了没有什么关系，短线能够实现50%的胜率就知足了。
关键是操作，不能大范围交流，再说了没有操作的朋友也没有必要去浪费时间看这些玩艺，所以今天在日志


Mini Russel 2000 Future For Aug 13 2012的进5退3操作
http://www.hutong9.net/home.php? ... o=blog&id=43622


里面保留了上个交易日的5分钟和1分钟Chart，欢迎互相深入的简单介绍一下自己操作，
互相学习借鉴一下，帮助我减少失败交易次数。

novice_trader

學到了！