OP策略請教 - 期貨
![Zora avatar](/img/cat3.jpg)
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
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