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Huaren
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2006-05-24 15:40:00

Now everything smells like the Summer of 1987. I think some time around late Summer/early Fall the market may see a short, sharp and very violent drop, may send the VIX to low 30.

This will be a buying opportunity. However, the afterwards rally may see a major rotation of market leadership. 

Huaren
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2006-05-24 15:54:00

Oh plus, I think a 4 - 5 standard deviation market event is due.   
Huaren
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2006-05-24 17:16:00

以下是引用xyin在2006-5-24 16:42:00的发言:
以下是引用la.confidential在2006-5-24 15:40:00的发言:

Now everything smells like the Summer of 1987. I think some time around late Summer/early Fall the market may see a short, sharp and very violent drop, may send the VIX to low 30.

This will be a buying opportunity. However, the afterwards rally may see a major rotation of market leadership. 

i think it's far less severe than 1987. I don't know why those 2 are compared frequently.

basically i am getting more and more bullish as the market keep dropping. i am looking into entry point soon(maybe a few weeks, maybe longer.)

Did you mean it is far less severe or it will be far less severe?

Economy-wise 1987 wasn't a bad year at all, GDP gorwth was very healthy and corporate earnings growth was spectacular (>35% YOY).

I think one reason people remind 1987 is we have a new Fed Chairman again - Greenspan stepped in office in the Summer of 1987 - and that adds a lot to uncertainty in terms of monetary policy. Remember, the Black Monday has little to do with economy and earnings. It's more about a market machnism induced, or "quantitative", event.  

Huaren
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2006-05-24 18:34:00

以下是引用xyin在2006-5-24 17:30:00的发言:

ok. i don't know what will happen tomorrow. as we know, still today there is no clear explanation of 1987 crash (well, you may say there are theories, but to me none are completely convincing. so I think it is still quite a mystery.)

I think it IS far less severe. but I cann't say whether tomorrow it will still be quite less severe.

1987 Black Monday 23% drop in one day without real bad economical data. Did we experience any drop even close to that scale during the past few weeks? i'd say no.

 

 

 

 

 

 

 

 

OK I think you got it wrong. Nobody is saying we're having 1987 all over. Rather, what we said is now it looks like the prelude of the 1987 crash.

 

Huaren
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2006-05-24 23:53:00

Your "philoshophy" is all empty, and is well documented in behaviour finance. Basically what you said is you've no idea what's going on and hope you're lucky. No surprise. When TIE put options clearly implied a 23% volatility, you insited any correction won't be >10%.

The BS model consistently underestimates the occurence of "small probability" events in US market, so much so that one school of people think it may misses a variable or two. I don't know what's the basis of your beliefs.

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2006-05-25 20:02:00

以下是引用xyin在2006-5-25 14:06:00的发言:
以下是引用la.confidential在2006-5-24 23:53:00的发言:

Your "philoshophy" is all empty, and is well documented in behaviour finance. Basically what you said is you've no idea what's going on and hope you're lucky. No surprise. When TIE put options clearly implied a 23% volatility, you insited any correction won't be >10%.

The BS model consistently underestimates the occurence of "small probability" events in US market, so much so that one school of people think it may misses a variable or two. I don't know what's the basis of your beliefs.

huh, my empty philosophy seemed to work for me pretty well.

your statement clearly proved my point.

and you ignored the fact that when I said i think a 10% correction the most, TIE price was 65, did u see a 65-6.5 = 58.5 (pre-split) correction? I say NO. and now the price is almost 74 (pre-split adjust, that is 36.78 as to now).  that was before the huge run up. and Did i predict the huge run up? NO. when i saw it, I was out COMPLETELY 88. 87, 86. next day it was all the way up to 95!

Did u, sir, the scholar, predict the huge run up based on your model? NO! if you predict the huge run up, you were NEVER by put at 65? were you?

so i let market tell me it is time. I rided TIE from early Jan when it was 30ish, and all the way up to 87. and you on the other hand, sat on the 65 put till it rushed to 95!! you say your school sucks.

so please when you think you know too much, you probably know too little.

and I have always said I am extremely lucky this year that I caught TIE. But if you think I am ignorantly lucky, you are wrong. I kept making money in the down market. However, i have not caughte something like TIE after i sold it. I am constantly make money almost every day. Am I lucky or my EMPTY model actually works at least for ME?
whatever matter to you must be different from me. cuz I want to make money from the market. I made 550-600% just from TIE, you sir on the other hand, IF YOU DID sit on your put position made 20-30% on that position only. MY ACCOUNT up 550-600% this year!!

Too long to read. (Sorry)

Seems you're claiming returns Warren Buffett would never dream of. Wish you become a billionaire sooner than he did.

BTW, somebody knows more than you do doesn't necessariy mean he is a scholar.

One more thing, last month I just won $8 on a lottery ticket. If my math is right, that's a return of 700%.  

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