大盘涨涨跌跌,大家也像士兵一样冲杀,追涨杀跌,回头一看,死伤累累,输多赢少。何不采用对冲交易,像将军一样运筹帷幄,静候胜绩。兹提供几个给大家操作,持有一周,定有好收获(美股):
1.Long AN short GPS
2. Long AN short PSS
3. Long Y short AJG
4. Long Y short MBI
5. Long INTU short JKHY
-superquant(superquant);
2009-10-4{210}(#109512@43)
10月5日总结:赚了不少1.Long AN short GPS: AN涨2.6%(close/open-1,余同),GPS涨0.9%,赚1.7%
2. Long AN short PSS:AN涨2.6%,PSS涨3.6%,亏1%
3. Long Y short AJG:Y跌0.4%,AJG跌0.3%,亏0.1%
4. Long Y short MBI:Y跌0.4%,MBI跌7.9%,赚7.5%
5. Long INTU short JKHY :INTU涨1.9%,JKHY涨0.5%,赚1.4%。
Could you tell me?
Thanks!
-marlonsport(九剑);
2009-11-1(#115470@43)
I put on a trade last Friday. Long SU.TO and short RIM.TO. So far, works well even though these two stocks are not in the same sector.
-ffree(aleverage);
2009-11-2(#115631@43)