www.programtrading.com/stocks.htm block trade dog and flea

来源: marketreflections 2011-08-18 12:07:16 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 次 (6773 bytes)

http://www.programtrading.com/stocks.htm

Program Trading Stock Selection

 

How would you like to know in advance, exactly which stocks will be bought by program trading firms and which stocks will be sold by those firms? Sound interesting? Here is how we do it.

Our computers capture every large block trade in every stock in the Dow Jones Industrial Average (INDU), S&P100 Index (OEX), and NASDAQ 100 Index (NDX) every trading day. By capturing these trades (times and sales), whenever our program trading premium execution levels are hit today, we are able to determine exactly which stocks in each index are being bought the most during buy programs executed by program trading firms when our program buying premium execution level is hit; and, what stocks are being sold the most during sell programs executed by program trading firms when our program selling premium execution level is hit.

Since we are constantly tracking all block trades in index stocks, it is very easy for us to turn on our capture files whenever the premium reaches our execution levels. If you would like to know today's exact program trading premium execution levels that will turn on our capture files for buy and sell programs then click here.

Most buy programs and sell programs are run in the next 6 minutes after our premium execution level is hit. And unlike in the old days when most program trading firms did plain vanilla index arbitrage, today's best program trading firms do not blindly buy or sell all of the stocks in the indexes in equal shares. They learned long ago that the plain old arb game makes only a small amount of return. Of course that small return is normal for transactions that have almost no risk.

The best program trading firms now weight their buy and sell programs. They have learned that by taking just a little more risk, they can pick up a heck of a lot more return. For example, if their own in house research determines that a certain stock or group of stocks is going down and therefore not attractive for purchase, they will rarely buy that stock or group of stocks during a buy program, no matter how high the premium goes above the buy program execution level. They will stay focused instead on stocks that their research has determined is going up and weight their buy program heavier in those stocks. We see the results of this weighting every day when large blocks of certain stocks are being bought in the indexes and at the exact same time no shares at all of certain stocks are being bought.

Conversely if these program trading firms determine that a certain stock or group of stocks is going up and not attractive as a short sale, they will rarely sell short that stock or group of stocks during a sell program, no matter how low the premium goes below the sell program execution level. They will stay focused instead on stocks that their research has determined are dogs with fleas. We also see the results of this weighting every day when large blocks of certain stocks are being dumped in the indexes and at the exact same time no shares at all of certain stocks are sold short.

A quick comparison of our capture files from the past few buy programs and sell programs almost always reveals the winners on the long and short side of this program trading game. We almost always find that the stocks or group of stocks that were not sold at all during sell programs, are the same stocks that are going straight up the most during buy programs. And that the stocks or group of stocks that were not bought at all during buy programs, are the same bunch of dogs that are falling out of bed during sell programs.

Since we are constantly tracking all block trades, we can also determine which stocks are being bought or sold for customer facilitations and other program trades, whether our premium executions levels are hit or not. Although these trades are considered by some firms to be simple buy or sell orders, and therefore not related to our program trading premium execution levels, by tracking this information too, we are able to include these stocks in our Program Trading Stock Reports.

Some of the world's best traders and trading firms subscribe to our reports. By knowing which stocks other program trading firms are buying and selling the most, they are able to incorporate those same stocks into their own weighting for buy and sell programs for the next day. Since program trading now accounts for more than 55% of trading volume on average, that is the main reason you see stocks go on a two or three day rally. Or decline.

Now that you know how we do it, most likely it is time for you to take a look at those stocks. So if you would like to know what stocks were bought and sold by program trading firms lately, send us email with your name, address, and phone number and we will email you the private URL for that report.

所有跟帖: 

hft day trade zero positions at two ends of the day -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (16607 bytes) () 08/18/2011 postreply 16:20:17

check01 www.thetrader.se algorithms and automated systems are t -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (31844 bytes) () 08/18/2011 postreply 16:35:51

www.thetrader.se/ OUTFGAF:IND Philly, Jobs and SPX -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2974 bytes) () 08/18/2011 postreply 16:48:14

gamma01 Kathy Lien When the market is long gamma, market makers -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (29233 bytes) () 08/18/2011 postreply 16:58:14

gammatrading01 www.optiontradingtips.com/greeks/gamma.html -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (15424 bytes) () 08/18/2011 postreply 17:10:22

Vega01 bidu theta (which measures time decay, or how much extrin -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5474 bytes) () 08/18/2011 postreply 17:15:23

Gamma01 is a second derivative and measures how much your delta -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (95737 bytes) () 08/18/2011 postreply 17:30:31

gld01 Gamma01 tradingfloor.com implied volatilities have started -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5520 bytes) () 08/18/2011 postreply 17:44:35

check01 websites -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (365 bytes) () 08/18/2011 postreply 17:32:03

gamma01 www.4-traders.com 1 hedgefund strategy 072011 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (27437 bytes) () 08/18/2011 postreply 17:37:51

gamma01 www.wilmott.com volatility process is exogenously speci -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (27804 bytes) () 08/18/2011 postreply 17:57:49

gamma01 www.wilmott.com in general, if mkt long gamma they sell -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3477 bytes) () 08/18/2011 postreply 18:00:54

gamma01 HFT delta hedge -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14045 bytes) () 08/18/2011 postreply 18:03:44

8 standard deviations below that 20-day moving average. -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1667 bytes) () 08/18/2011 postreply 20:21:32

gama01 Asymmetric Information about Volatility and Option Market -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3882 bytes) () 08/18/2011 postreply 20:40:35

volatility:exogenous,result of new information;endogeneity of pr -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (33769 bytes) () 08/19/2011 postreply 12:15:28

finance01 Michael Darda negative velocity shock -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2939 bytes) () 08/19/2011 postreply 12:29:12

velocity01 重整化 联系不同能标下理论的一种方法。圈图(即微扰展开的高阶项)的计算结果含有发散(即无穷大)项 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (22646 bytes) () 10/09/2011 postreply 07:30:21

fa01 tax withholdings as proxy for actual jobs. From BNY Converg -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (19513 bytes) () 10/09/2011 postreply 08:46:01

fata001 Money, Macro And Markets Update By Sean Corrigan -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (27074 bytes) () 10/09/2011 postreply 09:19:59

fata001 量子场论中,并不关心振动的粒子——这只是一个基底,一般来说,我们并不关心这个基底本身。基底的振动产生了一个场,能 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7793 bytes) () 10/10/2011 postreply 11:08:03

fata001 量子场论ray representation 射线表示 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (6001 bytes) () 10/10/2011 postreply 11:21:37

我们假定电子中微子是零阶细胞,而电子为一阶细胞就可以了,现实世界中零阶细胞包括病毒等,一阶细胞包含细菌等,这在形式逻辑中有一个对 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (348 bytes) () 10/10/2011 postreply 11:35:48

fata001 量子场论 量子效应,类似于热效应,表现为某种微观的涨落,这种涨落的强度由不确定性原理控制。而其效果,就相当于在真 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4238 bytes) () 10/10/2011 postreply 11:46:56

惯性效应实质上是一个起源于加速引起的真空"形变"的局域效应,惯性力就是真空"形变"所造成的反作用力.;安鲁证明了安鲁效应:匀加速 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1862 bytes) () 10/10/2011 postreply 12:56:56

安鲁还证明,真空态与热平衡态有共同的本质,选择不同的能量零点,二者之间可以相互转化,热辐射起源于真空能级的变化.安鲁效应的温度正 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1943 bytes) () 10/10/2011 postreply 13:08:58

由于摩擦等耗散效应而损失的机械功称耗散功,以Wl表示。当孤立系统内部存在不可逆耗散效应时,耗散功转化为热量,称为耗散热,以Qg表 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5553 bytes) () 10/10/2011 postreply 14:31:40

entropy01 “最大广义熵原理”,即系统总是寻找一种优化过程使得在给定的约束或代价下广义熵最大,即总是使自身得到最大限度 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1180 bytes) () 10/10/2011 postreply 15:35:18

entropy01 广义熵原理驱动下的股市演化 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1185 bytes) () 10/10/2011 postreply 15:41:34

应用拉格朗日力学解密股票行情 根据我们对于拉格朗日力学体系的多年研究,我们认为金融市场(包括股票期货黄金外汇等)行情曲线遵循能量 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3458 bytes) () 10/10/2011 postreply 20:34:32

gr01 基于广义熵原理的生态系统演化动力学:用更为广泛的广义信息概念取代力、物质和能量 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3125 bytes) () 10/10/2011 postreply 15:53:25

这里就需要用到全息原理了。在Verlinde看来,描述一个空间最初的系统不是这个空间以及存在于这个空间中的物体,而是包围这个空间 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (627 bytes) () 10/10/2011 postreply 16:09:56

"曲线段直线段路径积分决定":第二类曲线积分的物理背景是变力延曲线做功问题,那么必然有对力的分解!所以这里面就有的方向性的问题! -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (16243 bytes) () 10/10/2011 postreply 21:17:57

“路径”的时空间隔涵义使其成为分形时空的基础:路径积分、小波变换与爱因斯坦的完整量子力学理论 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (6363 bytes) () 10/10/2011 postreply 21:23:56

熵是用来表示任何一种能量在空间中分布的均匀程度,能量分布得越均匀,熵就越大。一个体系的能量完全均匀分布时,这个系统的熵就达到最大 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (139 bytes) () 10/10/2011 postreply 16:11:42

当两个粒子靠得很近时(所谓很近,是比原子甚至原子核的尺度更小),这些看不见的自由度会变轻,从而变得容易被激发出来,那么这个系统的 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5161 bytes) () 10/10/2011 postreply 16:18:57

保守体系的位形,即在保守体系中各质点的相对位置发生变化时,其间的相互作用力作功,作功之和只与各质点相对位置有关。将保守体系在保守 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2811 bytes) () 10/12/2011 postreply 18:11:20

check01 Wilbur Ross markets never really discount the same thing -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14704 bytes) () 10/14/2011 postreply 05:40:01

vix01 If the VIX is at 16, as it was a little over a month ago, -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (6328 bytes) () 10/14/2011 postreply 08:59:38

phyath01 :volume has been abysmally low for the duration of the -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4245 bytes) () 10/14/2011 postreply 14:28:36

trading01 Douglas Borthwick models and Commodity Trading Advise -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (50551 bytes) () 10/14/2011 postreply 15:47:44

fx01 黄惠兰 欧债问题并非没有解决办法,只是欧元区各国还在寻求一个利益平衡点,这个过程不会一直持续,而且一定会有一个结论,因 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3673 bytes) () 10/14/2011 postreply 14:51:18

check01 liuyuhuiblog.blog.hexun.com/ 欧债危机并非无解 索罗斯的三点 一是保卫银行 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1373 bytes) () 10/14/2011 postreply 15:06:23

check01 http://www.cnbc.com/id/20398120/ Bob Pisani -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1771 bytes) () 10/14/2011 postreply 15:26:03

Soros01:Europe Banking System Needs to Be Bolstered -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (12930 bytes) () 10/14/2011 postreply 15:18:16

回复:gr01 全息原则 3维空间是幻影,实际地信息只是存于2维平面上(万有引力是由空间和时间地基本属性产生地一种现象)。由二维 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (12237 bytes) () 10/10/2011 postreply 16:32:27

无限制地复印一份材料,图像中的信息逐级降低,最后将彻底地消失。在这个过程中,信息没有彻底消失,或者说没有大量丢失,而是转化成了能 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (44465 bytes) () 10/10/2011 postreply 17:26:10

声子01 在晶体中,离子偏离平衡位置会破坏晶格的周期场,从而引起势能的改变,将使晶体中传导电子受到位移所产生附加势的作用,这是电 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1045 bytes) () 10/14/2011 postreply 17:17:19

布朗运动扩散系数01 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2113 bytes) () 10/10/2011 postreply 12:22:48

空位和同类填隙原子的产生和移动主要是依靠原子的热涨落——热缺陷(本征缺陷) 热缺陷( 热涨落热缺陷本征缺陷) ... -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1838 bytes) () 10/10/2011 postreply 12:39:28

系统的演化方向,在个体层次上组织化程度不断提高,对称性破缺,熵值减少;而在种类层面上多样性和丰富化程度提高,系统的规模增大,熵值 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (13396 bytes) () 10/10/2011 postreply 15:20:27

phymath01 "对称性破缺熵" Entropy in Highly Correlated Systems: Market -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3819 bytes) () 10/10/2011 postreply 15:27:40

poincare01 庞加莱提出了相和相空间的概念。因此你可以把世界上的一切都有相空间中的几何结构表示。所以自庞之后的物理中,基 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14358 bytes) () 10/09/2011 postreply 10:09:34

CPU与大脑 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2882 bytes) () 10/09/2011 postreply 10:22:54

“高能过程”。 在这些过程中,涉及到的能量转化跟所参与粒子的静质量相比不能忽略 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1766 bytes) () 10/09/2011 postreply 14:37:29

生最终幻想X 理质量相当于熵性质量,人体智力活动能相当于物体引力场能,精神智慧相当于引力质量 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2715 bytes) () 10/09/2011 postreply 14:46:40

velocity01 qe01 现在的以长债换短债大概要到2012年夏结束, 届时会有QE3吗? -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3784 bytes) () 10/09/2011 postreply 15:35:37

qe01 Alessio de Longis european banks funded >30% of emerging mk -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14474 bytes) () 10/18/2011 postreply 16:03:25

fin01 TimmyG and Madame Lagarde, other systemic supporters conti -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7481 bytes) () 10/09/2011 postreply 15:46:05

Sean Corrigan表示,危機亦良機。EFSF是轉向財政聯合的秘密途徑 EFSF由歐洲投資銀行(European Inve -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5668 bytes) () 10/09/2011 postreply 17:50:30

重整化01 在临界点附近,涨落的关联长度趋于无穷大;量子场论的相互作用从一开始就存在,我们没有办法象把电子拿到固体之外那样把它除 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4867 bytes) () 10/09/2011 postreply 18:18:29

在粒子物理里,人们猜测当尺度变大,相互作用变强,从而无法把夸克分开。这就是著名的夸克幽禁猜测。这是标准模型中的核心问题之一。 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7931 bytes) () 10/09/2011 postreply 18:48:15

在多维相空间中适当选取一截面,在此截面上对某一对共轭变量取固定值,该界面称为庞加莱截面。每当轨道按一定方向穿过该面,就将相应的交 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (21772 bytes) () 10/09/2011 postreply 18:54:01

广义相对论中重要的一课教导了我们没有固定的时空背景,而在牛顿力学与狭义相对论则有出现;时空几何是动态的。虽然在原则上容易掌握,这 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (355 bytes) () 10/09/2011 postreply 18:55:46

重整化01 在临界点附近,涨落的关联长度趋于无穷大;在鞍点附近有两种不同的方向,一种是这个方向,另外一种是与它正交的方 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (17359 bytes) () 10/09/2011 postreply 19:01:06

量子场论01 给“为什么电子都是一样的?”这种问题给出了一个令人满意的答案:分 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (18017 bytes) () 10/09/2011 postreply 18:33:34

量子场论01 •对称性的量子破缺 在整个路径积分中,除了作用量之外,还有积分测度。这一部分也记录着理论的某些信息,而 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (35984 bytes) () 10/09/2011 postreply 20:36:49

物理学家认为把夸克束缚在一起的强作用力,就是导致我们永远无法看到莫雷的夸克单独存在的原因所在。但是这种解释有一个问题:根据实验的 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5968 bytes) () 10/09/2011 postreply 21:01:32

单个粒子的具体空间分布不再像以往在薛定谔方程中重要,只用抽象的ψi来表示。x和p不再重要,代替它们的核心地位的是升降算符 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1243 bytes) () 10/10/2011 postreply 08:07:48

phymath01 凡是能被量化的都可以归为广义坐标 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1850 bytes) () 10/10/2011 postreply 10:35:45

ta001 Tom DeMark exhaustion and trend change. -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (18982 bytes) () 10/09/2011 postreply 08:07:26

check01 www.economist.com/blogs/freeexchange -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (188 bytes) () 08/19/2011 postreply 12:53:50

check01 Doug Cliggott between 1100 and 1300 on the S&P -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (19280 bytes) () 08/20/2011 postreply 11:31:15

check01 Tim Hoyle The general theme is slow growth means that th -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7919 bytes) () 08/20/2011 postreply 11:49:10

check01 Todd Salamone 10-year breakeven price on the SPX is loca -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (16376 bytes) () 08/20/2011 postreply 14:23:06

check01 www.newsmax.com Aftershock-book -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (175 bytes) () 08/20/2011 postreply 12:19:01

euro01 欧元区10年期共同债券的利息率将比德国目前的10年期国债利息率高出两个百分点,德国每年将为此多支付约470亿欧元 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4228 bytes) () 08/20/2011 postreply 16:00:47

Jeremy Grantham Michael Burry -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (16375 bytes) () 08/20/2011 postreply 16:14:58

bidu01 央视持续曝光为什么打不下百度股价? -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7509 bytes) () 08/19/2011 postreply 13:36:43

gamma01 The Endogenous Dynamics of Markets: -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (865 bytes) () 08/19/2011 postreply 15:48:29

finance01 "Jean-Philippe Bouchaud",copycat heuristic rule, appli -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3845 bytes) () 08/19/2011 postreply 16:06:18

时空度规参数化 在不同的引力度规理论中,决定时空度规的场方程具有很大的差异。 ... 这样一个统一的理论称为参数化后牛顿(PPN -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (16367 bytes) () 08/19/2011 postreply 21:18:05

chart01 http://chart.ly -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (68 bytes) () 08/20/2011 postreply 18:08:51

chart01 baiduplanet.blogspot.com/ -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (86 bytes) () 08/20/2011 postreply 18:20:55

理性和博弈的充分理性化是一个过程,而且并不是一个不可逆的过程,2nd day -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (136 bytes) () 08/21/2011 postreply 09:00:21

data01 Harm Bandholz Nick Bloom correlation between the Philly -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (21990 bytes) () 08/21/2011 postreply 09:59:37

check01 economist01 www.voxeu.org/ -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (64 bytes) () 08/21/2011 postreply 10:05:17

磁场的势是矢量,称为磁矢势。通过分析磁矢势的变化,我们可以看到磁矢势的变化导致这个运动带电粒子受到力的作用 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2368 bytes) () 08/21/2011 postreply 14:22:49

econ01 Jim O'Neill this decade, the combined additional GDP crea -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (24838 bytes) () 08/21/2011 postreply 17:27:07

econ01 Ambrose Evans-Pritchard telegraph.co.uk Ben Bernanke has -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (10901 bytes) () 08/21/2011 postreply 17:28:50

gold01 30-week trend for gold will have seen gold extend 20 per -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7672 bytes) () 08/19/2011 postreply 21:34:14

informed trades vs non-informed trades. -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1466 bytes) () 08/19/2011 postreply 21:50:23

people are buying gold and they don't understand why they are bu -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3777 bytes) () 08/20/2011 postreply 16:51:42

sr01 gr01 刚体的特性本质上基于同时性。在SR中,一个惯性系中可以建立全局时钟,所以可以获得统一的同时性,所以SR中惯性 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (478 bytes) () 08/21/2011 postreply 18:06:57

sr01 gr01 GR中根本无刚体,连时间和空间的坐标线都是蠕动的 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (53 bytes) () 11/06/2011 postreply 09:36:33

不知道庞加莱离相对论到底差多远? - 琢玉坊- 新繁星客栈- -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14569 bytes) () 08/21/2011 postreply 18:13:14

gr01 钟是在非刚性参考物体上的某一点固定着。这些钟只满足这样的一个条件,即从(空间中)相邻的钟同时观测到的“读数”彼此仅相差 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (2859 bytes) () 08/21/2011 postreply 18:20:26

gr01 Trading on the edge: neural, genetic, and fuzzy systems for -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1344 bytes) () 08/21/2011 postreply 20:38:35

gr01 finance01 Peters praises the Austrian School for its recogn -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1064 bytes) () 08/21/2011 postreply 20:59:51

Peters used Mandelbrot's fractal theory to study .... relativity -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (3759 bytes) () 08/21/2011 postreply 21:20:06

These systems find a temporary equilibrium around which activity -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (519 bytes) () 08/19/2011 postreply 22:15:51

Market orders cross the half-spread -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (807 bytes) () 08/19/2011 postreply 22:21:13

WonderDawg :we (humans) are hard-wired to move along a mood spec -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (8250 bytes) () 08/20/2011 postreply 16:45:23

finance01 "The neoclassical paradigm Efficient-market hypothesis -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (23948 bytes) () 08/21/2011 postreply 18:57:04

finance01 The Keynes vs. Hayek rematch ,Chicago school of “ratio -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (8488 bytes) () 08/22/2011 postreply 11:00:16

finance01 Kyle Townsend Austrians maintain that the economy cons -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (6704 bytes) () 08/22/2011 postreply 11:17:37

check01 www.worldeconomiccalendar.com/ -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (96 bytes) () 08/22/2011 postreply 11:49:01

Eugen Fama puts it: "Theoretically, derivatives increase the ran -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (31765 bytes) () 08/31/2011 postreply 15:57:34

derivatives01 Eugen Fama derivatives increase the range of bets -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (7740 bytes) () 08/31/2011 postreply 16:27:08

check001 Lawrence G. McMillan 20-day historical volatility the m -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (47737 bytes) () 09/01/2011 postreply 15:49:52

emh01 http://www.eurojournals.com/irjfe_43_04.pdf -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (108 bytes) () 09/01/2011 postreply 16:02:12

emh01 information, not panic contributes to the price change -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (133869 bytes) () 09/01/2011 postreply 16:02:37

gr01 每一点的引力场是有一个相应的引力场强度,可用有一个与之相等的加速度(相对于静止的观察者)的局域的加速参考系,亦即是局域 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (27920 bytes) () 09/01/2011 postreply 20:27:10

gr01 均匀引力场与加速系等效,惯性力与引力等效;在自由空间中没有必要引入局部惯性系的概念。但在非均匀引力场中,我们只能找到局 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (184 bytes) () 09/01/2011 postreply 20:35:49

gr01 在加速参考系中, . 一般不能使用笛卡尔坐标系, 必须使用曲线坐标系来确定物理空间中点的位置 . 在非欧氏空间中由于几 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (9715 bytes) () 09/01/2011 postreply 21:02:30

gr01 爱因斯坦发现,如果认为惯性质量和引力质量等效的话,那么,在引力场里面的惯性参照系,和非引力场作用下作加速运动的非惯性参 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (110 bytes) () 09/01/2011 postreply 21:19:50

,“非对称”意味着封闭车厢观察者可以借力学等实验来确定该车厢的绝对运动,而绝对参考系的概念势必破坏惯性空间的均匀性和各向同性 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5520 bytes) () 09/01/2011 postreply 21:22:48

爱因斯坦的异议是说,不可积标度因子理论如果正确,那么从0出发的两条路径,由于标度的连续变化,一般将会有不同大小,因而两个钟快慢将 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (17395 bytes) () 09/01/2011 postreply 21:35:36

量子力学描述的物质的存在方式,有四种,而不是经典物理的二种,量子力学的时空不是刚性的,也不是弹性的,而是离散的。空间和时间,也粒 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (9043 bytes) () 09/02/2011 postreply 15:10:45

时空貌似光滑, 其实却不然。 当我们探索到比原子核还小 10000 亿亿倍的尺度 (被称为普朗克尺度) 上时, 时空也许会显示出 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (78832 bytes) () 09/02/2011 postreply 15:21:15

矩阵力学。海森堡:定量的关系来代替玻尔定性的对应原理 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5337 bytes) () 09/02/2011 postreply 21:00:39

他把所有物理规则都按照矩阵形式书写,把已有的经典动力学方程和许多传统的物理量都按照矩阵数学来处理。在玻尔的量子化原子模型里,已经 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (19917 bytes) () 09/02/2011 postreply 21:08:36

两个力学量对易就表明它们可以同时有准确的测量值,它们可以有共同的本征态,"若[F,G]=0,则[G,F]也为零。那么G的所有本征 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (8037 bytes) () 09/02/2011 postreply 21:40:39

矩阵,本征值,本征向量,本征函数, - 量子力学,结构化学 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (35659 bytes) () 09/03/2011 postreply 06:57:33

dδ2 是与时间无关的空间坐标的微分二次型, -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5055 bytes) () 09/01/2011 postreply 21:40:06

量子化01 二次量子化—一个误解 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14289 bytes) () 09/05/2011 postreply 10:49:26

这里所说的矢量、 轴矢量、 标量、 赝标量都是依据时空变换性质区分的, 与那些量在 SU(2) 内禀空间内的变换性质无关 -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (24104 bytes) () 08/31/2011 postreply 21:17:46

The best explanation for the last two days can be related to Mon -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4593 bytes) () 08/18/2011 postreply 20:53:15

gamma01 All About High-Frequency Trading - Google Books Result -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (1216 bytes) () 08/18/2011 postreply 20:55:20

请您先登陆,再发跟帖!

发现Adblock插件

如要继续浏览
请支持本站 请务必在本站关闭/移除任何Adblock

关闭Adblock后 请点击

请参考如何关闭Adblock/Adblock plus

安装Adblock plus用户请点击浏览器图标
选择“Disable on www.wenxuecity.com”

安装Adblock用户请点击图标
选择“don't run on pages on this domain”