s**w
发帖数: 499 | | A********a
发帖数: 133 | 2 it is a little bit simplistic. If Trading is just like a repeating game of
coin tossing, +1/-1, the 70/30 edge too high for almost all traders, include
those legends.
To make money, u just need lose less than u gain. One example is trend
following, u may lose money more than 50% of times, but each time, u cut ur
loss quickly so that u won't lose ur shirt. But when u guess the trend
correctly, u ride on the trend to make tons of money. | e***z
发帖数: 7126 | 3 问一下本版大牛们（曾经的一个面试题）
已知一个trade 正确率70% or x%.
他每个时间t范围内交易y次。
给x和y 能否得到这个trader的expected return over time t, expected var,
expected sharpe ratio.
只给x 条件是否充分？
我不会。。:(
【在 s**w 的大作中提到】
: Trading stocks.
| a**n
发帖数: 3801 | 4 没用D
那你cut loss的次数会远远高过profit的次数
假设股票是个random walk， 你每次亏1%就cut，赚9%卖掉
那10次里面九次是cut了
include
ur
【在 A********a 的大作中提到】
: it is a little bit simplistic. If Trading is just like a repeating game of
: coin tossing, +1/-1, the 70/30 edge too high for almost all traders, include
: those legends.
: To make money, u just need lose less than u gain. One example is trend
: following, u may lose money more than 50% of times, but each time, u cut ur
: loss quickly so that u won't lose ur shirt. But when u guess the trend
: correctly, u ride on the trend to make tons of money.
| s**w
发帖数: 499 | 5 If a boss requires that you make 70% winning rate( lower than that you don'
t get pay), and after you buy you will hold at least one day to sell, what
you think?
Is there anyone on the earth can do that?
include
ur
【在 A********a 的大作中提到】
: it is a little bit simplistic. If Trading is just like a repeating game of
: coin tossing, +1/-1, the 70/30 edge too high for almost all traders, include
: those legends.
: To make money, u just need lose less than u gain. One example is trend
: following, u may lose money more than 50% of times, but each time, u cut ur
: loss quickly so that u won't lose ur shirt. But when u guess the trend
: correctly, u ride on the trend to make tons of money.
| c****y
发帖数: 3592 | 6 tell your boss to fuck himself. if you could do that why are you stilling
working for him
don'
【在 s**w 的大作中提到】
: If a boss requires that you make 70% winning rate( lower than that you don'
: t get pay), and after you buy you will hold at least one day to sell, what
: you think?
: Is there anyone on the earth can do that?
:
: include
: ur
| A********a
发帖数: 133 | 7 Trend followers assume there are significant trends in markets, the markets
do not random walk. Based on some of CTAs' performance (Brevan Howard, Man,
etc), not too bad assumption.
【在 a**n 的大作中提到】
: 没用D
: 那你cut loss的次数会远远高过profit的次数
: 假设股票是个random walk， 你每次亏1%就cut，赚9%卖掉
: 那10次里面九次是cut了
:
: include
: ur
| c********r
发帖数: 1422 | 8 most commodities are strong trending markets.
markets
,
【在 A********a 的大作中提到】
: Trend followers assume there are significant trends in markets, the markets
: do not random walk. Based on some of CTAs' performance (Brevan Howard, Man,
: etc), not too bad assumption.
|
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