lol

来源: noconfusion 于 2012-12-05 17:04:27 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (372 bytes)
回答: 这个strategy有个很大滴破绽 由 朱哥靓 于 2012-12-04 18:06:14

actually - these are not problems...

even if the investable cash keeps growing, the 20% every week will be a bigger amount, so at any point, the cash amount won't be too large.

if vix = 50, that is rare, but if you put in 50%, won't be too far from bottom, and you will still put in 80% of the rest next week, which would be right around the bottom.

所有跟帖： 

• Even Vix 40 is rare -朱哥靓- ♂ 给 朱哥靓 发送悄悄话 朱哥靓 的博客首页 (40 bytes) () 12/07/2012 postreply 08:28:30

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