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TODAY'S RATING
>1,000,000
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HIGHEST TRAFFIC ON
Monday
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0.3 seconds
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0
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64.70.19.202
LOAD TIME
0.266 sec
SCORE
6.2
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財富自由筆記
十大交易人、三大法人在期貨市場布局時,若趨勢明顯的時候,通常會握有不少多單或空單。 假設我要反手做空,但手上有一萬張多單,我勢必得做空一萬張以上,才能讓我的部位開始變成淨空部位. 甚至我要停利,也得先去平倉。而平倉也代表要去做買賣才行。 因此對十大交易人與三大法人來說,期貨部位相當龐大,只要是平倉與反手建倉,都要花不少成本與時間。 所以對主力來說,我要如何快速平倉獲利了結,又可以反手去建立部位呢? 從這點可以發現,假設原本握有一萬張多單,直接結算完後。我再開始做空就不用花到一萬張以上的空單了. 因此這兩個相較之下,差異非常明顯。最強大的是反手建立部位,只需花最少成本。 以 2010/1/20 結算日為例,. Http:/ www.taifex.com.tw/chinese/10/stf.pdf. 像許多關於程式交易的部落格、券商API、下單機,以及各式各樣的程式. 譬如最常見的 5分、15分、30分、一小時、一日等. 所以一般程式交易在盤整時,績效會比較不好。(可以看看雅策公開的數據也可得知 ). 並且不少程式是用 next bar 也就是要到該根 K 棒 收完後訊號確立,下一根開盤進場. 他的算法是 ...
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