knock

knock - 它們之間沒有任何關連性
snowrider 发表于 2012-4-21 20:00

请教一下：一般认为美元涨则美股大盘跌，欧元美元跌，所以看起来过去几个月有这样的共振。从这个角度看还是有关联的。能否明示一下？谢谢！

snowrider

请教一下：一般认为美元涨则美股大盘跌，欧元美元跌，所以看起来过去几个月有这样的共振。从这个角度看还是有关联的。能否明示一下？谢谢！
knock 发表于 2012-4-22 17:50

knock - Good point!  妳提出一個恢常好的觀察  是的  有時它們會有共振現象(正向或反向)  如果我們要以觀察一個東西的走勢來判斷另一個東西的可能走向  那將會是令人失望並且是一種十分危險的假設  因為兩者之間的互動實際上是因為第三者(第四者...第N者)的因素所造成  say,
X -> A
X -> B
We cannot conclude that A -> B 或是 B -> A

偶引述一段以前偶登過的:

大部分的人都會關心 市場之間的關聯性
偶到是一點都不 care
因為看過許多從正相關變成負相關或變成不相關
偶們大部分看到貨幣貶值股市漲  但也有過長期一塊漲或一塊跌的 (e.g., 最近美元與美股就是一塊漲跌的)
若追根究底  總是可以查出背後漲跌的原因  但對偶這個 TA purist 來說 ... I don't care
偶做哪個市場就看哪個圖  不管任何其它市場的任何圖
若是走FA路線的人 可能想要搞清楚 市場之間的關聯性
若是走TA路線的人 建議還是將它當成黑盒子 不要理它 輕鬆簡單又愉快

knock

回复 17# snowrider

受教受教。感谢耐心解释！想起来，黄金过去和大盘相反，后来因为受美元影响又和大盘走势类似，也是个活生生的例子。

snowrider

谢谢雪骑老大！那么牛啊，啥时候到3600啊?另外，在那里可以看到老大如果更新A股的图呢？

maopao  -  偶一直就是只有看著上證指數圖  而沒有精確測量  所以 3600 是偶在圖上隨手一指的點位  既然妳問了  那偶就認真得看看  好了  偶要修正目標:

因為浪[A]走了9個月1813(3478-1665=1813)點  浪[C]在時間及幅度上一般不會小於浪[A]  所以保守估計為先看等幅等時距:
01/06/2012@ 2133 (起漲點) + 9個月1813點 (等幅等時距) = 9月底10月初@3946
剛好3895是6124下跌到1665的50%
所以偶會留意:  3895~3946 的這個區間

偶沒有在貼上證指數的圖  上次是剛好大牛他聊到  所以偶就提供些個人的猜測

snowrider

那雪骑觉得国债和股市的关系呢？ 他们之间的反向关联呢？

王嫫嫫 - 謝謝討論  這個回到以前聊過關於相關性的話題  簡單一個回答就是不要關心不同市場之間的任何互動

http://www.yayabay.com/forum/red ... 400&pid=5178589

在過去N年中  偶看過許多一段時間是T-Bond漲股市漲  也看過許多一段時間是T-Bond漲股市跌  舉例說明:

T-Bond漲股市漲 - 債券拍賣結果特好  市場期待利率走低  雙雙連袂上漲
T-Bond漲股市跌 - 經濟衰退股市大熊市  錢進債市  負相關

結論 - 這個追根究底是要了解什麼是背後的因素 (太累了!)  最好就是不要管它們的關聯

snowrider

04/28/2012

Comments are welcome!

snowrider

Quote from Wide Tailz:

That looks very logical.  Chop like this makes me so angry some days!

Perhaps I can see a hypnotist to get me to stop trading during corrective waves.  They are unpredictable.

LOL ... cheer up man ... I have been losing money in this corrective wave.  A trend will eventually come back.

snowrider

Quote from ammo:

post bank intervention it's much easier to manipulate ,no bear stearns to pick off the whales,eom and expo seem to always work upward,snow,thanks for putting this out there

ammo - You are welcome, and thanks for reading and commenting.

snowrider

i hope you did take the easy long on EU 27 april at 1.3178 it was the obvious one for 75 pips

TravoltaImp - Actually, I missed out that long because of last Friday's choppy market move.

snowrider

你很确定sp下一步要大跌啊

fatbrick - 偶不太確定!

... 不过也是, 再上的话, 新高的可能性很大. 看DOW现在样子, 不拔高不甘心啊.

Venetian - 偶只是瞎猜的  如果市場向上破高點 偶可能會先避避風頭 再找機會放空

昨天gdp调整都没有撼动MM的牛心，没招了

常打盹 - 也許吧!  不管怎樣  偶還是偏熊些

snowrider

05/01/2012

Comments are welcome!

So ... possiblly an ending diagonal triangle is forming.

snowrider

05/05/2012

Comments are welcome!

snowrider

目前的低點達到等幅跌幅目標  但波圖的紫線已無效  現在走灰線  整個波的算法回歸 04/28/2012 的算法

snowrider

It's good that SP futures pulls up a lot before the market opens.  We will need to watch to see if the cash index would fall below the starting point of last up waves - the low of 04/23/2012 in order to decide which count is valid.

If 04/23/2012's low is breached, the wave count of 04/28/2012's post becomes valid.  Otherwise, last weekend's count is valid.

snowrider

Quote from ScalperJoe:

[B]Just so I understand this correctly, as this is very interesting regarding the wave count, if the futures (/ES) breached but SPX did not, which takes precedence in accurately counting the waves? [/B]

ScalperJoe - Very good point!  That is a very good question indeed!  We trade wave, which is following some natual law, so we want to trade something that has good liquidity and good volume.  The more people participate the market, the more accurate we can get from counting the wave.  It is a dilemma whether we should or should not count the wave of after hour's futures market.  The after hour's trading is much easier to be manipulated.  What I do is to have a 2-way consideration: I count both SPX and futures index.  Today's market is an example that the after hour trading penetrated 04/23's low, but in the regular hour the market tried many time without being able to breach that key support.  Now I guess that we have two possible counts:
1. ABC has completed the wave [IV], so the market is heading north for [V].
2. Or the market is heading down in a massive wave-III collapse.