金石量化係統

基於理論物理的量化交易係統
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There is a question regarding after market price volatility and

(2016-02-24 07:29:15) 下一個

I would like to share my answer with you...
Hello ....., 

I understood the pain of market gap up/down when the movement against the system, but three are also happiness when the gap up/down is on the same track as the system. 

The system does not follow after market price, for reasons that: 

1. In a long term time window, the latter has higher probability than the former, so we benefit more than suffer from market gap up/down. 
2. After market volatility is more driven by sudden events and retail investor's action toward it. Institution investor's actions has been more or less reflected in the previous day close price, if they are wares of something. 
3. On of the base point of the system is to only take action during market opening, so we could take time to enjoy rest of our life. I saw too many traders almost treat it like a 24-hour job, I think that costs too much, even if with profit.But most of the time, the closer you are with the market, the higher chance you will have loss. 

I hope this gives you satisfied answers, but as you just did, please feel free to let me know if you have any questions. 
 

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