c*******y
发帖数: 1630 | 1 我自己很少做股票，所以对VIX的几十种（应该超过20种了）ETF不是特别了解，但是如
果要炒作任何一种ETF，我会事先去读一下官方的prospectus。
VXX我是仔仔细细阅读了一下。知道每月的rolling over加上future的premium减少一定
程度上能解释VXX的单调衰减。当然还有管理费，一年0.89%的管理费其实并不少。要知
道SPY只有0.095%一年的管理费。
不过我以前的认识也有错误的地方，绝大部分VIX ETF都是track某些VIX futures组合
的index。实际上issuer也是用futures来hedge自己发行的shares。而VIX futures是0.
05一个tick，相当于50块钱，考虑到一个contract本身面值只有2万多（当前价位），
50块钱是非常差的设计，但是没有办法，目前交易所规则如此。我原以为rollover，相
当于back spreading，是要承受至少0.05+0.05（第二个月份流动性更差，spread可能
会大于一个tick）的spread，大致相当于100/20000=0.5%的交易成本，所以每个月
rol... 阅读全帖 |
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o****r
发帖数: 132 | 2 定性分析一下这个策略：
SPX部分相当于是Long大盘+Covered Call。Long DITM SPX call相当于利用杠杆买入大
盘。
优点：有效利用资金。
缺点：可能被提前CALL走，所有SETUP要从头开始。流动性差，特别是DITM，在市场发
生巨变是，有额外损耗。当大盘在牛市时，利润有限。
VIX部分由两部分组成。
Long short term VIX call, 主要是对冲SPX下行风险。
VIX put bull spread,为了降低购买VIX call的成本，做一个SPREAD。
优点：利用VIX来对冲大盘下行风险，在大盘剧跌情况下比买大盘PUT要经济。
缺点：VIX成本太高（比如二月VIX@17价格2.40），即使有spread（CREDIT大概0.40）
也没有太大帮助。而且spread从长期来看，基本盈亏相抵，所以可能对降低VIX成本用
处不大。
这个策略的主要利润可能有两部分组成：
牛市时，靠SPX有限升值。
熊市时，靠SELL ATM CALL，当发生黑天鹅事件时，靠VIX call对冲。
由于这个策略有5条腿，考虑到B/A spread，optio... 阅读全帖 |
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s*******n
发帖数: 12995 | 3 ☆─────────────────────────────────────☆
nightrainbow (nightrainbow) 于 (Mon May 14 02:04:29 2012, 美东) 提到:
树根可能损害地基，树枝可能损坏SIDING，春夏可能会长虫子 。。。这些树有任何好
处吗 ？为什么 大家 房子 旁边还种树 ？？？
☆─────────────────────────────────────☆
tiantian2011 (甜甜) 于 (Mon May 14 11:14:42 2012, 美东) 提到:
这问题提的。
要看在什么州，什么土壤啊，什么地皮啊，什么气候啊，什么环境，种的又是什么树啊
。。。
相关因素多了。。
☆─────────────────────────────────────☆
er (月光--每月钱花光光) 于 (Mon May 14 12:38:50 2012, 美东) 提到:
要看这个树的根是不是能SPREAD的那种。以前电视里演过树根SPREAD的，结果房子都要
推倒重建。要不SPREAD的没事。
☆───... 阅读全帖 |
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qn
发帖数: 2116 | 4 请各位小强牢记，本活动pick deadline是周四东部时间中午12：00。
过此时间未交pick小强生命值立刻减1。
Online Spreadsheet
http://docs.google.com/spreadsheets/d/1leEhmfk9krpUtyFoFZvL2z1K
NFL Point Spreads For Week 9 - Week Nine NFL Football Point Spread - NFL
Spreads 11/5 - 11/9, 2015
Date & Time Favorite Spread Underdog
11/5 8:25 ET At Cincinnati -10.5 Cleveland
11/8 1:00 ET At Pittsburgh -4.5 Oakland
11/8 1:00 ET At NY Jets -6 Jacksonville
11/8 1:00 ET At Minnesota -2.5 St. Louis
11/8 1:00 ET At Buffalo -3 Miami
11/8 1:00 ET At New Orl... 阅读全帖 |
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S*******r
发帖数: 11017 | 5 平时在东岸，很少机会看斯坦福的比赛。Andrew LUCK贵为近两年整个大学界最好的NFL
预备QB，我一直是渴望有机会一睹其风采的。还有就是Jim Harbaugh的战术体系，自从
09年底开始的辟邪剑法在我鳄的垮台，我一直是很仰慕汉堡这样的精进版名门正派打法
。另外就是斯坦福作为哈佛这个学术级别的名校，体育也能和SEC这样充斥着问题青年
的流氓学校抗衡，实在是令人尊敬。
比赛的另一方OKSU也是很有趣的一只球队。大约去年这个时候，Urban Meyer还在假惺
惺地大叫来年要在鳄鱼重整旧山河，坊间爆出传闻说是MEYER将挖来时任牛仔OC的Dana
Holgorsen—我相信当时市长确实有跟Holgorsen接洽过，但是没法承诺他Head Coach-
in-waiting这样的高规格待遇，因此后者便顶着一头摇滚青年头去了能给他这样待遇的
West Virgnia，然后不出几个月就上演逼宫好戏，在学校体育部主任兼Andrew Luck他
老爸Oliver Luck的默许下，宫廷政变成功，逼走老教练提前上位。扯远了。
继续说OKSU，虽然昨天是该校的BCS碗初体验，但是回顾过去几年整个... 阅读全帖 |
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k****w
发帖数: 3753 | 6 General Micro Tips:
1. Are your zealots in front of your stalkers?
2. Are your low-health units in the back of your army before you attack?
3. Are your immortals attacking armored units?
4. Are your colossus attacking clumped up units? If the entire enemy army is
clumped, than focus on attacking light units (marines, hydras, zealots)
5. When defending your ramp,
A. Are you units in a concave at the top of your ramp?
B. Are you cutting his army into bite-size pieces?
C. Are your... 阅读全帖 |
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g*****0
发帖数: 887 | 7 论坛博客部落问答游戏厅天涯客品牌更多
手机服务登录注册
聚焦民生人文旅游财经汽车IT数码时尚情感娱乐体育图片视频更多 北京上海广东更多
天涯论坛 > 娱乐八卦 [我要发帖]
孙释颜（孙维）的发帖指南以及室友往来电子邮件(转载)
楼主：纯金小马夹 时间：2013-04-20 00:03:00 点击：2341 回复：89
楼主发言：59次 发图：0张 最后更新：2013-04-20 01:01:35
回复 收藏 分享 更多 楼主
孙释颜的发帖指南
回帖纲要：
总纲: 须每天逐渐发贴. 尽量不要互相呼应（例外：以大学同班同学身份的可以适
当呼应）。同时应当尽量回应其他人。建议互相加入一个MSN或其他IM.
1． 大学同班同学:发表对维的了解信任支持言论。（须立刻跟贴。可为新ID, 应
持续发贴）―― 征求他们意见。
2． 高中同学:证实维家庭廉洁 (须立刻跟贴，可为新ID: 徐卫新，王妤)，同时证
明其人品和信任。（detail: 维住客厅, 家长和本人都骑车等）
3． 旁观者:分析窃听器。（须立刻跟，可为新ＩＤ）
4． 旁观者:分析维要求测谎. (须立刻跟，须为旧ID. Candida... 阅读全帖 |
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l*******s
发帖数: 7316 | 8 http://bbs.tianya.cn/post-funinfo-4097427-1.shtml
孙释颜和同学的通信之一
From: "wq" View Contact Details Add Mobile Alert
Subject: Re: I am back and need your contact info
To: "Hanlin Li" , r******[email protected], "Jin Ya" <
j*******[email protected]>, "sun wei"
Date: Mon, 12 Dec 2005 13:35:20 +0800
so glad to hear from u from shanghai.
my cell: 13600072567
PF: 13570066776
contact u later, see u.
On Sat, 10 Dec 2005 18:06:27 -0800 (PST)
Hanlin Li 阅读全帖 |
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l*******s
发帖数: 7316 | 9 删除了所有email地址和电话号码。希望不再被删贴。
http://bbs.tianya.cn/post-funinfo-4097427-1.shtml
孙释颜和同学的通信之一
From: "wq" View Contact Details Add Mobile Alert
Subject: Re: I am back and need your contact info
To: "Hanlin Li" , rita.gao , "Jin Ya" , "sun wei"
Date: Mon, 12 Dec 2005 13:35:20 +0800
so glad to hear from u from shanghai.
my cell: *****************
PF: *********************
contact u later, see u.
On Sat, 10 Dec 2005 18:06:27 -0800 (PST)
Hanlin Li wrote:
> Dear piglets,
>
> I am back in Chin... 阅读全帖 |
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a***k
发帖数: 1038 | 10 I
The way led along upon what had once been the embankment of a railroad. But
no train had run upon it for many years. The forest on either side swelled
up the slopes of the embankment and crested across it in a green wave of
trees and bushes. The trail was as narrow as a man's body, and was no more
than a wild-animal runway.
Occasionally, a piece of rusty iron, showing through the forest-mold,
advertised that the rail and the ties still remained. In one place, a ten-
inch tree, bursting through... 阅读全帖 |
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b*********e
发帖数: 111 | 11 喜欢《三体》的微友一定会被刘慈欣的“黑暗森林”理论折服。而反对此理论的微友估
计也不少，原因很简单，现实生活中很难找到如此绝对的生死厮杀，合作和毁灭一样常
见。然而在金融界，尤其是对冲基金领域，黑暗森林却是一个真实的存在。－－一旦你
暴露，马上被消灭。
我很喜欢大刘的黑暗森林理论，因为直觉上它和博弈论(game theory)的假设一致：
everyparticipant is smart and greedy （每个参与者都是聪明且贪婪的，即自身利
益最大化，而且知道别人也会自身利益最大化）［1］。曾经做过一些针对这个的智力
题，然而商场如战场，在真正的交易中，仅仅做智力题的水平是远远不够的。当危机来
临，不仅敌人仍将是敌人，而且连曾经的合作人，都可以一夜之间毫无情面地变成了敌
人－－甚至比敌人更危险，因为它拥有了你更多的信息。－－虽然到这一刻，几乎已经
没人能拯救这个暴露者，但在这之前，他还是可以预防的：所谓的预防，不是攒人品，
而是严格的风险控制。
长期资本管理公司(LTCM)［2］虽然已经倒掉十几年，但即使从现在看，都不失为一个
绝佳案例。该公司为了规避各种风险，可谓煞费苦心，... 阅读全帖 |
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T**********e
发帖数: 29576 | 12 下面这篇文章对Jobs的胰腺内分泌癌治疗总结的不错，看来死的有点冤。
1. 10-2003 确诊，07-2004终于手术切除，期间Jobs一直在试自己选的diet疗法。扫描发现癌变在扩大才动了手术，这段时间癌转移的多少不可知，但肯定越拖转移的越多。
2.手术后没化疗和放疗。Jobs 2005年演讲说这表明病情乐观，不知是哪个庸医给他灌输的。2004年手术是大面积切除，部分胰腺和胃和小肠，胆和胆管都切除，目的是要消除扩散，但不系统化疗和放疗怎么能最大程度减少扩散威胁？哪个外科大夫这么信自己的手艺？
3.2009年换肝，这在扩散性癌治疗是有争议的，因为换肝后压制免疫反应有可能促进别处癌的生长。也有可能当时肝已经不行了没办法。
这种癌正常治疗大多数可活10年以上，Jobs真该到东岸Hopkins或Harvard找个靠谱的大夫。
Jobs’s Unorthodox Treatment
Some of Apple trailblazer Steve Jobs’s cancer treatment choices, from
alternative therapies to a liver tra... 阅读全帖 |
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k***g
发帖数: 7244 | 13 不考虑其他transaction cost, spread 有两个因素，一个是inventory control；一个
是 information asymmetry。
每天早上开盘的时候是信息最不对称的时候，开盘以后MM可以根据 last trade price
和volume等信息来调整 quote (private information也是通过这个渠道而扩散成
public information 的），但是开盘的时候缺乏这样的信息，所以只能 quote 得很
wide。
所以基本上开盘的spread完全由信息不对称导致，在自由市场下，这个其实很容易导致
market failure，MM越担心，quote 的越宽（或者干脆不quote)，trade 越少，信息无
法及时 disseminate，spread 变得更宽，最后没有任何市场。
equity的exchange rule 不是很熟，但是俺们作为 option 的designated/primary MM
，每天开盘有必须 quote 所有的option，并且spread 不能超过exchange规定的spread
，不... 阅读全帖 |
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b******a
发帖数: 704 | 14 ZZ: What is hepatitis B? — Hepatitis B is a serious disease that harms the
liver. The liver is a big organ in the upper right side of the belly. A
virus causes this disease. The virus spreads from person to person when
their bodily fluids touch. This can happen in a few ways, like having sex or
sharing needles.
It is estimated that there are more than 300 million carriers of the
hepatitis B virus in the world, with over 500,000 dying annually from
hepatitis B-related liver disease. In China, HB... 阅读全帖 |
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d**********0
发帖数: 13081 | 15 Metastatic adenocarcinoma is a cancer arising in glandular tissue that
spreads to other regions of the body. This type of cancer can be highly
aggressive in some cases, and there are a number of treatment options
available to manage it. Patients diagnosed with metastatic adenocarcinoma
typically work with an oncologist, a physician who focuses on cancer care,
and they may see nuclear medicine specialists, as well as other medical
specialists during the course of their treatment.
Adenocarcinomas ... 阅读全帖 |
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y*****l
发帖数: 5997 | 16 【 以下文字转载自 Chinook 俱乐部 】
发信人: sillycat (傻帽), 信区: Chinook
标 题: option及option spread探讨
发信站: BBS 未名空间站 (Fri Oct 12 13:39:29 2012, 美东)
时间 2012.10.12 美东12:58分
SPY 142.86/142.87
Oct.20 expiration option quote:
142p: 0.72/0.74
144p: 1.67/1.68
bearish put spread debit: 1.68-0.72=0.96
144c: 0.55/0.56
142c: 1.60/1.62
bearish call spread credit: 1.60-0.56=1.04
如果买put spread同时卖call spread，可以有8c credit，同时有正负200c的
potential gain/loss
这个trade break even point是143，由于现在股价低于143，同时这个trade还有
credit，假设市场中立，这就是个概率上的＂... 阅读全帖 |
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M*****8
发帖数: 17722 | 17 华盛顿的埃及噩梦 （ZT）
你可以用以下的阿拉伯半岛电视台的连接看埃及的现场新闻直播：
http://english.aljazeera.net/watch_now/
Published on Friday, January 28, 2011 by CommonDreams.org
Washington's Egyptian Nightmare
by Gary Olson
As I watch events unfolding on the streets of Tunisia, Yemen, Egypt and
elsewere in the region I'm reminded of a summer I spent in Egypt studying
Arabic language and Middle East politics at The American University in Cairo
. For a time I was booked into the upscale Shepheard Hotel (on the Fulbright
Commission's... 阅读全帖 |
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b********n
发帖数: 38600 | 18 http://www.strategypage.com/htmw/htlead/articles/20120807.aspx
Can't We All Just Obey China?
China recently declared that most of the 3.5 million square kilometers South
China Sea had become Sansha, the latest Chinese city. The area China claims
is within the city limits comprises over two million square kilometers of
largely open ocean and a few hundred tiny islands and reefs, many of which
are only above water during low tide. Sansha is administered from one of the
Paracel islands (Woody Islan... 阅读全帖 |
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s********n
发帖数: 26222 | 19 ird flu kills more than 60 per cent of its human victims, but doesn't easily
pass from person to person. Swine flu can be spread with a sneeze or
handshake, but kills only a small fraction of the people it infects.
So what happens if they mix?
This is the scenario that has some scientists worried. The two viruses meet
— possibly in Asia, where bird flu is endemic — and combine into a new bug
that is both highly contagious and lethal and can spread around the world.
Scientists are unsure how like... 阅读全帖 |
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w*********g
发帖数: 30882 | 20 这是伟大的休战时间。所有国家都庄严承诺自己不与任何其他国家打仗。俄罗斯，德国
，奥地利，意大利，希腊和土耳其的军队开始逐步动员，第一波行动开始。力量集结后
开始向东移动。所有铁路上都充斥着到亚洲的部队的列车。中国是这一切行动的最终目
标。过了一段时间后，庞大的海上行动。来自各个国家的远洋军舰远征而出，舰队随后
，一直到中国沿海。国家清空了他们的海军码头。他们派出了预算官，工兵，和灯塔守
护者，他们派出了过去陈旧的巡洋舰和战舰。同时他们开始招募商船加入。统计表明，
共有58640艏商船，配备探照灯和速射火炮，由各国开往中国。
中国在微笑地等待着。在她的土地边，沿着她的国界，驻扎了以百万计的欧洲战士。她
动员了五倍于此的民兵等待入侵。这次看来与上次一样。但中国突然感到困惑。因为这
支庞大的队伍并没有开始入侵。她无法理解这一现象。广大的西伯利亚边境一切都归于
平静。她的海岸城镇和村庄甚至没有遭到炮轰。在世界历史上，从来没有过如此强大的
战争舰队的聚集。世界上所有的船队，百万吨的战舰聚集在她的海岸线上，却什么都没
有发生。没有任何尝试。他们想使她离开她的地盘吗？中国笑了。他们以为能够厌倦死
她... 阅读全帖 |
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T**********e
发帖数: 29576 | 21
伊波拉有人体直接体液传染，还有通过动物传染，你知道的多，说说她怎么染上的。
The virus may be acquired upon contact with blood or bodily fluids of an
infected animal (commonly monkeys or fruit bats).[1] Spread through the air
has not been documented in the natural environment.[2] Fruit bats are
believed to carry and spread the virus without being affected. Once human
infection occurs, the disease may spread between people as well. Male
survivors may be able to transmit the disease via semen for nearly two
months.
Prevention includes... 阅读全帖 |
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l**********n
发帖数: 1742 | 22 Middle East Respiratory Syndrome (MERS) is an illness caused by a virus (
more specifically, a coronavirus) called Middle East Respiratory Syndrome
Coronavirus (MERS-CoV). MERS affects the respiratory system (lungs and
breathing tubes). Most MERS patients developed severe acute respiratory
illness with symptoms of fever, cough and shortness of breath. About 3-4 out
of every 10 patients reported with MERS have died.
Health officials first reported the disease in Saudi Arabia in September
2012. Th... 阅读全帖 |
|
发帖数: 1 | 23 Yarmouth Port, Massachusetts
From Wikipedia, the free encyclopedia
Yarmouth Port, Massachusetts
Census-designated place
Boardwalk at Bass Hole
Location in Barnstable County and the state ofMassachusetts.
Coordinates: 41°42′17″N 70°13′15″WCoordinates: 41°42′17″N 70°13′
15″W
Country United States
State Massachusetts
County Barnstable
Town Yarmouth
Area
• Total 6.47 sq mi (16.76 km2)
• Land 6.04 sq mi (15.65 km2)
• Water 0.43 sq mi (1.11 km2)
Elevation 52 f... 阅读全帖 |
|
发帖数: 1 | 24 在网上发现了一个圣诞节商店，商店的建筑很有特色，而且遍布全美国，大概有70多个
店铺，以后大家买圣诞节用品可以去那里，似乎各州都有。我们这里和麻州的地址是：
CHRISTMAS TREE SHOP AUGUSTA, GA, 239 ROBERT C. DANIEL JR. PARKWAY,
AUGUSTA EXCHANGE, AUGUSTA, GA 30909, 706.738.0570, CHRISTMAS TREE SHOP
, MAGNOLIA PARK, 1117 WOODRUFF ROAD, GREENVILLE, SC 29607. 864. 297.
3667
CHRISTMAS TREE SHOPS NATICK, 1298 WORCESTER ST. ROUTE 9, SHERWOOD
PLAZA, NATICK, MA 01760, 508.655.9800
CHRISTMAS TREE SHOPS SOMERVILLE, 177 MIDDLESEX AVENUE, ASSEMBLY SQUARE
... 阅读全帖 |
|
发帖数: 1 | 25 Naval History and Heritage Command
Naval History and Heritage Command
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South Dakota I (Armored Cruiser No. 9)
1902... 阅读全帖 |
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r**m
发帖数: 446 | 26 There’s a deadly virus spreading from state to state. It preys on the most
vulnerable, striking the sick and the old without mercy. In just the past
few months, it has claimed the lives of at least 39 children.
The virus is influenza, and it poses a far greater threat to Americans than
the coronavirus from China that has made headlines around the world.
“When we think about the relative danger of this new coronavirus and
influenza, there’s just no comparison,” said Dr. William Schaffner, a
profe... 阅读全帖 |
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r**m
发帖数: 446 | 27 There’s a deadly virus spreading from state to state. It preys on the most
vulnerable, striking the sick and the old without mercy. In just the past
few months, it has claimed the lives of at least 39 children.
The virus is influenza, and it poses a far greater threat to Americans than
the coronavirus from China that has made headlines around the world.
“When we think about the relative danger of this new coronavirus and
influenza, there’s just no comparison,” said Dr. William Schaffner, a
profe... 阅读全帖 |
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发帖数: 1 | 28 https://nypost.com/2020/02/04/coronavirus-patient-went-on-mexico-city-
vacation-before-flying-back-to-los-angeles/
A Chinese man who tested positive for coronavirus fell sick on a family
vacation to Mexico before he flew back to Los Angeles, according to a report.
The 38-year-old man, who was only identified as Q.L., traveled Jan. 20 to
Mexico City on a Delta Airlines flight from Los Angeles, the Mexican
newspaper Milenio reported.
Upon arrival, the man took an Uber to the Hotel Hilton Mexico Ci... 阅读全帖 |
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发帖数: 1 | 29 A Pandemic is Declared
On June 11, 2009, WHO signaled that a global pandemic of 2009 H1N1 influenza
was underwayExternal Web Site Icon by further raising the worldwide
pandemic alert level to Phase 6External Web Site IconExternal Web Site Icon.
That day, CDC held its first press conference with the new CDC Director
Thomas Frieden, MD, MPH. The press conference had a total of 2,355
participants. At the time, more than 70 countries had reported cases of 2009
H1N1 infection, and community level out... 阅读全帖 |
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e********8
发帖数: 929 | 30 https://www.thelayoff.com/t/13No21RI
Predictions for the week March 9th - March 15th.
Italy will succumb to mass panic and local anarchy, with a massive increase
in crime in the North, mass casualty in North from collapsed healthcare
system, unless Martial Law is not implemented by March 10th. across entire
country.
France and Germany will reach the current situation in Italy : multiple
hospitals over the limit, spread panic buying, lock-downs.
Spain will be almost in the same situation as Franc... 阅读全帖 |
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u***r
发帖数: 4825 | 31 https://www.politico.eu/article/coronavirus-china-winning-propaganda-war/
BERLIN — Judging by the propaganda, this really is war.
And China is winning.
As Europe struggles to slow the spread of coronavirus and China begins to
show signs that it has put the worst of the outbreak behind it, Beijing is
engaging in a not-so-subtle PR campaign.
China’s main strategy is to show that the country that gave birth to the
virus (and then covered it up for weeks, allowing it to spread across the
globe unhin... 阅读全帖 |
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W*****B
发帖数: 4796 | 32 Should I wear a mask?
For health-care workers, the answer is obviously yes. But which masks? The
World Health Organization and the Centers for Disease Control and Prevention
both state that doctors and nurses can use basic surgical masks when
treating COVID-19 patients, switching to the more advanced N95 respirators
if they’re carrying out procedures that might create aerosols. But such
recommendations assume that the virus isn’t generally airborne. Because it
might be, health-care workers shoul... 阅读全帖 |
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W*****B
发帖数: 4796 | 33 New York ER doctor: Smart to recommend public use masks because of
asymptomatic spread of coronavirus
Get all the latest news on coronavirus and more delivered daily to your
inbox. Sign up here.
While the White House is expected to recommend wearing face masks in public,
Dr. Craig Spencer said on Friday that it would be "smart" because of the
widespread asymptomatic transmission of the coronavirus.
"We know that people before they have symptoms, can transmit this virus --
just a normal activity ... 阅读全帖 |
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l****z
发帖数: 29846 | 34 Gallup: Pelosi Least Liked Congressional Leader, and ‘Most Polarizing’
April 24, 2013
By Michael W. Chapman
(CNSNews.com) – House Minority Leader Nancy Pelosi (D-Calif.) is viewed as
the most “unfavorable” member of the congressional leaders by the American
people and the “most polarizing,” according to a new Gallup survey.
In the survey, people were asked their impression of the four top members of
Congress: House Speaker John Boehner (R-Ohio), House Minority Leader Nancy
Pelosi (D-Calif.), Sen... 阅读全帖 |
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l****z
发帖数: 29846 | 35 World's First Robot-Run Lettuce Farm to Produce 30,000 Heads Daily; Tipping
Point for Workerless Agriculture
updated on Fri Jan 29, 2016 07:20
Future of Farming
The future of farming has arrived. It's vertical, soilless, and run by
robots.
Tech Insider reports World's First Robot-run farm will harvest 30,000 heads
of lettuce daily.
The Japanese lettuce production company Spread believes the farmers of
the future will be robots.
So much so that Spread is creating the world's first farm m... 阅读全帖 |
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o*****c
发帖数: 241 | 36 来自主题: Investment版 - 当前的形势 good analysis! aglee on many points.
i agree 这次危机和1929 大萧条以及 90 年代日本房地产危机其实有相似之处, but
it is similar with 2000-2003 crisis too in terms of credit spread explosion
and the way Fed handling the crisis(lowering Fed fund interest rate to
extreme level and flooding tons of money into the economy). i plot a chart
with SPX, credit spread, moody Baa corporate bond yield and Fed fund target
rate.
Credit spread is a very important indicator to monitor. When credit spread
exploded, equity market got crashed |
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j****y
发帖数: 1714 | 37 http://library.hsh.com/read_article-hsh.asp?row_id=85
The questions are simple enough: What's going on with mortgage rates?
What makes them rise, or fall? Is it the Fed? The economy? Inflation?
The banks? The President? Fannie Mae or Freddie Mac? Is it a secret
conspiracy?
The answer is that rates are moved by a number of related factors, and
believe it or not, you -- Joe or Jane Consumer -- are one of those
factors.
Mortgage money can come from many sources, including deposits at banks
and brok... 阅读全帖 |
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s******u
发帖数: 247 | 38 网上发现的：
Discovered ants in your kitchen cabinet? Now worried about how to get rid of
ants? Don’t worry you can get rid off ants with few simple and effective
home remedies. Some of the home remedies to kill ants are listed below:
* White vinegar is considered to be effective home remedy to kill ants.
Simply you have to spread white vinegar in areas affected by ants and you
will get rid of ants in minutes.
* You can use cucumber to get rid off ants. Ants don’t like the taste
of cucumber. P... 阅读全帖 |
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x********u
发帖数: 228 | 39 其实1毛党跟传统意义上的dt还是不一样的，1毛党作的是scalping，不管是time frame
，还是每次交易盈利预期，1毛党都应该比传统dt小得多。例如一个80块的股票一次
scalp 到40 cents的利润已经很不错了。一开始我scalp过一些20多的股票，每次预期
盈利1毛，止损也1毛，所以村长他们就把这个叫1毛党。。。真正的1毛党不是很多，估
计是因为需要耗费太多时间，赚的都是辛苦钱，但是我个人觉得不管是scalping,
intraday swing,还是swing, long-term， 本质上都是差不多的。
接着上次地说，由于1毛党不是抓大波，所以利润很薄。Spread和手续费就成为这类交
易的大敌，所以在交易中应该降低spread 和commission 这类支出。这里面有一些小
trick，当然也很容易想到。例如为了降低spread，肯定要找liquidity很好的股票，而
且liquidity好不仅可以降低spread，而且可以在你止损的时候提供一个很好退出的机
会。上篇我就说，作为1毛党党员，即使你ta很一般，但是如果止损止得好一样可以赚
钱。而如果你止损不 |
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j*****7
发帖数: 4348 | 40 U.S. gasoline crack spread hits 9-month low2010-08-23 18:50:00 GMT (Reuters)
NEW YORK, Aug 23 (Reuters) - The crack spread on gasoline traded on the New
York Mercantile Exchanged slumped to a nine-month low on Monday as the end
of the summer driving season nears.
The crack spread for September RBOB gasoline against crude oil hit a low of
$4.07 a barrel, the lowest since hitting a low of $1.54 on Nov. 16, 2009. On
Friday, the crack spread had closed at $7.39, rising from $6.58 the day
before.
The |
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m********0
发帖数: 2717 | 41 我有说过吗？
如果是bullish view，
我会在credit spread和debt spread之间选择前者的。
IV drop after ER is beneficial for credit spread,
for debt spread, it's against you.
选好支撑点，再看看historical的ER前后是什么样子。
这个一般是小概率的大risk和大概率的小profit。
但是我被伤过几次。。 |
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u********e
发帖数: 4950 | 42 除掉 transaction cost 和 bid-ask spread cost后， 所有的收益都将比你计算的要低
>>1, 买deepITM 2012call, eg. 10call, @6.70 sell 15call @2.55
>> cost: 4.15, 到时候被call走，赚了 5-4.15= 0.85
bid-ask spread cost: about 0.20
>> 2, 买股票,每个月卖下个月最近的ITM靠,e.g. dec16c @0.81, 到时候被call走，赚
了
>> 16+0.81-16.6= 0.21, 一年下来,0.21*12,
bid-ask spread cost: about 0.05
>> 3, 买股票,每个月卖下个月最近的OTM靠,e.g. dec17c @0.25, 到时候call变废纸，赚
>>了 0.25, 一年下来,0.25*12,
bid-ask spread cost: about 0.05
>>4,.买股票@16.6, 卖下个月16c @0.81,卖下个月17put @0.65
>> OE后, 赚了:0.65+0.81-... 阅读全帖 |
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l***n
发帖数: 812 | 43 WNR ER conf call回顾
有朋友发msg问，于是上来说说。我看过了今天ER的记录，感觉大家主要看好几点：
1，crack spread会持续在高点
2，Wnr用期货的 lock in了一些今年的spread，大约在一年产量的10%
3，继续控制Yorktown的成本，可以预见成本下调。还有一些4q的成本是non-recur的。
4，潜在买家 for both Yorktown plant and some crude oil assets
5, 进一步减少负债，降低利息。
问题：
1 炼油厂downtime：维护和天气
2 当前的spread能持续多久
管理层对为来的crack spread很有信心，他们所在的位置也真是可以让他们享受这些高
margin。
根据这些信息，我认为WNR有上扬至20的潜质，到那时候，我会考虑开始减持。 |
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l***n
发帖数: 812 | 44 This is the express transcript from Factset.
Operator: Good morning and welcome to the First Quarter 2011 Western
Refining Earnings Conference Call. After the speakers' opening remarks,
there will be a question-and-answer period. [Operator Instructions] As a
reminder, ladies and gentlemen, this conference call is being recorded and
your participation implies consent to our recording of this call. If you do
not agree with these terms, please disconnect at this time. Thank you.
I would now li... 阅读全帖 |
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V********n
发帖数: 3061 | 45 如果你的model里不存在我提到的那些低级的逻辑错误，也不是反复去fit历史数据搞出
来的，那么你就应该狠一点扣手续费/spread/slipage，使之接近现实。
1）扣除手续费/spread/slipage。你每个round（一买一卖），需要扣除手续费1分钱（
按IB的费率），spread扣1分钱，slipage建议来回扣掉2分钱，这个slipage一般nyse的
股票比较厉害一点，nasdaq的相对好一些，同时slipage还和你交易的资金量有很大的
关系，有些成交量本来就不大的股票，你要买一两万刀，都可以推动价格往上走3-5分
钱。
2）均价估计。因为你说你做的大部分是动量突破型的，那么估计30刀以下的占绝大多
数，按均价12-15刀来算，为保守计，取12刀。
3）折算为应扣除的收益率。不知道你怎么计算年收益，我默认你是把当年所有单笔交易的
收益直接加总起来得到年收益。那么你总共每个round要扣除4分钱，均价12刀，那就是
0.3333%，你每年大概交易400-500次，按250个来回算，那么就是250×0.3333%=83.33%。
这意味着，你每年损耗在手续费/sprea... 阅读全帖 |
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a*****e
发帖数: 1717 | 46 you think trading vix spread is easy?
be my guest, I've lost $$$$ on it.
the bid ask spread for this spreading is huge.
I tried K1-M1, the spread is about 0.10 out of 0.6 cost,
round trip transaction cost is more than 33%. |
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g****t
发帖数: 4493 | 47 Morgan Stanly has roughly $39 billion in net exposure to the large French
banks
Morgan Stanley CDS Spreads Widen on Eurozone Worries
The cost of protecting against a default by Morgan Stanley in the CDS market
is rising this morning as investors once again scratch their heads about
the bank’s exposure to Europe.
Morgan Stanley’s 5-year CDS spread is up 3% to 455 basis points, according
to Markit data, the highest since March 2009.
Meanwhile, Bank of America’s spread is also up 3% this morning to... 阅读全帖 |
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p**8
发帖数: 3883 | 48
Mar 27 说 “上了靠博大”，RIMM 连跌2天，
Mar 29 说 “Sold far OTM call for a spread. 20cents exposed, max gain $1.
Let's watch the show.”， --- 他的操做 不能算 bull call spread， 即使算
bull call spread，也不是20cents exposed， 应该是 30Cents +.
Mar 30 说 “。。。 (sold .42 -bot .13)。。。。buy near OTM call“
Apr 3 RIMM放量跌，他说”“don't panic. it's going against the 50ma. 。。。”
Apr 3 他说16c sold .42-cover .14, 14c sold 1.05-cover .9.
注意：16 Call 差一分，这是诚信问题。是骗人问题！
卖14call 意味着在做空，在博小。。。
一个 “上了靠博大”，一个在喊做多的大牛，其实在卖靠博小， 你是不是在害人？？？
现在不讨论 骗人问题， 讨论 害... 阅读全帖 |
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J*******r
发帖数: 2945 | 49 ft，有啥不一样的，不用vega，这不就是风别买了两个spread，一个用call bearish
spread，一个用put bullish spread
这个纯粹就是赌猪，对大波动无感。
这里唯独一点小trick，就是可能PUT的VOL略高，价格贵一点，用PUT做bullish比用
CALL做BULLISH如果猪可能多赚一点点而已。但从油工构造的这个点来看，没区别。
330的ATM点，上下20，CALL/PUT的spread价格一样，如果明天到期，基本没区别。
另外，你说的这种arbitrary的机会在option里不是没有，但很快会被修正的。
less |
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j*****h
发帖数: 3292 | 50 你问的是ditm option的bid and ask spread 太大？
Option market maker 为了保护自己，会加大spread.
可以1。stock assigned, may have overnight risk....
2. Synthetically neutralize your position, e.g. Sell stock, sell put, as
out of the money put may have low spread. But it will increase your total
brokerage/ transaction cost.
3. Roll over to farther month atm call or otm call. Also has low spread and
can take partial profit off the table.
4. Don't get into the high spead, low liquidity options in the first place.
在用哪个模拟器... 阅读全帖 |
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