【在 b*******e 的大作中提到】 : sure, buy put tomorrow and wait for double.
f*e
17 楼
I don't think there is any issue with rim's approach. I am sure there are gurus out there (on this board) that can easily beat the performance of rim' s. However, I do believe that rim's approach will certainly, or very likely to say the least, outperform the market. Not all frogs are gurus or will become gurus. For some frogs, rim's approach is more conservative but less risky.
The issue is, it work only in one scenario when the market is volatile. I don't think this approach will beat Index (commission adjusted, no options) in the 1990's. If you have done any serious simulation programmings, you know the performance of one approach depends on robustness, not depends on return under a certain assumption. Of course it will beat the index in the past three years. But the last three years is once in a life time.
rim' likely
【在 f****e 的大作中提到】 : I don't think there is any issue with rim's approach. I am sure there are : gurus out there (on this board) that can easily beat the performance of rim' : s. However, I do believe that rim's approach will certainly, or very likely : to say the least, outperform the market. Not all frogs are gurus or will : become gurus. For some frogs, rim's approach is more conservative but less : risky.
r*m
21 楼
Thanks for sharing, and I agree with you that a certain approach only works in a certain scenario (such a range market). However, given what happened in the stock market the past 3, 10, or 20 years , don't you feel that the up and downs in the market is becoming more and more violent (and faster?). I believe this has something to do with the new structure of the global economy, the more leveraged ways of doing business and the improvement of trading technologies (if you call high speed trading for institution and individuals alike an improvement). Buy and hold based on value investing is still golden. But for people with interest and energy to follow the market more closely, I think it is possible to "time" the market to beat it.
) three
【在 s*********r 的大作中提到】 : The issue is, it work only in one scenario when the market is volatile. I : don't think this approach will beat Index (commission adjusted, no options) : in the 1990's. If you have done any serious simulation programmings, you : know the performance of one approach depends on robustness, not depends on : return under a certain assumption. : Of course it will beat the index in the past three years. But the last three : years is once in a life time. : : rim' : likely