Put Call Ratio的問題! - 期貨

By Catherine
at 2011-05-18T01:03
at 2011-05-18T01:03
Table of Contents
一般人在算Put/Call Ratio是拿
市場整體成交或未平倉的put與call口數來算
但是如果只看法人未平倉部位!
則可能出現 Call為負的口數 Put為正的口數
當出現負值的P/C Ratio
或者是 同時 淨Short Put & 淨Short Call
反而負負得正的 P/C Ratio
還算是 P/C Ratio嘛?
或者有新的定義與解釋?
這其實不是很重要,
但偏偏程式跑出來又有穩定略大於五成的勝率,
想在此請問各位大大的高見 <(_ _)>
站內信亦可!
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期貨
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By Elma
at 2011-05-19T22:44
at 2011-05-19T22:44

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