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谁能证明市场是random walk?
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谁能证明市场是random walk?# Stock
T*y
1
明明是一有效市场,却被一帮懂点统计的青蛙对市场乱套统计规律。
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T*y
2
一个简单的反问:
如果是random walk, 你能解释为什么输钱的人比赚钱的人多吗?
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x*n
3
如果有庄显然不是random的。
所谓的看量,不就是看大资金么?
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k*4
4
it is just a over-simplified model, the probability is less than
0.5, but the conclusion remains the same: it is possible
to make multiple correct predictions by pure chance.

【在 T**y 的大作中提到】
: 一个简单的反问:
: 如果是random walk, 你能解释为什么输钱的人比赚钱的人多吗?

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T*y
5
用一简单的call spread, 每个星期猜对spy/qqq是涨或跌, 可以double一次。
对4次就可以16倍。
只需采样16人,就可见到一位资产16翻的高人。 你见到过吗?
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T*y
6
so which side's probability is more than 50%?
who is the winner and who is the loser?

【在 k**********4 的大作中提到】
: it is just a over-simplified model, the probability is less than
: 0.5, but the conclusion remains the same: it is possible
: to make multiple correct predictions by pure chance.

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T*y
7
If it is not random, then there are rules.

【在 x*********n 的大作中提到】
: 如果有庄显然不是random的。
: 所谓的看量,不就是看大资金么?

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k*4
8
it is the house in a casino, and the MM in the stock
market. but that is not the point, the point is that
you do not need to be a genius to make good predictions,
given enough time even xiaoxiaoren or a monkey can
be right for a lot of times.

【在 T**y 的大作中提到】
: so which side's probability is more than 50%?
: who is the winner and who is the loser?

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T*y
9
the number of every human beings in this planet can't justify the number of
successful traders.

【在 k**********4 的大作中提到】
: it is the house in a casino, and the MM in the stock
: market. but that is not the point, the point is that
: you do not need to be a genius to make good predictions,
: given enough time even xiaoxiaoren or a monkey can
: be right for a lot of times.

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T*y
10
The market is not Casino period.

【在 k**********4 的大作中提到】
: it is the house in a casino, and the MM in the stock
: market. but that is not the point, the point is that
: you do not need to be a genius to make good predictions,
: given enough time even xiaoxiaoren or a monkey can
: be right for a lot of times.

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k*4
11
u r not getting it...
suppose u r a stupid individual trader in the market like
all of of idiots here, your chance of getting it right
is only 0.3, the chance of getting 8 right out 10 is only
0.0007, but it is still possible for you to do it , although
it takes a long time.
only

of

【在 T**y 的大作中提到】
: the number of every human beings in this planet can't justify the number of
: successful traders.

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T*y
12
what you want to prove?
You think there are these kinds of persons?
Tell me who???
There is a reason for being right 8 out of 10 times.

【在 k**********4 的大作中提到】
: u r not getting it...
: suppose u r a stupid individual trader in the market like
: all of of idiots here, your chance of getting it right
: is only 0.3, the chance of getting 8 right out 10 is only
: 0.0007, but it is still possible for you to do it , although
: it takes a long time.
: only
:
: of

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T*y
13
BTW, do you really care how many times you are right instead of how much
money you make? They are not the same thing.

【在 k**********4 的大作中提到】
: u r not getting it...
: suppose u r a stupid individual trader in the market like
: all of of idiots here, your chance of getting it right
: is only 0.3, the chance of getting 8 right out 10 is only
: 0.0007, but it is still possible for you to do it , although
: it takes a long time.
: only
:
: of

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k*4
14
if u r smart or have inside info, yr chance
is better , say 0.4, and it takes shorter time
to get 8 times right out 10, but it is still
possible if u r stipid with no inside info,
it will take u much longer to do the same thing,
but it is still possible, it is just the way
the world is, if u can not get this, i suggest
u go find a nice place to have fun with yrself,
and forget about the stock market.

【在 T**y 的大作中提到】
: what you want to prove?
: You think there are these kinds of persons?
: Tell me who???
: There is a reason for being right 8 out of 10 times.

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c*o
15
I had the same view 5 yrs ago. LOL

★ 发自iPhone App: ChineseWeb 7.7

【在 T**y 的大作中提到】
: 明明是一有效市场,却被一帮懂点统计的青蛙对市场乱套统计规律。
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l*o
16
搞笑,你连什么是有效市场都没搞清楚。random walk的市场正是有效市场。。。

【在 T**y 的大作中提到】
: 明明是一有效市场,却被一帮懂点统计的青蛙对市场乱套统计规律。
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T*y
17
You know nothing about me.
I just want to tell you there is a reason for being right 8 times out of 10.

【在 k**********4 的大作中提到】
: if u r smart or have inside info, yr chance
: is better , say 0.4, and it takes shorter time
: to get 8 times right out 10, but it is still
: possible if u r stipid with no inside info,
: it will take u much longer to do the same thing,
: but it is still possible, it is just the way
: the world is, if u can not get this, i suggest
: u go find a nice place to have fun with yrself,
: and forget about the stock market.

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c*o
18
He indeed did not know the definition of effective market . but it is too
late for the argument. Good night. LOL

★ 发自iPhone App: ChineseWeb 7.7

【在 l***o 的大作中提到】
: 搞笑,你连什么是有效市场都没搞清楚。random walk的市场正是有效市场。。。
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T*y
19
Tell me why there are more loser than winner if it is random.

【在 l***o 的大作中提到】
: 搞笑,你连什么是有效市场都没搞清楚。random walk的市场正是有效市场。。。
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k*4
20
i have some idea about your iq.

10.

【在 T**y 的大作中提到】
: You know nothing about me.
: I just want to tell you there is a reason for being right 8 times out of 10.

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T*y
21
that is only going to show your IQ. LOL.

【在 k**********4 的大作中提到】
: i have some idea about your iq.
:
: 10.

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k*4
22
correct.

【在 T**y 的大作中提到】
: that is only going to show your IQ. LOL.
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w*w
23
为什么讨论到最后都演变成人身攻击?
我赞同市场非random walk.
但是用option spread不make sense.因为在这个model中赌对并不翻倍。因为手续费和
option premium cut into profit.
第二没有什么人会这么赌。所以sample不够大。
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g*2
24
如果你buy and hold spy,你的收益就是SPY,但是如果你老是不停的买卖SPY,你很可
能亏钱。
人的心理特点决定了人们容易卖在低点,买在高点。

【在 T**y 的大作中提到】
: 一个简单的反问:
: 如果是random walk, 你能解释为什么输钱的人比赚钱的人多吗?

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r*m
25
who can prove it is NOT random walk (overall)?
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g*c
26
你这种就是不读书瞎装逼
至少你得知道啥是random walk再喷吧

【在 T**y 的大作中提到】
: 明明是一有效市场,却被一帮懂点统计的青蛙对市场乱套统计规律。
avatar
T*y
27
读书装逼的不要太多。
如果你敢奔return, 我秒杀你.

【在 g***c 的大作中提到】
: 你这种就是不读书瞎装逼
: 至少你得知道啥是random walk再喷吧

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