你講一隻美股,我backtest option 策略

231 回覆
3 Like 16 Dislike
2023-11-01 19:46:37
20-30% APR
咁冇野啦 等VIX爆上35+ 再short佢短期獲利啦
2023-11-01 20:03:19
咁要問番佢先知因為我一開po叫人留想用本金幾多%同risk tolerance ,無講就俾個backtest +ve option strategy 啦,就咁backtest short strangle 唔係太著數,如果係wheel sp 接價+ short covered call更加差,因為aapl係連跌幾個月同連升幾月
2023-11-01 20:07:56
我上面嘅意思係bull put risk 比 short put 其實係小啲, 當然risk and return 成正比,sp profitability% 一定大 ,optimal bet size 用番Kelly criterion黎計啦,自己入番啲數每個trade 嘅payoff

https://dqydj.com/kelly-criterion-bet-calculator/
2023-11-01 20:30:01
一年計$50 跌到而家$15賺$30要俾一半佢,咁玩真係要超短線1個月
2023-11-01 20:31:16
Ai
Call 100
50%
2023-11-01 20:41:55
ai backtest 左得short iron condor 同short iron butterfly, 陣間開市我入一張試下
2023-11-01 21:25:59
你貼價開risk點會細呀
你back test 到17/11前APPL 唔會跌穿170?!!
不如我同你side bet?
2023-11-01 21:46:26
ching back test 意思唔係解唔會跌穿$170,即係好似賭大細 如果見到有1賠1.1賠率算係有edge, 長玩會有+ve ,唔係代表買左就一定開大或者開細,無論咩strategy都會輸架啦,唔使side bet, 我市場度買番170/165 bull put咪得啦,我會跟住自己個倉去睇下買幾多張,睇錯都會止蝕,trade唔係要證明自己啱係要贏錢啫
2023-11-01 22:06:22




我自己啲持倉,幾十樣嘢實有啱有錯,每個option都算係同人對賭緊,keep住有+ve同drawback細就ok
2023-11-01 22:22:27
xom
dell
2023-11-01 22:39:15
2.9搏2.1又何來1賠1.1?
你咁玩法一年成個portfolio增長到幾多?
仲要日日mon住幾十隻隨時cut loss
時間唔值錢?
咁不如返工啦
2023-11-01 22:58:28
https://marketchameleon.com/Learn/TheoreticalEdge

建議你睇下咩叫expected value[sosad你judge 點計會覺得有edge仲有討論空間

我有po咗我return,你可以追po睇番,如果keep到個% 其實真係唔使番工,上黎問多啲唔同股其實可以俾自己留意多啲唔同嘢,不過你鍾意點睇就點睇啦
2023-11-01 23:17:04
以我認知期權操作就好似撒網捕魚
set 好左就等收成
而唔係好似你咁不停因應市場去改去cut loss 或提早止賺
如果要咁玩不如直接玩期指啦!
玩到你咁長時間捕住個市老實講係慘過返工
2023-11-01 23:46:22
算啦,每個人唔同玩法你用你贏到錢嘅方法就得,好似睇紅磡索羅斯咁,你可以覺得佢買中概好on9,但係佢真倉好值得respect, 我就唔會叫佢買美股唔好玩港股咁,市場自然會話俾人聽邊個啱

同埋其實我自己個倉做wheel真係唔使睇足一日,set好good till cancel stop loss / take profit就得
2023-11-01 23:56:26
xom
long put 1/12 $100
Dell
long call 8/12 $72
不過dell 30/11 announce , 錯邊計咩都無用,等睇下有冇unsual option flow 有大戶落場仲好
2023-11-02 00:00:40
AAL 20-25%
2023-11-02 00:15:28
bear call
bear put
long put
backtest全部都係睇跌隻股跌足幾年backtest數據一定係睇跌有錢賺,ching 係想買跌定升?
2023-11-02 00:42:24
想搏跌
2023-11-02 04:21:24
MS
2023-11-02 08:47:29
啱呀!你用自己錢亂鳩咁玩你既事
喺30張賭枱買大細覺得會增加勝率都係你自己FF
不過都係果句啦!咪開post亂教害人
2023-11-02 09:17:09


都係個句,係咪FF由市場去決定,贏到錢一張賭枱定100張都無問題,我可以每日開市前後po真倉出黎都得,你有興趣都可以一樣po出嚟研究

如果你覺得backtest 等如亂教,希望你唔好再入個po ,或者你講啲有建設性嘅trading strategy
2023-11-02 09:19:27
我就唔會叫佢買美股唔好玩港股咁
呢句好笑,邊邊易玩易升易贏錢就唔會講,反而夠膽教人貼價做short 用2.9 搏2.1賭大細
人地想回報30%你就教人輸身家
你都係算把啦
2023-11-02 09:23:55

我唔係玩好多,18萬鎂本,未夠個半月執4千幾𨬢,一定無你咁多
2023-11-02 09:28:55

簡單操作,一星期望2眼,瞓得安樂
2023-11-02 11:22:43
都話每個人trade方法都唔同,你鍾意shout put mega tech 或者bull put spread 贏到錢咪得

講下揀咩位short put, 入價會平定接同咩位止蝕仲好啦
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