WQ：近期交易的体会

weiqi

最终的结局，是形成在大量交易中体现微小的，比较稳定的赢率。
赌场的概率是51%，持续不变的维持即可不断盈利。你拿出50元，它也出50，但平均每次它赚所有人一块钱足以。
交易的赢率不会这么稳定，通常大起大落，但几年下来平均没有50%以上的赢率，这个交易员就不属于成功者行列。
哪怕你达到50.1%的赢率，一天交易5次就是1%增幅，每天1%100天就是2.7倍，一年就是12倍。所以几乎所有人都做不到。
绝大部分人恐怕只有百分之二三十赢率，盈利的空间送给了少数人。
判断正确往往伴随着错误的执行，这就是赢率不高的原因之一。
执行过程最容易产生失误和偏差，而计划则是最容易完美制定的；制定计划是人类的强项，执行是弱项。

你制定我执行如何？想试试吗？

this can be theoretically correct under the following two caveats:

1) you will have a stop loss mechanism.  most of investors are prone to keep at huge losses but sell at small profits.  The disparity will well offset the 1% gain on chances.

2) you do a lot of day trading.  Your strategy only works if you do that over and over again.  To a single trade, it is a 100% thing.

My conclusion is stop wasting time to develop these meaningless strategies and spend more time on fundamentals.

引用第2楼游客于2012-06-13 10:57发表的  :
this can be theoretically correct under the following two caveats:

1) you will have a stop loss mechanism.  most of investors are prone to keep at huge losses but sell at small profits.  The disparity will well offset the 1% gain on chances.

2) you do a lot of day trading.  Your strategy only works if you do that over and over again.  To a single trade, it is a 100% thing.
.......

Looks a like a good point.

赌海无边，回头是安，请三思！
每天为一点小利冥思苦想，辜负了人生大好时光啊！

weiqi

呵呵，看来隔行如隔山啊。每天稳定的“蝇头小利”，却是交易员的至高理想。