07/23/2010 白天灌水

ranchgirl

no高见. I believe you are science or engineering major. You must know there is something called "error", not "mistake"!

Several hundred X difference in volume, and the difference (走势有不同) is within "error" range, what conclusion you should draw from it?

MY dear scientist: 氢氧化钠........

ranchgirl

回复 600# 氢氧化钠

no高见. I believe you are science or engineering major. You must know there is something called "error", not "mistake"!

Several hundred times difference in volume, and the difference (走势有不同) is within "error" range, what conclusion you should draw from it?

MY dear scientist: 氢氧化钠........

氢氧化钠

回复  氢氧化钠

no高见. I believe you are science or engineering major. You must know there is so ...
ranchgirl 发表于 2010-7-23 18:57

    牛姐，你说的这个因果关系弄反了。两个etf走势基本一致，只是结果。就比如说spy的走势和ES的走势一样。
   走势相同原因有可能两个：ETF买卖双方共同作用, 或者任意时间存在一个指定价格。如果排除掉ETF的走势由买卖导致的，那么可以做出以下推论：某些时刻spy在某一个点买盘大于卖盘，但是走势却不断向下。如果真的这样，market depth里面会很清楚，但是根据我的观察没有这种现象。

   我再贴个链接，daniel harrison写的： http://journalism.nyu.edu/pubzone/theoryb/node/1427

   我不是要跟你抬杠，我只是想弄清楚ETF本身有没有可以arbitrage机会。没人愿意和quick & risk-free money过不去。

ranchgirl

whatever

htbrook

new test. thanks

htbrook

回复 604# ranchgirl