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...
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...
Huasing Association 1999 - 2013