1, 这个方法得益于HQ和大千,及168上得来的一些启示。去年夏天的HQ是蛮有创造力的。我至今还记得他通过对goog以及几个leading stocks得研究,正确判断了大方向。而后发文感谢shadan,说他终于上水了。
当时我在build我的regressing model, 受此启发, 通过cluster /classification/discrimination analysis, 把更多的大盘指标股找出来加入到model里。发现还很不错。
2,我那时的model好是好,但是美股总的来说是短期driving by news, 长期driving by earning 的。如果我辛辛苦苦的分析完,第二天早上出了个什么news, 大盘摔个过百点,一样完蛋。书上一直就说很多分析师都非常注意盘前交易对个股的影响。大千和168上有几个不错的也很注意盘前交易。我就想能否我也把盘前交易数据放到我的model里面。在这个过程中我发现,大盘前成交量级可预示下跌有可预示上涨,如何区分开呢?结论是还是成交量。总成交量和部分时间段的成交量以及由此产生的关联对大盘方向的判断, 尤其是那种+ -〉=100点的日子特别有效。
这套盘前判断大盘方向得方法只是我众多方法之一。没什么好藏的。我的系统里,最值钱的是选股和价格预测,盘前方法只是confirm交易和预防下跌。分开几次帖出来,只是因为我一直抱有“授人鱼,不如授人以渔”的观念。我不希望一次过什么都说完,然后别人就照做。没有任何学习和思考的过程。我想robin在发了许多hcl的pick后,其实又有几人真正理解他的方法和他如何come up with hcl play idea 的思路呢?坦白说,这里大部分人都太在乎短期挣大钱而非理解一个事情的本质,然后找到最适合自己的方法。
我可以找到这个方法,很大程度上取决于我本来就扎实ta/stat功夫,所以在闪光点出现后, 我可以知道it得价值以及如何更好的利用。更重要的是我相信独立思考的重要性。
我的乐趣不是发帖,然后得到叫好声。我的真正乐趣是认识了一个事情的本质, 赚了钱,同时enjoy了独立思考的乐趣。
Translation as below
1, The methods benefit from HQ Daqian, and 168, due to some kind of enlightenment. Last summer HQ was quite creative. I still remember that he passed on goog and several leading stocks in the study, corrected judgment of a general market direction. Then he issued a document to thank shadan, he finally said he started to make money. At that time, I built my regressing model, inspired by this, through a cluster /classification/discrimination analysis, more large stock indicators identify them into model Lane. Found very good.
2, I was building the model, but the stock markets generally short driving by news, long driving by the earning. If my hard-earned analyzed, the next morning what if out of the news, and market had rapid drop-off point 100, the same jail. Book has been saying many analysts have paid great attention to the transaction on disc units affected. Daqian and 168 are also several very good attention to the disc transactions. I thought I could put disc transaction data from the model inside. In this process, I found, and the rapid turnover levels before fall may presage increases may indicate how to separate? Conclusion is still turnover. Total turnover of part-time and turnover, and the resulting correlation to the overall direction of the judge, In particular kind of point ->=100 + days particularly effective. This disc in the direction of the overall judgment method is only one of my many ways. No possession of the good. My system, the most valuable of-Selection and price forecasts disc methods only confirm transactions and the prevention of a decrease. Several separate points out, it is only because I have always been "delegated Mermaid, as a delegate to fish" concept. I do not want what one has finished, and then others will follow suit. No learning and thinking process. I think the robin in a lot of pick hcl, Several people in fact be truly appreciate his methods and how he will come up with the idea hcl play thinking? Frankly speaking, most people here are too short make big money lies not understand the essence of a thing, Then find the most suitable method. I find this approach depends to a great extent I was on solid ta/stat effort So the glittering there, I know it can have value and how to better use. More importantly, I believe the importance of independent thinking. I was not fun when posting, and then get applause. My real fun is a matter of understanding the nature, make some money and enjoy the fun of independent thinking.
50 comments:
bobo大哥
"when market dip/up, 大MM总是表现出惊人的一致性是相符的"
这是你的regression算法的核心判断标准,是么?
Thanks bobo!
CSUN back to 12.*, no position yet, thinking about entering.
我建立了一个关于股票策略的网站 www.goochart.com 可以创建和测试策略, 很想知道你能不能把你的策略在那里表示出来, 这样策略就可以自动执行,我们可以订阅你的策略的信号了。 可以和我联系 wanghanmin@gmail.com
Thank bobobobo,
The NMX is great, and the 130c I got last Friday has doubled.
Really hope bobo come back after breaking the record - 10x account in 3 or less months. :)
In fact, I think bobo can achieve this goal in only one month.
I know psp and 傻帮 eventually will fight at some point, it's nobody's fault. it's all about our culture. over-emphasize 集权+正统。which efface ppl's independence and creativity.
I really admire president lincoln, he try his best to forgive his enemy, protect their dignities after he won. our chinese fellow has a long way to go.
message from the bottom of atlantic
hey goochart,
let me finish my current assignment. I need to beat cloudice's record, making 10X in 3 months.
will keep in touch. thank you for the invitation.
to skiii,
I like you. smart and self-control. you need to learn one more thing, don't mention your profit in public. because a good record could be a heavy burden for your next challenge.
it wasn't that easy for me to beat cloudice's record because of the account difference. think about difference of selling 20 option contracts to 500 contracts.
tomorrow will be a good time for you to test what you learn from me.
I wish you good luck. remember, stand aside is another solution in case you are not that sure about what's going to happen.
take care!
Bobobobo, I would say they were fighting last night. It's just two sides want to show opinion. I learned from both sides' comments.
I think today's dapan may drop and bounce back, have to watch and learn.
Thanks for sharing bobo.
bobobobo, 我知道你炒股很厉害 但我更佩服你的为人 原因不用说了,你也知道
等我水平提高一点了再专心向您请教
bad weather will come today, isn't it.
skiii,what do u see from the bh trade?
to ooseven,
bad weather will come today, isn't it.
---------- I don't think so! I bet it won't dip more than 100 points. most likely close even or green.
I intend to post this only 1 mins before the market open.
back to diving again.
to Carol
you spend so much time watering. should spend more time in learning.
be modest, however be yourself. I won't ignore your post just because you are woman. just try to stay diving as much as I can.
I am 80% stock now.
AOB lower than 10, 本来想抢得,结果接了个电话就错过了,555
bobo,俺错了,以后不water了。昨天看到老大来讲,俺激动的一边看蜡烛,一边灌水,下次不了,多谢指教, blush//
Qianhu, HSC breakout了,恭喜,俺也跟着喝汤~
hey skiii,
if you didn't make much/even lost money today, don't be regret. if you didn't predict the correct market direction. that means you don't really understand when market dip/up, 大MM总是表现出惊人的一致性.
that's why I asked you this morning.
no big deal. think it this way, it good to lose when you have a small account, right?
let me know what you think, so that I can help.
I have finished around 15% of my assignment after these 2 days. I didn't make as much as you yesterday because of my account size. today is a better day for me.
I have to admit that I didn't expect market can go up more than 100 points. in my model, it should be around 50 points for dow. I played nmx, grp, vlo again, at the critial point, I only play with my old lovers. cause I know them better, in case my prediction is wrong, I can run more faster than a strange stock.
take care.
bobobobo,
thanks for clarifying the big direction of the market today, which makes me confident on GOOG. Surprisely, google is performance superb today.
Next time would be braver when I get confirmation from you. But first of all, learn how to predict myself.
hi, bobo大哥,
I did a stupid thing, I sold the NMX option at low price :( But it doesn't matter, I learn much today.
You bet it. There are really some questions confusing me.
The first is, people trade very early(around 6AM) with volumn not very high and not very low. I think that's because crowd have known what happened in China and Europe and get afraid of a big dip today in US. I'm not sure if MM will trade before 7AM. And I also have a problem to discriminate that in a trade, who's the MM and who's the crowd.
The second is, although the stocks volumn level seems similar in BH, INTC's behavior is very very different from others. It's almost the only stock that didn't rise much today. I bought some INTC CALL but the price keep unchanged. I'm just wondering if I should get out of it tomorrow morning. The only confidence to me about INTC is that I watched a large trading on Tuesday AH with price 21.97, which I think is a short support.
I haven't understand the data throughly. Please tell me where I'm wrong and I'll learn more on that. Thanks a lot~~~
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I have finished around 15% of my assignment after these 2 days.
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Congrat~ you're so fast. I think you can make it in one month, at least two months, haha.
About "when market dip/up, 大MM总是表现出惊人的一致性", I have two understanding.
The first is, for a single stock, the MM behaves similar before big dip/up.
The second is, for a big dig/up, many MMs behave similarly.
I'm not sure which one is correct or both are correct? From what I learnt from your words, maybe both.
haha, a lot of questions today. I didn't loss money, but got into a wrong boat. Thanks for your care~~~
bobo大哥,
I just found this news on finance.google.com
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Intel Corp. topped the list in late trading on Wednesday for Buying on Weakness, which tracks stocks that fell in price but had the largest inflow of money. See the full list.
---------------------------------
It seems I can wait for its boost in a few days.
My analysis about the INTC inflow money:
On 5/24, in BH it showed us 2M*2 huge trade, which means the MM is getting out. Without MM's strength, this guy cannot rise much today. But MM is loading and coming back. When MM is ready, INTC will also rise.
No bad news for INTC today. The only big news is that DELL, INTC, and MSFT join together. I don't think it's negative news.
to skiii
盘前交易最重要是联动,而不是看一个股票怎么动。对比上回的list, 今天你发现了联动pattern 吗?其二,看一下今天的goog/gs有多少大单,再对比一下上回。今天卖的都是一百几百的散单。要是mm要开流,等着见几千上万的单八。还有时间段也很重要。
if you see hudge bh volume then follow to get in, you are piece of dead meat. hudge bh volume only used to confirm the buy point. but it's not necessary hudge bh volume indicates a buy point for individual stock.
i have never played with intc before, but I will look at its chart for you.
remember, I used other methods to pick stock. bh/ah method is only for big market directin and confirm buy point for individual stock.
bobo大哥,
I notice that
MSFT
07-05-31
09:15 $ 31.11 2,140,000
A huge volumn, let's see it performance today.
Do you have any comments?
Bobobobo, your hero break out le!! I didn't load it. ;-(
Hey happydayone, the list I send you have more than ten stocks, right? Just ignore hero, keep check with others.
bobobobo大牛,谢谢你在这里的评论,偶学到很多:)
happydayone,
GROW is in the corner of a triangle. Considering other indicators and moving average and its good business performance, I think it will breakout with the whole market tomorrow or next week. I plan to get some tomorrow morning.
How do you think about it?
hi, skii: I never done grow before. I checked the chart, it might have a small break. If it was me, I would wait to see how it looks like these two days because I don;t know too much about its FA.
my two cents as a newbie.
hi, skii: I never done grow before. I checked the chart, it might have a small break. If it was me, I would wait to see how it looks like these two days because I don;t know too much about its FA.
my two cents as a newbie.
bobobobo,
Will the final battle really come today? I mean Naz go to 2731?
happydayone,
Thanks for sharing your opinion. I'll check it again today.
you must read daoluan's post in daqian
I would say if naz will break out, you can look at rimm/akam. I will stick with nmx
大MM表现出惊人的一致性this morning. time to get in tech sector.
I am in akam
I'm in now! gg and qq
Go! Naz~~~
bobobobo, akam没在涨啊?
Good news but just fair market. I will close my rimm, grp position this afternoon. Still holding nmx
nmx每次下跌都有支持, 买不买就自己看着办吧
according to my judgement, it's typical 磨顶 pattern.
bobobobo and happydayone,
GROW really break up today. I got some this morning and be happy to see its rise.
I guess the nasdaq will be flat today. Just give short strength a chance to escape. Next week will be better. Am I right?
hi, skii:
Grow runs very nice. I checked the chart this morning and thought that it will go above 23.00 and come back to test 24.00 next time. I got 100 share too but with much higher cost. Let us cross the finger to see what it will go next week.
Could you share why you have such a prediction about NAZ?
Thanks
skiii,
in case you called grow, then you are really 牛 乐。grow was swingbh's pick.
disagree with your market comments. usually when market has good news but fair gain, that means either market needs time to response/digest the good news or mm is trying to use this opp. to get out.
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Congrat~ you're so fast. I think you can make it in one month, at least two months, haha.
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don't flatter me no more. my account stay still since then.
bobo大哥,
I know GROW from your list. Thanks a lot!~ I didn't call it - didn't realize to call it~
I heard that swingbh is very niu. But where is SwingBH now? And where is mummy now? Do you have their thread?
=================
don't flatter me no more. my account stay still since then.
=================
hehe, OK, but still wish you a good rise in your account.
also to happydayone,
I just think the Nasdaq open high and close flat in order to jump over 2607 but come back to test that point. I'm not very sure, just think that all MMs jump this morning must have some reason behind it.
I'm new and just learn to understand MM's behavior, not sure about my judgement.
I've sold GROW at 24.75, not very good. But I think it may correct next Monday then we can load more.
千户,还有几个小时你就要考试了,再次祝福你啊,bless!
bobo大哥,
I found that Daoluan is good at drawing lines but not as good at timing. If I don't know your GROW, my account will become negative today. Just feel lucky. Also, I feel MMs are very smart. They make the market higher but the trend is declining to lock the crowd. :(
Good luck Qianhu. Have a good grade~We need you to come back.
skiii,
where do you live, east or west? it's only 6 est.
skiii 说...
bobo大哥,
I found that Daoluan is good at drawing lines but not as good at timing.
-------------because line can unlimited extend.
If I don't know your GROW,
------------- it's swingbh's grow.
I was helping my kenya friend back to office, making copy of his old project files for his friday interview purpose. he was fired 2 weeks ago. so that I didn't have time to go over my watch list.
good call! your exit point is good enough.
oh, back!
welcome back~~~~~~
check ur email plz!
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