求推荐减轻眼袋效果的咚咚# Fashion - 美丽时尚
a*e
1 楼
not very familiar with the syntax, took me some time:)
useful for DTer and Scalper. More than thousand words.
useful for DTer and Scalper. More than thousand words.
q*a
2 楼
各位美女MM，
老妈遗传眼袋，现今年纪到了一定岁数，眼袋看起来很严重地说。
不考虑做啥手术去眼袋。但求方子让眼袋看起来别那么明显。
不知道各位有点什么眼霜，或啥法子能让看起来稍好一点。
谢谢了。
老妈遗传眼袋，现今年纪到了一定岁数，眼袋看起来很严重地说。
不考虑做啥手术去眼袋。但求方子让眼袋看起来别那么明显。
不知道各位有点什么眼霜，或啥法子能让看起来稍好一点。
谢谢了。
g8
3 楼
Thank you!
o*e
4 楼
没有，就是手术。这个手术是个技术很成熟的手术。
C*a
5 楼
Nice chart.
j*2
6 楼
那完了，我也有这个遗传。。。可是现在做也忒年轻了点吧？
J*S
7 楼
怎么解释大盘？
量减，股指却上扬？
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
量减，股指却上扬？
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
Y*2
8 楼
手术吧
C*a
9 楼
I tried to work on minute level ES data, just too many things to worry about
.
Slippage kills me.
.
Slippage kills me.
g*u
10 楼
真的很成熟吗?过几天我也去割一个算了,天生两个荷包蛋,吗的
【在 o********e 的大作中提到】
: 没有，就是手术。这个手术是个技术很成熟的手术。
【在 o********e 的大作中提到】
: 没有，就是手术。这个手术是个技术很成熟的手术。
w*s
11 楼
hehe.. nice.
you are the one.
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
you are the one.
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
o*e
12 楼
这个早做的话，由于还不大，好像伤口在下眼睑里边，所以看不出来；如果晚做皮肤已
经松掉，切口就在外边，肯定也不会留疤（虽然不知道什么办法），但是肯定麻烦一些。
【在 g*****u 的大作中提到】
: 真的很成熟吗?过几天我也去割一个算了,天生两个荷包蛋,吗的
经松掉，切口就在外边，肯定也不会留疤（虽然不知道什么办法），但是肯定麻烦一些。
【在 g*****u 的大作中提到】
: 真的很成熟吗?过几天我也去割一个算了,天生两个荷包蛋,吗的
w*s
13 楼
hoho. you also start to play es?
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
x*8
14 楼
感兴趣，请问一般去什么地方做这种手术比较成熟，价格呢？谢谢
些。
【在 o********e 的大作中提到】
: 这个早做的话，由于还不大，好像伤口在下眼睑里边，所以看不出来；如果晚做皮肤已
: 经松掉，切口就在外边，肯定也不会留疤（虽然不知道什么办法），但是肯定麻烦一些。
些。
【在 o********e 的大作中提到】
: 这个早做的话，由于还不大，好像伤口在下眼睑里边，所以看不出来；如果晚做皮肤已
: 经松掉，切口就在外边，肯定也不会留疤（虽然不知道什么办法），但是肯定麻烦一些。
a*e
15 楼
slippage kills the strategy?
very interesting. Isn't 0.25 slippage is reasonable to assume.
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
very interesting. Isn't 0.25 slippage is reasonable to assume.
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
w*s
16 楼
这个很让人惊讶么？
【在 a*****e 的大作中提到】
: slippage kills the strategy?
: very interesting. Isn't 0.25 slippage is reasonable to assume.
:
: about
【在 a*****e 的大作中提到】
: slippage kills the strategy?
: very interesting. Isn't 0.25 slippage is reasonable to assume.
:
: about
w*o
17 楼
这个跟我的common sense似乎比较吻合，呵呵
活跃期大概有几个
1)欧洲开盘
2)8:30 AM 经济数据密集期，Job data/GDP...
3)开盘
4)收盘
平淡期：
cbot去吃午饭，由intern代为操盘的时间，哈哈。
活跃期大概有几个
1)欧洲开盘
2)8:30 AM 经济数据密集期，Job data/GDP...
3)开盘
4)收盘
平淡期：
cbot去吃午饭，由intern代为操盘的时间，哈哈。
a*e
18 楼
I thought about it,
tick/second level data might not help for retailer.
even for scalper, < 1 pt target might not be optimum.
This graph shows there are certain critical time to pay attention.
Avoid trading for some style of trading, but best chances for other styles.
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
tick/second level data might not help for retailer.
even for scalper, < 1 pt target might not be optimum.
This graph shows there are certain critical time to pay attention.
Avoid trading for some style of trading, but best chances for other styles.
about
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
a*e
19 楼
0.25 will reduce the profitability,
but won't kill the strategy, just sounds too severe.
It's not a very big issue for me. I used limit/stop limit/trailing limit
order for entry, so if no entry, it's just an opportunity cost.
One can always find a balance based on his frequency?
【在 w******s 的大作中提到】
: 这个很让人惊讶么？
but won't kill the strategy, just sounds too severe.
It's not a very big issue for me. I used limit/stop limit/trailing limit
order for entry, so if no entry, it's just an opportunity cost.
One can always find a balance based on his frequency?
【在 w******s 的大作中提到】
: 这个很让人惊讶么？
a*e
20 楼
it is common sense, but more informative than that, You missed several
points.I won't bother if it's not profitable graph:)
Every liquidity peak, there is a small window for a very strong trend(no
matter it’s cross market driven or daily maintenance or scheduled economic
data driven). There is normally some tendency for a reversal at some
critical point which provides best chance for scalping.
For example, 3pm — close time for bond market. 10am — potential open range
breakout, I called that is smarter money:).
Is is profitable to trade VIX/VXX based on that? Nope, it’s more
complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
t necessarily mean bigger volatility.
But it’s usually for options day traders, especially when you trade options
with high beta underlying stock. Implied volatility trend might have
correlations with SPX range trend, with some lag.
Some of my strategies are based on the timing.
【在 w*******o 的大作中提到】
: 这个跟我的common sense似乎比较吻合，呵呵
: 活跃期大概有几个
: 1)欧洲开盘
: 2)8:30 AM 经济数据密集期，Job data/GDP...
: 3)开盘
: 4)收盘
: 平淡期：
: cbot去吃午饭，由intern代为操盘的时间，哈哈。
points.I won't bother if it's not profitable graph:)
Every liquidity peak, there is a small window for a very strong trend(no
matter it’s cross market driven or daily maintenance or scheduled economic
data driven). There is normally some tendency for a reversal at some
critical point which provides best chance for scalping.
For example, 3pm — close time for bond market. 10am — potential open range
breakout, I called that is smarter money:).
Is is profitable to trade VIX/VXX based on that? Nope, it’s more
complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
t necessarily mean bigger volatility.
But it’s usually for options day traders, especially when you trade options
with high beta underlying stock. Implied volatility trend might have
correlations with SPX range trend, with some lag.
Some of my strategies are based on the timing.
【在 w*******o 的大作中提到】
: 这个跟我的common sense似乎比较吻合，呵呵
: 活跃期大概有几个
: 1)欧洲开盘
: 2)8:30 AM 经济数据密集期，Job data/GDP...
: 3)开盘
: 4)收盘
: 平淡期：
: cbot去吃午饭，由intern代为操盘的时间，哈哈。
g*u
21 楼
Where are the trend reversals in the graph?
economic
range
【在 a*****e 的大作中提到】
: it is common sense, but more informative than that, You missed several
: points.I won't bother if it's not profitable graph:)
: Every liquidity peak, there is a small window for a very strong trend(no
: matter it’s cross market driven or daily maintenance or scheduled economic
: data driven). There is normally some tendency for a reversal at some
: critical point which provides best chance for scalping.
: For example, 3pm — close time for bond market. 10am — potential open range
: breakout, I called that is smarter money:).
: Is is profitable to trade VIX/VXX based on that? Nope, it’s more
: complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
economic
range
【在 a*****e 的大作中提到】
: it is common sense, but more informative than that, You missed several
: points.I won't bother if it's not profitable graph:)
: Every liquidity peak, there is a small window for a very strong trend(no
: matter it’s cross market driven or daily maintenance or scheduled economic
: data driven). There is normally some tendency for a reversal at some
: critical point which provides best chance for scalping.
: For example, 3pm — close time for bond market. 10am — potential open range
: breakout, I called that is smarter money:).
: Is is profitable to trade VIX/VXX based on that? Nope, it’s more
: complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
f*n
22 楼
你这个信息应该很对超短线有用，Swing的话感觉又多了一个操心的。
economic
range
【在 a*****e 的大作中提到】
: it is common sense, but more informative than that, You missed several
: points.I won't bother if it's not profitable graph:)
: Every liquidity peak, there is a small window for a very strong trend(no
: matter it’s cross market driven or daily maintenance or scheduled economic
: data driven). There is normally some tendency for a reversal at some
: critical point which provides best chance for scalping.
: For example, 3pm — close time for bond market. 10am — potential open range
: breakout, I called that is smarter money:).
: Is is profitable to trade VIX/VXX based on that? Nope, it’s more
: complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
economic
range
【在 a*****e 的大作中提到】
: it is common sense, but more informative than that, You missed several
: points.I won't bother if it's not profitable graph:)
: Every liquidity peak, there is a small window for a very strong trend(no
: matter it’s cross market driven or daily maintenance or scheduled economic
: data driven). There is normally some tendency for a reversal at some
: critical point which provides best chance for scalping.
: For example, 3pm — close time for bond market. 10am — potential open range
: breakout, I called that is smarter money:).
: Is is profitable to trade VIX/VXX based on that? Nope, it’s more
: complicated than tracking volatility of SPX, meanwhile, bigger range doesn’
c*m
23 楼
Could someone help me? Does this ES refer to " ES Futures " created from CME
?
?
g*u
24 楼
yes
CME
【在 c***m 的大作中提到】
: Could someone help me? Does this ES refer to " ES Futures " created from CME
: ?
CME
【在 c***m 的大作中提到】
: Could someone help me? Does this ES refer to " ES Futures " created from CME
: ?
c*m
25 楼
Thank you, my friend.
【在 g*****u 的大作中提到】
: yes
:
: CME
【在 g*****u 的大作中提到】
: yes
:
: CME
a*e
26 楼
improved weekday version,
more details with difference schedule events.
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
more details with difference schedule events.
【在 a*****e 的大作中提到】
: not very familiar with the syntax, took me some time:)
: useful for DTer and Scalper. More than thousand words.
S*t
27 楼
谢谢分享.
a*e
28 楼
NY local time.
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
【在 C****a 的大作中提到】
: I tried to work on minute level ES data, just too many things to worry about
: .
: Slippage kills me.
C*a
29 楼
Sorry, post by mistake. Some bugs with this forum.
t*9
30 楼
惜售
【在 J**S 的大作中提到】
: 怎么解释大盘？
: 量减，股指却上扬？
【在 J**S 的大作中提到】
: 怎么解释大盘？
: 量减，股指却上扬？
a*e
31 楼
which package? looks convenient,
live testing some scalpings,
there is basically no way to back-test:(
【在 C****a 的大作中提到】
: Sorry, post by mistake. Some bugs with this forum.
live testing some scalpings,
there is basically no way to back-test:(
【在 C****a 的大作中提到】
: Sorry, post by mistake. Some bugs with this forum.
C*a
32 楼
Just a set of R functions I wrote by myself.
Yes, I just stay away from those relatively high frequent methods. Slippage
is a huge part of that, and
optimization of execution is just beyond my knowledge.
I feel more comfortable with daily rebalance, and emotionally less stressful
.
【在 a*****e 的大作中提到】
: which package? looks convenient,
: live testing some scalpings,
: there is basically no way to back-test:(
Yes, I just stay away from those relatively high frequent methods. Slippage
is a huge part of that, and
optimization of execution is just beyond my knowledge.
I feel more comfortable with daily rebalance, and emotionally less stressful
.
【在 a*****e 的大作中提到】
: which package? looks convenient,
: live testing some scalpings,
: there is basically no way to back-test:(
C*a
33 楼
Overall, for benchmark, volume is positively correlated with volatility. So
it is commonly to see volume drops
as volatility slumps.
【在 J**S 的大作中提到】
: 怎么解释大盘？
: 量减，股指却上扬？
it is commonly to see volume drops
as volatility slumps.
【在 J**S 的大作中提到】
: 怎么解释大盘？
: 量减，股指却上扬？
a*e
34 楼
nevertheless, there should be something good to learn from you.
optimization execution is more of algorithmic trading area.
You can refer to this book,
Optimal Trading Strategies: Quantitative Approaches for Managing Market
Impact and Trading Risk
I have not read through, seems more focused on market impact reduction,
slippage is more or about latency.
Order types is highly related too.
Slippage
stressful
【在 C****a 的大作中提到】
: Just a set of R functions I wrote by myself.
: Yes, I just stay away from those relatively high frequent methods. Slippage
: is a huge part of that, and
: optimization of execution is just beyond my knowledge.
: I feel more comfortable with daily rebalance, and emotionally less stressful
: .
optimization execution is more of algorithmic trading area.
You can refer to this book,
Optimal Trading Strategies: Quantitative Approaches for Managing Market
Impact and Trading Risk
I have not read through, seems more focused on market impact reduction,
slippage is more or about latency.
Order types is highly related too.
Slippage
stressful
【在 C****a 的大作中提到】
: Just a set of R functions I wrote by myself.
: Yes, I just stay away from those relatively high frequent methods. Slippage
: is a huge part of that, and
: optimization of execution is just beyond my knowledge.
: I feel more comfortable with daily rebalance, and emotionally less stressful
: .
w*s
35 楼
wow. 小牛牛精细牛用功牛
【在 a*****e 的大作中提到】
: improved weekday version,
: more details with difference schedule events.
【在 a*****e 的大作中提到】
: improved weekday version,
: more details with difference schedule events.
w*s
36 楼
你们贴点儿optimization of execution 方面的东东？
Slippage
stressful
【在 C****a 的大作中提到】
: Just a set of R functions I wrote by myself.
: Yes, I just stay away from those relatively high frequent methods. Slippage
: is a huge part of that, and
: optimization of execution is just beyond my knowledge.
: I feel more comfortable with daily rebalance, and emotionally less stressful
: .
Slippage
stressful
【在 C****a 的大作中提到】
: Just a set of R functions I wrote by myself.
: Yes, I just stay away from those relatively high frequent methods. Slippage
: is a huge part of that, and
: optimization of execution is just beyond my knowledge.
: I feel more comfortable with daily rebalance, and emotionally less stressful
: .
g*u
37 楼
村长桑老浆糊，抖点包袱吧!
上百万合约做下来，肯定心得不少!
【在 w******s 的大作中提到】
: 你们贴点儿optimization of execution 方面的东东？
:
: Slippage
: stressful
上百万合约做下来，肯定心得不少!
【在 w******s 的大作中提到】
: 你们贴点儿optimization of execution 方面的东东？
:
: Slippage
: stressful
w*1
38 楼
你又开始臆想了。
【在 g*****u 的大作中提到】
: 村长桑老浆糊，抖点包袱吧!
: 上百万合约做下来，肯定心得不少!
【在 g*****u 的大作中提到】
: 村长桑老浆糊，抖点包袱吧!
: 上百万合约做下来，肯定心得不少!
g*u
39 楼
20,000 /month x 12 months x ~5
= 1,200,000 contracts.
Plausible?
【在 w********1 的大作中提到】
: 你又开始臆想了。
= 1,200,000 contracts.
Plausible?
【在 w********1 的大作中提到】
: 你又开始臆想了。
w*1
40 楼
你的智商和一些smartass一样聪明，
我记得这板上有人说一个月整了10％，连整了3个月，
然后就一堆人开始算他多快超过八肥特了。
【在 g*****u 的大作中提到】
: 20,000 /month x 12 months x ~5
: = 1,200,000 contracts.
: Plausible?
我记得这板上有人说一个月整了10％，连整了3个月，
然后就一堆人开始算他多快超过八肥特了。
【在 g*****u 的大作中提到】
: 20,000 /month x 12 months x ~5
: = 1,200,000 contracts.
: Plausible?
g*u
41 楼
这么扭捏，给你减个数量级吧。累计10万个contract。
这个也是很老道了!
【在 w********1 的大作中提到】
: 你的智商和一些smartass一样聪明，
: 我记得这板上有人说一个月整了10％，连整了3个月，
: 然后就一堆人开始算他多快超过八肥特了。
这个也是很老道了!
【在 w********1 的大作中提到】
: 你的智商和一些smartass一样聪明，
: 我记得这板上有人说一个月整了10％，连整了3个月，
: 然后就一堆人开始算他多快超过八肥特了。
w*1
42 楼
扭捏你个头。琢磨别人干个啥？
我肯定es或options比你老道。
老道不老道管p用。
【在 g*****u 的大作中提到】
: 这么扭捏，给你减个数量级吧。累计10万个contract。
: 这个也是很老道了!
我肯定es或options比你老道。
老道不老道管p用。
【在 g*****u 的大作中提到】
: 这么扭捏，给你减个数量级吧。累计10万个contract。
: 这个也是很老道了!
g*u
43 楼
打倒村长!
毛主席万岁!
【在 w********1 的大作中提到】
: 扭捏你个头。琢磨别人干个啥？
: 我肯定es或options比你老道。
: 老道不老道管p用。
毛主席万岁!
【在 w********1 的大作中提到】
: 扭捏你个头。琢磨别人干个啥？
: 我肯定es或options比你老道。
: 老道不老道管p用。
w*s
44 楼
need correction.
sunday to thursday . where is friday? overall one day off?
and sunday should be only after 6pm right?
【在 a*****e 的大作中提到】
: improved weekday version,
: more details with difference schedule events.
sunday to thursday . where is friday? overall one day off?
and sunday should be only after 6pm right?
【在 a*****e 的大作中提到】
: improved weekday version,
: more details with difference schedule events.
a*e
45 楼
I considered that,
sunday cycle is from sunday afternoon to monday afternoon.
see the description on CME, I just followed their conversion.
【在 w******s 的大作中提到】
: need correction.
: sunday to thursday . where is friday? overall one day off?
: and sunday should be only after 6pm right?
sunday cycle is from sunday afternoon to monday afternoon.
see the description on CME, I just followed their conversion.
【在 w******s 的大作中提到】
: need correction.
: sunday to thursday . where is friday? overall one day off?
: and sunday should be only after 6pm right?
w*1
46 楼
ok.. got it. thanks..
【在 a*****e 的大作中提到】
: I considered that,
: sunday cycle is from sunday afternoon to monday afternoon.
: see the description on CME, I just followed their conversion.
【在 a*****e 的大作中提到】
: I considered that,
: sunday cycle is from sunday afternoon to monday afternoon.
: see the description on CME, I just followed their conversion.
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