大盘图（5/14/20）

moreliver

花街评论说不知今天大盘的上冲是如何来的。因为超高失业率，企业倒闭，贸易战升级等等都无法解释股市的飙升。

我的“操盘目标”给出了一个解释：是MM的仓位决定的。 我贴出的目标实际是MM的仓位位置，大盘必须到那个点位MM才不赔钱。这种行为SEC是允许的。今天的上涨就是为了平衡SPY284的仓位。但散户们不断地出来干扰，所以才有了曲曲折折的大盘图形。

当然MM也时常被散户们疯狂的心理（恐惧，贪婪）搞得赔钱，但是根据7年多的数据统计，90% 的时候是MM能掌控的。所以我说目标有90% 可信度。TA常用的图形和轨道，MM们了如指掌。常常走出些大家认为很确定的图形，然后出其不意割韭菜。

至于如何判定MM的仓位，那是我这一年来闭关所做的事。

记住，目标只有90%的可信度。会有失败的目标出现的。

ice_tea

木沐

谢谢大神分享！

源济

谢谢分享！

uddi

老大，这个NED是什么指标？

wnd4

日线NED 到南极了，看反弹能不能持续几天

Fan8an

反弹够猛

Jennyahwu

wnd4 发表于 2020-5-14 06:32 PM
日线NED 到南极了，看反弹能不能持续几天

今天弹了这么多，日线昨天负87,今天还负100？

moreliver

uddi 发表于 2020-5-14 06:21 PM
老大，这个NED是什么指标？

NED 是 Normalized Excess Demand。再往深讲就是学术问题了。以前我在这里讲过一些，但多数人不感兴趣。现在就不多说了。

start123

meshfree

谢谢分享！

befriend

谢谢分享！

bokchoy888

littletiger

what is the relationship between NED and MM的仓位位置? can you post the reference paper one more time?

moreliver

littletiger 发表于 2020-5-15 05:02 AM
what is the relationship between NED and MM的仓位位置? can you post the reference paper one more tim ...

Sorry, there is no such reference. The concept of NED is my idea. Nobody before is ever able to know the MM inventory position, which is kept as the top-secret.  

littletiger

moreliver 发表于 2020-5-15 07:09 AM
Sorry, there is no such reference. The concept of NED is my idea. Nobody before is ever able to  ...

for the past couple of days, Your system has been amazing. I wonder if your system (NED) is similar to "dark pool" concept.
Google DIX, dark pool and you will find some description of it. And I love to hear from you on the basic concept of NED.

randomperson

18年那次大跌我还记得我看了你的很多的帖子，印象很深。

我想问一下，MM的仓位就是图中的原点吗？是只有多仓？无法推测MM的空仓位置？

moreliver

littletiger 发表于 2020-5-15 07:36 AM
for the past couple of days, Your system has been amazing. I wonder if your system (NED) is simila ...

NED has nothing to do with dark pool transactions, which is an obstacle to price finding.

To understand NED, we have to start with the Walrasian general equilibrium theory (1886), the Samuelson's price equation (1941), Kenneth Arrow's proof of the existence of equilibrium (1954), and the SMD theorem (1974) about the arbitrary forms of the excess demand function.  I tried to introduce these ideas here but stopped halfway because nobody was interested.

I understand that this forum is not an adequate place to discuss these academic concepts so I stopped wasting other's time. I believe that sharing fruits of my idea is a better thing to do, which is what I'm doing now.

randomperson

moreliver 发表于 2020-5-15 09:42 AM
NED has nothing to do with dark pool transactions, which is an obstacle to price finding.

To  ...

你是学数学的？
我是学CS的，不知道自己的数学基础够不够，我会去读一读。

randomperson

randomperson 发表于 2020-5-15 07:43 AM
18年那次大跌我还记得我看了你的很多的帖子，印象很深。

我想问一下，MM的仓位就是图中的原点吗？是只有 ...

我明白你的意思了，我的问题理解错了你的图。