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[讨论] 股票开买, 闭卖如何?
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2006-10-19 22:38:00
Suppose there is no trading fee.
For a given stock, each day when the stock market open, if its price is higher than its previous close price, then buy this stock. When market close, sell this stock.
Using this method, what will be the outcome? Will it beat the market (the buy and hold method)?
Assumption: if the stock is always going down, this will limit the lose as the first day's down, since the later days, no trade will be done.
if the stock is going up, it should get less than buy and hold all the time.
if there are big news, this method will not get the biggest reward, but it will avoid the lose as well.
So, under what conditions, this method will beat the buy and hold method? Any idea?
[此贴子已经被作者于2006-10-19 22:43:24编辑过]
其实BUY AND HOLD从长期来看,未尝不是一个好选择啊
我觉得你的描述让我想到了STOP ORDER
[此贴子已经被作者于2006-10-19 23:15:45编辑过]
[此贴子已经被作者于2006-10-19 23:36:53编辑过]
其实你的前提已经忽略了TRADING FEE
如果没有TRADING FEE的话,或许不时调整一下你的ASSET ALLOCATION不错
但事实上,TRADING FEE一定程度上削弱了REBALANCE的作用
Suppose there is no trading fee.
For a given stock, each day when the stock market open, if its price is higher than its previous close price, then buy this stock. When market close, sell this stock.
Using this method, what will be the outcome? Will it beat the market (the buy and hold method)?
Assumption: if the stock is always going down, this will limit the lose as the first day's down, since the later days, no trade will be done.
if the stock is going up, it should get less than buy and hold all the time.
if there are big news, this method will not get the biggest reward, but it will avoid the lose as well.
So, under what conditions, this method will beat the buy and hold method? Any idea?
this is an interesting trading pattern.
here is what i thought, i think it does limit the risk as well as the return. also it may not be easy to execute as the opening half an hour price fluctuation is higher than the rest of the day.
到底了
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