tag:blogger.com,1999:blog-3080403710783247993.post216907854136175721..comments2024-03-18T00:35:38.043-07:00Comments on 股息 現金流 被動收入 理財的心路歷程: 五線譜和選擇權--- 獲利期望值 … 避險功能Anonymoushttp://www.blogger.com/profile/12558279700290402690noreply@blogger.comBlogger9125tag:blogger.com,1999:blog-3080403710783247993.post-29663261348392680912015-01-06T21:09:31.338-08:002015-01-06T21:09:31.338-08:00明白了,感謝alan明白了,感謝alanAnonymoushttps://www.blogger.com/profile/01671423074174356339noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-35910341900157860002015-01-06T18:35:18.257-08:002015-01-06T18:35:18.257-08:00FYI
http://allanlin998.blogspot.tw/2015/01/ah-pre...FYI<br /><br />http://allanlin998.blogspot.tw/2015/01/ah-premium-index-dividend-600011ss.html<br /><br /><br />Anonymoushttps://www.blogger.com/profile/12558279700290402690noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-72889836953557146132015-01-06T01:51:25.349-08:002015-01-06T01:51:25.349-08:00hi bobo:
參考參考
http://allanlin998.blogspot.tw/2014...hi bobo:<br /><br />參考參考<br />http://allanlin998.blogspot.tw/2014/11/blog-post.htmlAnonymoushttps://www.blogger.com/profile/12558279700290402690noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-91431071684508024282015-01-05T19:28:43.218-08:002015-01-05T19:28:43.218-08:00Allan, 2828巳到紅色95%樂觀, 但離爆破應該還有一段很長的距離, 請指教如何看這時的5線...Allan, 2828巳到紅色95%樂觀, 但離爆破應該還有一段很長的距離, 請指教如何看這時的5線譜。Anonymoushttps://www.blogger.com/profile/01671423074174356339noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-71131098334740664712014-12-28T01:04:15.377-08:002014-12-28T01:04:15.377-08:00yes agree
but 後來我發現用 1 year 五線譜. 有問題
1. 歷史波動性太小
和...yes agree<br /><br />but 後來我發現用 1 year 五線譜. 有問題<br />1. 歷史波動性太小<br />和實際數據算出來的相差太多<br /><br />2. t +/- sd 的價格 和oi 最大平倉量相差太多<br /><br />so i use 3.5 year<br /><br />Anonymoushttps://www.blogger.com/profile/12558279700290402690noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-81775935267586168742014-12-27T22:46:18.553-08:002014-12-27T22:46:18.553-08:00謝謝,了解68%的算法了,是以觀察的時間 TO 3.5 YEAR來算
不過,您在五線譜和選擇權 --...謝謝,了解68%的算法了,是以觀察的時間 TO 3.5 YEAR來算<br />不過,您在五線譜和選擇權 ---選擇權安心賺這篇提到:<br />"另外就是, 選擇權的賣方策略, 可以收到權利金, 作者提出了天羅地網的策略, 也是很有趣<br />這些價位都可以利用五線譜 觀察設定. 你只要輕鬆地調整五線譜 觀察的時間 TO 1 YEAR … 就可以 如同作者所說的安心賺"<br />猜想之所以用觀察的時間 TO 1 YEAR係因台指選擇權每月結算的關係吧!<br />所以本篇的區間在8600~9500之間用觀察的時間 TO 1 YEAR來算,9500在75%樂觀線左右,而8600在95%悲觀線以下,所以勝率應該有81%<br />不知道這樣的算法對否?<br />請您指教!Anonymoushttps://www.blogger.com/profile/15677783204495944844noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-88358228774749684562014-12-27T19:54:29.339-08:002014-12-27T19:54:29.339-08:00http://allanlin998.blogspot.tw/2014/04/etf-5-mean-...http://allanlin998.blogspot.tw/2014/04/etf-5-mean-reversion.htmlAnonymoushttps://www.blogger.com/profile/12558279700290402690noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-78218056654798852162014-12-27T19:52:56.985-08:002014-12-27T19:52:56.985-08:00五線譜原理
+/- sd 機率=68%五線譜原理<br /><br />+/- sd 機率=68%Anonymoushttps://www.blogger.com/profile/12558279700290402690noreply@blogger.comtag:blogger.com,1999:blog-3080403710783247993.post-11597689031540343562014-12-27T19:39:40.746-08:002014-12-27T19:39:40.746-08:00expectation=
(68% x 12.1 )+ ( 32%x-87.9)= 8.228-28...expectation=<br />(68% x 12.1 )+ ( 32%x-87.9)= 8.228-28.12=-19.89.. 這個策略一口, 可能會賠掉994.5<br />請問68%如何得知?Anonymoushttps://www.blogger.com/profile/15677783204495944844noreply@blogger.com