I am not sure what type of "质变”u r referring to...
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作者:pymess (等级:2 - 初出茅庐,发帖:482) 发表:2024-10-14 18:25:32  楼主  关注此帖
我发现你说的很有帮助缩短时间,加杠杆。 增大赢得概率, 增大资金量:) 算一算。 上浮下浮 综合以后的情况。 多谢Pymess 你觉得不觉得 市场又变了。 质变了这次。 好像进入了某种通道。 --- 该帖荣获当日十大第4,奖励楼主12分以及18华新币,时间:2024-10-12 22:00:01。
I am not sure what type of "质变”u r referring to...
but i think generally speaking the length of trading time frame is inversely related to the winning rate, meaning the more frequent one trades, the lower the winning rate should be. therefore the combination of risk-reward ratio and winning rate together should decide a trading strategy's outcome.

Position sizing will definitely affect one's psychology. if the trade size is too big, I will hesitate to take the loss if wrong and I will hope the price comes back; if the trade is too small, I feel that I don't bother to either take profit or loss simply because the "money on the table" is too small. This is exactly the weakness of human nature. Every individual trader has different risk tolerance, I guess the optimal position sizing is "it shouldn't be too small so that it will has little meaning to change our financial status; at the same time the risk shouldn't be too big so that one can't take it at all. In fact the best strategy should be scalable, independent of human emotion.. I myself witnessed the HFT started testing 1 share in the market, after a while they just migrated the whole strategy to 1 million shares trading. The truth is robot does this the best....

For short term trading, If the trade size is significant enough to an individual, he will definitely plan the trade much more carefully, he will mind each cent for the entry price and the exact moment for the entry timing and thus improve the winning rate.

If we can start a trade at the correct timing and place, the rest will become easier...


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作者:pymess (等级:2 - 初出茅庐,发帖:482) 发表:2024-10-15 01:03:01  2楼
倒也是过百万吧。 目的也是这样。 具体更p l 的 还是专业trading desk 的人去做。 我对方向性有一个理解。 这个他们其实也不负责的。 眼光长远的话。 基数百万。 以前我一个季度做一次。 3% 。 一年10-12%。 absolute大盘可能好可能差。 但基本风险较低。 或者说net beta is zero . 如果是普通的benchmark 大盘。 测试后个人觉得长期定投可以无脑。 外加一些仓位调整的衍生品即可。 现在觉得这种absolute 不是什么时候都适合的。 比较 或许适合的时间段短,也或许长。 如果是大资金。 基本无回撤。 每年8-10 一般人能接受。 按照rule of 72 72/8= 9. 九年差不多翻倍。 五千万变一亿。或者 1000 块变两千块。 10 万 变20 万? 30 万 变60? 60 / 120? 这些数字你感受下。 结论其实不同的。 每一百万, 亏1%, 1 万 一千万, 两万股 s p y , 亏10 万 亏5% 50 万 亏了。 两年 一百万出去了。。 估计已经失业了。
Maybe you should just provide me two or three examples of the trades.
one is winning trade , the other is losing trade, both with entry and exit, and the holding period, so that I can understand what you really mean.... It can be portfolio or individual stock or futures or option or whatever asset position, as long as it includes the two prices and the holding period...

if you don't have the real trade, you can also describe how your ideal losing trade and winning trade should look like, so that I know what you are thinking towards an actual buy and sell...


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