牛市动能衰退过程少则3个月，多则10个月

oldpigwang

今年会不会有2个低谷，一个在7月，另一个就在大选之后？

Bencat

90ufo

从画圈的位置买半年以外的扑，都会有收获（sample size too small), 就算是保护against fat tail events

silicon_beaver

90ufo 发表于 2012-4-27 19:54
从画圈的位置买半年以外的扑，都会有收获（sample size too small), 就算是保护against fat tail events

Still too risky unless market forecast is absolutely right.

options after six months are expensive. and normally should be closed one month before expiration. If at that time the expected event of meltdown doesn't happen, will have to exit at high cost (premium loss)

ctcld

oldpigwang 发表于 2012-4-26 22:55
今年会不会有2个低谷，一个在7月，另一个就在大选之后？

完全有可能。理由：

PA的需要和TA的借口。

ctcld

90ufo 发表于 2012-4-27 21:54
从画圈的位置买半年以外的扑，都会有收获（sample size too small), 就算是保护against fat tail events

买半年以外的扑 还是 卖半年以外的烤？

90ufo

ctcld 发表于 2012-4-28 09:11
买半年以外的扑 还是 卖半年以外的烤？

买扑.   我卖option总是卖近期的DECAY快啊.

oldpigwang

回复 ctcld 的帖子

学游斑竹： 请讲一讲“今年的低谷要么在7月，要末就在大选之后”的 "PA的需要和TA的借口"，
什么借口，怎么就会在 7月和大选之后。我觉得这很重要。洗耳恭听。

ctcld

oldpigwang 发表于 2012-4-28 21:24
回复 ctcld 的帖子

学游斑竹： 请讲一讲“今年的低谷要么在7月，要末就在大选之后”的 "PA的需要和TA的借口 ...

(ZT)

Trading The Presidential Election Cycle
Weak Stock Market Following Election

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The pre-presidential election year has historically proven to be the best for the stock market. It has been the strongest year of the four-year presidential election cycle.

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What happens after the election? Does it matter to the stock market if a Republican or Democrat takes control of the White House? Conventional wisdom would state that a Republican presidency would be better for the stock market due to the Republican’s pro-business stance. However, the facts prove this wrong. Studies have shown that the stock market has better performance under Democratic presidents than Republicans. This is particularly true with small cap stocks. However, it’s critical to note for traders, volatility has historically been higher during Republican administrations than Democratic ones.

If these cycles continue into 2012, we can look forward to a bullish yet volatile election trading year!

至于为啥7月会有个低谷？
Q2 一般是最差的季节。加上OT结束，新政策需要时间来消化。

oldpigwang

回复 ctcld 的帖子

Thanks.
Then if OBM re-elected, can we avoid the 大选之后低谷? Or get smaller 大选之后低谷?

ctcld

oldpigwang 发表于 2012-4-29 05:21
回复 ctcld 的帖子

Thanks.

不管谁当选。

这和月尾，季尾跌是一个道理。这样才能把政绩轨迹描好看点。

dbshjb

ctcld 发表于 2012-4-29 09:24
不管谁当选。

这和月尾，季尾跌是一个道理。这样才能把政绩轨迹描好看点。

有道理。

dsp