沧海投资股票组合 -- 建仓20200726
沧海投资股票组合 -- 建仓20200726
7/26/2020
牛经沧海
沧海概不荐股,不作任何投资建议,不承担任何投资责任。
7月19日推出沧海2020AlphaBeta股票池,7月20日按计划建仓。最终买进12支候选票之中9支,余者暂以QQQ 长期期权替代。
本周买入
建仓如表所示。其中60手QQQ长期期权,5手BABA长期期权,为波段交易,100手ASHR长期期权为小概率博弈。
Description |
|||
07/24/20 |
Bought To Open |
-655.16 |
|
07/24/20 |
Bought To Open |
-655.16 |
|
07/24/20 |
Bought To Open |
-5,241.31 |
|
07/24/20 |
Bought To Open |
-9,002.07 |
|
07/24/20 |
Bought To Open |
-4,501.03 |
|
07/24/20 |
Bought To Open |
-31,507.23 |
|
07/24/20 |
Bought To Open |
-25,855.68 |
|
07/24/20 |
Bought To Open |
-7,051.55 |
|
07/24/20 |
Bought To Open |
-14,103.10 |
|
07/23/20 |
Journal |
280,000.00 |
|
07/23/20 |
Journal |
-280,000.00 |
|
07/22/20 |
Transfer |
280,000.00 |
|
07/21/20 |
Bought To Open |
-31,005.16 |
|
07/21/20 |
Bought To Open |
-32,502.58 |
|
07/21/20 |
Bought To Open |
-31,605.16 |
|
07/21/20 |
Journal |
70,000.00 |
|
07/21/20 |
Journal |
-70,000.00 |
|
07/20/20 |
Bought To Open |
-30,002.58 |
|
07/20/20 |
Bought |
-29,400.00 |
|
07/20/20 |
Bought |
-38,400.00 |
|
07/20/20 |
Bought To Open |
-25,002.58 |
|
07/20/20 |
Bought |
-32,950.00 |
|
07/20/20 |
Bought |
-34,254.95 |
|
07/20/20 |
Bought |
-33,340.80 |
|
07/20/20 |
Bought |
-26,050.00 |
|
07/20/20 |
Bought |
-38,800.00 |
|
07/20/20 |
Journal |
246,106.88 |
|
07/20/20 |
Journal |
-246,106.88 |
|
07/20/20 |
Transfer |
20,000.00 |
|
07/20/20 |
Transfer |
50,000.00 |
|
07/17/20 |
Deposit |
250,000.00 |
本周卖出
None
当前持仓浮盈(亏)
(30,739)或 -6.4%
AlphaBeta组合同步理论表现
落后大市SPY 0.13百分点。
YMYD