感謝大夥跟帖。這裏再明確一下:在下不分享任何策略或方法,也不指導別人如何股市風雲。更不會收徒弟,開會員之類的。在下是在尋找一位誌同道合的企業家,能賞識在下雕蟲小技,雇傭我為其服務。本人小技來之純數學自嗨。股市投資是門生意,在下不會。如果閣下有實力,而且有起碼2年以上經驗,那麽請看下麵。如果符合閣下理念,請聯係我。其他玩家,我祝福你們財源滾滾!
The majority of day traders lose money. In simple terms, the stock market cannot be predicted, and there is no strategy that can consistently make money. This is a fact supported by common sense and the "Effective Market Theory," which has been confirmed by a Nobel Prize winner. Day traders are essentially players in a casino, and they will eventually lose due to greed and fear. Therefore, we must find a way to gain an advantage through mathematics. The only way to do this is by playing the options market, as options have extrinsic value. If we can properly take advantage of this, we can run a mini casino instead of being day trading players. We make money from the losses of other players. However, it is not easy because the market is fair. Therefore, predicting and analyzing implied volatility (IV) becomes crucial for success. Numerous mathematicians have spent decades researching this topic, but they have ultimately found that IV distribution follows basic math and cannot be predicted. In summary, I have developed a program that calculates the Implied Volatility (IV) and its recent history. Additionally, it considers the option's extrinsic value using the IV clustering, which is derived from basic mathematical principles. For instance, I conducted a back test on QQQ for a period of 20 years and discovered that using a 10-day cycle resulted in a 76% chance of winning when there were 2 consecutive up cycles. However, it is important to note that this back test is solely based on historical data from the past 20 years and not purely on mathematical principles. Therefore, I will not implement this approach as it is uncertain what the next 10 years will hold. Pure mathematical rules, on the other hand, are timeless. Hence, I will solely rely on pure math when approaching this matter instead of relying on any so-called approved back testing methods.
感謝老天爺,終於發現了這個秘籍。不聽新聞或消息,不看K線或走勢圖, 也不看各種指標(indicators), 所以是秘籍。但各位前輩,對不起,我不賣,也不分享,不招會員,畢竟是我十年的心血。如果你是大玩家,請聯係我,我給你打工。usStock101 必須是認真的啊。有疑問的歡迎加我,我可以透一二。
謝謝大家的跟帖。簡單的說,我碰巧發現了ARCH模型裏的小分支。這是基於把投資作為生意而不是玩股票。
這個小縫隙不適合大資本,但太小也不行。我不賣或分享,但希望找到有實力的合作夥伴。