感谢大伙跟帖。这里再明确一下:在下不分享任何策略或方法,也不指导别人如何股市风云。更不会收徒弟,开会员之类的。在下是在寻找一位志同道合的企业家,能赏识在下雕虫小技,雇佣我为其服务。本人小技来之纯数学自嗨。股市投资是门生意,在下不会。如果阁下有实力,而且有起码2年以上经验,那么请看下面。如果符合阁下理念,请联系我。其他玩家,我祝福你们财源滚滚!
The majority of day traders lose money. In simple terms, the stock market cannot be predicted, and there is no strategy that can consistently make money. This is a fact supported by common sense and the "Effective Market Theory," which has been confirmed by a Nobel Prize winner. Day traders are essentially players in a casino, and they will eventually lose due to greed and fear. Therefore, we must find a way to gain an advantage through mathematics. The only way to do this is by playing the options market, as options have extrinsic value. If we can properly take advantage of this, we can run a mini casino instead of being day trading players. We make money from the losses of other players. However, it is not easy because the market is fair. Therefore, predicting and analyzing implied volatility (IV) becomes crucial for success. Numerous mathematicians have spent decades researching this topic, but they have ultimately found that IV distribution follows basic math and cannot be predicted. In summary, I have developed a program that calculates the Implied Volatility (IV) and its recent history. Additionally, it considers the option's extrinsic value using the IV clustering, which is derived from basic mathematical principles. For instance, I conducted a back test on QQQ for a period of 20 years and discovered that using a 10-day cycle resulted in a 76% chance of winning when there were 2 consecutive up cycles. However, it is important to note that this back test is solely based on historical data from the past 20 years and not purely on mathematical principles. Therefore, I will not implement this approach as it is uncertain what the next 10 years will hold. Pure mathematical rules, on the other hand, are timeless. Hence, I will solely rely on pure math when approaching this matter instead of relying on any so-called approved back testing methods.
感谢老天爷,终于发现了这个秘籍。不听新闻或消息,不看K线或走势图, 也不看各种指标(indicators), 所以是秘籍。但各位前辈,对不起,我不卖,也不分享,不招会员,毕竟是我十年的心血。如果你是大玩家,请联系我,我给你打工。usStock101 必须是认真的啊。有疑问的欢迎加我,我可以透一二。
谢谢大家的跟帖。简单的说,我碰巧发现了ARCH模型里的小分支。这是基于把投资作为生意而不是玩股票。
这个小缝隙不适合大资本,但太小也不行。我不卖或分享,但希望找到有实力的合作伙伴。