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[转贴] Myth of quarter end window dressing

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发表于 2012-6-23 09:54 AM | 显示全部楼层 |阅读模式


一不小心看到有童鞋有在讲 quarter end window dressing. 这个东东是以讹传讹的myth. 老蛇的研究结果在这里。鼓励好研究的硅熊给个table.  


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发表于 2012-6-23 10:56 AM | 显示全部楼层
本帖最后由 jpm 于 2012-6-23 10:57 编辑

回复 mikeqc 的帖子

If the funds need to have the hot stocks in their porfolios for showing to fund holders, they need to have the stocks at least 2 trading days ahead of last trading day.

They are only urged to buy stocks uptrending and sell stocks downtrending, if the whole market is in clear uptrend. If SPX is flat, no pressure to do anything.







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