以前做ＥＲ前後交易的清單

本來昨天想發的貼，後來決定等今天，避免影響同學今天的操作心態。

不一定能包含所有的程序和要點，希望有同學能補充或者翻譯成中文給大家留來參考。　


記得效率最高， 風險最小的操作，是那些ER前2-3月就開始播種，建立一個接近中性的對衝模型（股票+期權）。這樣到了ER附近的日子，調整一下後就幾乎是免費的賭一 注， 心態比較能夠承受， 輸了也不會分心。
 
1. Sector Check with ETF's daily and weekly charts, TA+FA to project trends,  also be aware of sector leaders' ER dates in relation to targeted holdings' ER dates.
2. Plan out options spread as early as 2-3 months and continue to sell front end months towards the EA day to reduce the costs of the model.
3. Estimate Entry point with option-stock models with fair price.
4. Calculate Capital At Risk (maximum loss of the open position) to determine a minimum profit target.
5. Construct the final model to buy in legs in the model. 
6. Convert existing model if needed to remain neutral or remain trend biased accordingly.
7. After ER, prepare various rebalance plans for after hour rebalancing in necessary to preserve profit.
8. Have a day－after ER trading plan to exit with targeted profit． (or a stop loss for runaway trades)
9.  Option roll-over execution  or conversion  to new model to hold beyond expiration day.
10. Plan to salvage all losing hands before reaching maximum loss: Floating decision, do NOT add to a losing trade.

個人認為，如果ＴＡ的圖表功課做得充足的話，加上個人ＦＡ的觀點，　除了不能預測走向之外，８０－９０％和交易操作有關的答案可以在做功課和看圖的過程中自己就能找到的。