OP策略請教 - 期貨

By Zora
at 2017-02-03T03:46
at 2017-02-03T03:46
Table of Contents
餓死抬頭
小魯菜比八,上站次數剛到能發文的標準
進入OP市場第3個月
想請教各位版上的高手大大一些關於OP策略的疑問
本金10W,通常只做近月的賣方(價外雙賣或是價差)
在操作的過程中,因為沒有同學能夠討論QQ
只能自己摸索,過程中有遇到一些問題,請版上高手不吝賜教
1.裸賣
做深價外裸賣長期而言應該是正報酬(以歷史來看)
勝率很高,但遇到一次狀況很容易就出場(所以我大約5W做一口)
問題點:
一般來說做裸賣的停損標準是什麼?只要一滑進價內就停損嗎?
這樣的策略實務上有人在做嗎?
2.價差部位
做價差部位的好處是能鎖住風險,但相對獲利就少很多,而且也沒辦法做到很深價外
勝率比起裸賣(給定相同獲利的條件)就是低了許多
問題點:
價差部位跟裸賣的策略,一般來說哪個能在市場上生存的比較好?
做價差的高手,會在「某些條件」下把BP的倉位平倉,轉為裸賣嗎?還是就一直價差到底?
3.不知名策略
這個我不知道怎麼形容...就是用短天期的BP去Cover近月的SP
問題點:
因為短天期的價外P都蠻便宜的,比起用近月的P鎖住風險,用短天期的P去鎖會不會比較有利可圖?
e.g SP9300(近月)+BP9100(近月)跟 SP9300(近月)+BP9100(短天期)*4(4周)
這樣的做法,後者會比較好嗎?
直覺上都能鎖住風險,後者似乎能用比較少的權利金完成
缺點的部分我只想到有可能因為加權指數一直跌,導致鎖住風險的成本急遽升高
但如果是這樣的情況應該會選擇直接平倉(?)
以上問題很多,如果有高手大大能開示,小魯會發自內心的祝福您的 QAQ
不想再被當菜鳥電惹QQ,如果我問了蠢問題被電,我會虛心接受der
麻煩鞭小力一點...
祝版上的大家 雞年獲利滿滿 謝謝
--
小魯菜比八,上站次數剛到能發文的標準
進入OP市場第3個月
想請教各位版上的高手大大一些關於OP策略的疑問
本金10W,通常只做近月的賣方(價外雙賣或是價差)
在操作的過程中,因為沒有同學能夠討論QQ
只能自己摸索,過程中有遇到一些問題,請版上高手不吝賜教
1.裸賣
做深價外裸賣長期而言應該是正報酬(以歷史來看)
勝率很高,但遇到一次狀況很容易就出場(所以我大約5W做一口)
問題點:
一般來說做裸賣的停損標準是什麼?只要一滑進價內就停損嗎?
這樣的策略實務上有人在做嗎?
2.價差部位
做價差部位的好處是能鎖住風險,但相對獲利就少很多,而且也沒辦法做到很深價外
勝率比起裸賣(給定相同獲利的條件)就是低了許多
問題點:
價差部位跟裸賣的策略,一般來說哪個能在市場上生存的比較好?
做價差的高手,會在「某些條件」下把BP的倉位平倉,轉為裸賣嗎?還是就一直價差到底?
3.不知名策略
這個我不知道怎麼形容...就是用短天期的BP去Cover近月的SP
問題點:
因為短天期的價外P都蠻便宜的,比起用近月的P鎖住風險,用短天期的P去鎖會不會比較有利可圖?
e.g SP9300(近月)+BP9100(近月)跟 SP9300(近月)+BP9100(短天期)*4(4周)
這樣的做法,後者會比較好嗎?
直覺上都能鎖住風險,後者似乎能用比較少的權利金完成
缺點的部分我只想到有可能因為加權指數一直跌,導致鎖住風險的成本急遽升高
但如果是這樣的情況應該會選擇直接平倉(?)
以上問題很多,如果有高手大大能開示,小魯會發自內心的祝福您的 QAQ
不想再被當菜鳥電惹QQ,如果我問了蠢問題被電,我會虛心接受der
麻煩鞭小力一點...
祝版上的大家 雞年獲利滿滿 謝謝
--
Tags:
期貨
All Comments

By Skylar Davis
at 2017-02-04T09:12
at 2017-02-04T09:12

By Ula
at 2017-02-05T18:35
at 2017-02-05T18:35

By Genevieve
at 2017-02-08T19:48
at 2017-02-08T19:48

By Anonymous
at 2017-02-11T16:01
at 2017-02-11T16:01

By Sierra Rose
at 2017-02-13T02:20
at 2017-02-13T02:20

By Ina
at 2017-02-14T02:29
at 2017-02-14T02:29

By David
at 2017-02-17T23:39
at 2017-02-17T23:39

By Bethany
at 2017-02-18T16:40
at 2017-02-18T16:40

By Yuri
at 2017-02-20T16:13
at 2017-02-20T16:13

By Mason
at 2017-02-23T16:58
at 2017-02-23T16:58

By Robert
at 2017-02-24T20:38
at 2017-02-24T20:38
不知道你有沒有會覺得有產生恐懼感了?

By Zanna
at 2017-02-27T23:12
at 2017-02-27T23:12

By Odelette
at 2017-03-03T08:43
at 2017-03-03T08:43

By Queena
at 2017-03-04T02:17
at 2017-03-04T02:17

By Charlotte
at 2017-03-05T22:38
at 2017-03-05T22:38

By Lauren
at 2017-03-10T12:10
at 2017-03-10T12:10
但你有那個功力可以做到那樣嗎 你沒經歷過可能一次就畢業

By Rebecca
at 2017-03-13T00:32
at 2017-03-13T00:32
然後裸賣跟價差的差別就是同樣保證金之下價差可以做比較多
口
你如果篤定盤勢就是那樣,那就計算機按一按就知道哪種賺得
多啦

By Hardy
at 2017-03-13T12:22
at 2017-03-13T12:22
承受度為1600點,就算你做價內都很難爆炸好嗎!

By Gary
at 2017-03-14T02:38
at 2017-03-14T02:38
跑的話,都可以確實執行停損的話。大概是賠150點而已。
5萬保證金是跑的掉的。

By Brianna
at 2017-03-15T19:16
at 2017-03-15T19:16

By Una
at 2017-03-17T21:33
at 2017-03-17T21:33
硬撐。活的越久才有機會獲利。

By Daniel
at 2017-03-21T16:03
at 2017-03-21T16:03

By Queena
at 2017-03-25T09:52
at 2017-03-25T09:52
都在做白工也不會有錢的,更何況你可能不只賠150點

By Ophelia
at 2017-03-29T05:48
at 2017-03-29T05:48

By Linda
at 2017-03-29T17:16
at 2017-03-29T17:16

By Una
at 2017-04-02T11:13
at 2017-04-02T11:13

By Rosalind
at 2017-04-06T19:04
at 2017-04-06T19:04

By James
at 2017-04-09T00:21
at 2017-04-09T00:21

By Skylar Davis
at 2017-04-12T00:40
at 2017-04-12T00:40

By Catherine
at 2017-04-14T18:44
at 2017-04-14T18:44

By Ethan
at 2017-04-16T17:06
at 2017-04-16T17:06

By Agnes
at 2017-04-18T13:52
at 2017-04-18T13:52

By Candice
at 2017-04-21T05:55
at 2017-04-21T05:55

By Frederic
at 2017-04-23T05:39
at 2017-04-23T05:39

By Elma
at 2017-04-24T14:54
at 2017-04-24T14:54

By Donna
at 2017-04-26T06:13
at 2017-04-26T06:13

By Kelly
at 2017-04-29T08:47
at 2017-04-29T08:47

By Olga
at 2017-05-02T04:10
at 2017-05-02T04:10

By Cara
at 2017-05-05T10:07
at 2017-05-05T10:07

By Xanthe
at 2017-05-08T23:17
at 2017-05-08T23:17

By Kelly
at 2017-05-10T04:45
at 2017-05-10T04:45

By Mason
at 2017-05-12T08:56
at 2017-05-12T08:56

By Frederica
at 2017-05-12T15:32
at 2017-05-12T15:32

By Jake
at 2017-05-16T16:09
at 2017-05-16T16:09

By Ophelia
at 2017-05-19T00:44
at 2017-05-19T00:44

By Steve
at 2017-05-19T19:17
at 2017-05-19T19:17
先多看些書理解一下唄

By Rachel
at 2017-05-22T00:12
at 2017-05-22T00:12

By Charlie
at 2017-05-26T12:35
at 2017-05-26T12:35

By Zanna
at 2017-05-27T11:39
at 2017-05-27T11:39

By Genevieve
at 2017-05-31T13:54
at 2017-05-31T13:54

By Emma
at 2017-06-01T10:11
at 2017-06-01T10:11

By Linda
at 2017-06-03T15:00
at 2017-06-03T15:00

By Andy
at 2017-06-07T06:33
at 2017-06-07T06:33

By David
at 2017-06-11T06:01
at 2017-06-11T06:01

By Selena
at 2017-06-13T01:40
at 2017-06-13T01:40

By Ethan
at 2017-06-15T14:22
at 2017-06-15T14:22

By Joseph
at 2017-06-16T19:36
at 2017-06-16T19:36

By Yuri
at 2017-06-20T00:08
at 2017-06-20T00:08
。

By Steve
at 2017-06-20T03:34
at 2017-06-20T03:34

By Todd Johnson
at 2017-06-23T04:20
at 2017-06-23T04:20

By Hedy
at 2017-06-25T01:10
at 2017-06-25T01:10

By Connor
at 2017-06-25T05:48
at 2017-06-25T05:48

By Adele
at 2017-06-28T14:38
at 2017-06-28T14:38

By Joseph
at 2017-06-30T18:16
at 2017-06-30T18:16

By Olive
at 2017-07-04T18:11
at 2017-07-04T18:11

By Belly
at 2017-07-09T14:25
at 2017-07-09T14:25

By Todd Johnson
at 2017-07-11T04:42
at 2017-07-11T04:42
興趣可以去作美股。可以google一下追日Gucci的部落格。
Related Posts
2017年02月02日 選擇權簡表

By Delia
at 2017-02-02T21:09
at 2017-02-02T21:09
106年02月02日 期貨收盤價&結算價一覽表

By Lauren
at 2017-02-02T15:08
at 2017-02-02T15:08
106年02月02日三大法人買賣金額統計表

By Hedda
at 2017-02-02T15:00
at 2017-02-02T15:00
2017/02/02 盤後閒聊

By Carol
at 2017-02-02T14:00
at 2017-02-02T14:00
幫散戶統計每日輸贏

By Cara
at 2017-02-02T10:29
at 2017-02-02T10:29