台指期操作系統筆記12/7 - 財經
By Charlie
at 2010-12-09T01:48
at 2010-12-09T01:48
Table of Contents
推 are2:我的意思是說如果訊號跟操作方法是負期望值 錢放在多都沒用 12/08 16:16
→ are2:沒有正期望值的策略就一直喊資金控管 根本就不用玩了 12/08 16:17
推 are2:舉個例子好了 我不知道我這筆單下出去後會不會賺 但是我知道 12/08 19:56
→ are2:但如果知道照這樣下單下去長期會輸錢 所以我要把所有財產入金 12/08 19:57
→ are2:免得到時候都沒剩 因為資金控管第一 我只要控管得好我不會歸 12/08 19:58
→ are2:這不就變成永遠在入金了? 12/08 19:58
→ are2:所以我才說 沒有正期望值的訊號 根本就別跳過去想資金控管 12/08 19:59
are2兄說得也沒有錯 但我覺得只點出了事情的一個角落
沒有正期望值 那世界上最棒的資金控管方法也僅能讓你慢慢淌血而死
但這不表示資金控管的重要性就落在正期望值系統的後面
Ralph Vince做的實驗:
40位博士學位者玩一個勝率6成的遊戲100次 每次下注的資金自己決定
結果95%的參與者賠了錢
這遊戲是正期望值 我想無庸置疑
但沒有資金控管技巧的參與者能從中獲利嗎? 答案再明顯不過了
因此我認為正期望值系統與部位規模設定是"一樣重要"的
沒有誰的地位明顯優於另一位
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