技术探讨为啥A股的高手们都喜欢BB# Stock
b*r
1 楼
每当看到有人技术分析里必谈BB，第一反应就是此人是个炒A股出身的。
后来查了一下wiki，还真有道理。
A recent study concluded that Bollinger Band trading strategies may be
effective in the Chinese marketplace, stating: "Finally, we find significant
positive returns on buy trades generated by the contrarian version of the
moving-average crossover rule, the channel breakout rule, and the Bollinger
Band trading rule, after accounting for transaction costs of 0.50 percent."
Nauzer J. Balsara, Gary Chen and Lin Zheng The Chinese Stock Market: An
Examination of the Random Walk Model and Technical Trading Rules.[4] (By "
the contrarian version", they mean buying when the conventional rule
mandates selling, and vice versa.)
不过这个技术指标，在美股里用，可能就不是那么有效了。
后来查了一下wiki，还真有道理。
A recent study concluded that Bollinger Band trading strategies may be
effective in the Chinese marketplace, stating: "Finally, we find significant
positive returns on buy trades generated by the contrarian version of the
moving-average crossover rule, the channel breakout rule, and the Bollinger
Band trading rule, after accounting for transaction costs of 0.50 percent."
Nauzer J. Balsara, Gary Chen and Lin Zheng The Chinese Stock Market: An
Examination of the Random Walk Model and Technical Trading Rules.[4] (By "
the contrarian version", they mean buying when the conventional rule
mandates selling, and vice versa.)
不过这个技术指标，在美股里用，可能就不是那么有效了。
