the key is to tell (with a model or with a hunch) when mkt is likely to be mean-reverting and when mkt is likely to trend.
see here (also in my wxc blog)
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time decay is the cost to pay for compounding, ie gamma. the idea is similar to that of gamma scalping in delta neutral option trading.
the key is to tell (with a model or with a hunch) when mkt is likely to be mean-reverting and when mkt is likely to trend.
the key is to tell (with a model or with a hunch) when mkt is likely to be mean-reverting and when mkt is likely to trend.
所有跟帖:
• 几天的盘整/逆势,可能是几个月单边行情的小插曲。有些ETF 可持的时间可能比想象的要长很多 -梦幻2010- ♂ (0 bytes) () 11/04/2014 postreply 21:44:53