鄉民指標 有人有興趣嗎? - 股票

By Mia
at 2021-03-31T21:14
at 2021-03-31T21:14
Table of Contents
最近在整理ptt過去五年來的標的文
好奇那些鄉民喊多的股票,最後下場如何
簡單歸納的話
板上喊多頭的股票 有6成後續是輸給大盤的
只有4成是贏的 整體計算的話alpha大約為-2%
當然實際數據沒那麼單純
包括持有天數、是否去除極端值、rolling計算的天數...等,都會影響,如果大家有興趣的話之後再寫
但另一個點是抱越久通常輸越多(勝率跟漲幅都是)
另一個蠻有趣的點是,今年Q1的多頭標的文數量
是5年來的歷史新高(更早之前的系統刪文了)
然後數據顯示多頭標的文的數量越多
通常鄉民喊漲的股票整體表現越差
關聯性還蠻高的QQ
不過在特定的少數季度,確實鄉民喊漲的股票,表現明顯較好,需要再進一步分析可能的原
初步看起來跟標的文po出前的大盤股價變動似乎蠻有關。
目前打算做一個「鄉民87」的ETF
資產組合會涵蓋離每日最近的87檔被喊多的股票
看一下歷史績效表現(預計應該是不太好...)
-----
Sent from JPTT on my iPhone
--
Warning ╳
你願意這輩子都讀我的U文嗎?
______
▏ 我願意 ▏
▔▔▔▔▔▔
--
Tags:
股票
All Comments

By Eden
at 2021-04-02T09:52
at 2021-04-02T09:52

By Carolina Franco
at 2021-04-05T12:37
at 2021-04-05T12:37

By Sierra Rose
at 2021-04-07T07:50
at 2021-04-07T07:50

By Jack
at 2021-04-10T04:28
at 2021-04-10T04:28

By Faithe
at 2021-04-12T06:57
at 2021-04-12T06:57

By Kama
at 2021-04-16T04:41
at 2021-04-16T04:41

By Elvira
at 2021-04-20T22:45
at 2021-04-20T22:45

By Kumar
at 2021-04-24T23:02
at 2021-04-24T23:02

By Cara
at 2021-04-28T09:30
at 2021-04-28T09:30

By Regina
at 2021-04-29T09:07
at 2021-04-29T09:07

By Margaret
at 2021-04-29T21:27
at 2021-04-29T21:27

By Thomas
at 2021-05-01T09:43
at 2021-05-01T09:43

By Gilbert
at 2021-05-06T02:27
at 2021-05-06T02:27

By Noah
at 2021-05-08T23:12
at 2021-05-08T23:12

By Joe
at 2021-05-13T02:35
at 2021-05-13T02:35

By Charlie
at 2021-05-13T07:44
at 2021-05-13T07:44

By Eartha
at 2021-05-14T01:49
at 2021-05-14T01:49

By Frederic
at 2021-05-14T15:33
at 2021-05-14T15:33

By Emily
at 2021-05-17T13:59
at 2021-05-17T13:59

By Edward Lewis
at 2021-05-18T16:09
at 2021-05-18T16:09

By Christine
at 2021-05-23T00:28
at 2021-05-23T00:28

By Donna
at 2021-05-26T03:00
at 2021-05-26T03:00

By Liam
at 2021-05-29T09:17
at 2021-05-29T09:17

By Selena
at 2021-05-30T20:47
at 2021-05-30T20:47

By Emma
at 2021-05-31T21:42
at 2021-05-31T21:42

By James
at 2021-06-03T13:00
at 2021-06-03T13:00

By Michael
at 2021-06-07T02:21
at 2021-06-07T02:21

By Ingrid
at 2021-06-11T13:23
at 2021-06-11T13:23

By Yedda
at 2021-06-12T04:27
at 2021-06-12T04:27

By Edwina
at 2021-06-16T20:48
at 2021-06-16T20:48

By Barb Cronin
at 2021-06-18T22:18
at 2021-06-18T22:18

By Isabella
at 2021-06-21T08:50
at 2021-06-21T08:50

By Ula
at 2021-06-22T01:54
at 2021-06-22T01:54

By Freda
at 2021-06-25T07:33
at 2021-06-25T07:33

By Robert
at 2021-06-27T19:10
at 2021-06-27T19:10

By Valerie
at 2021-07-02T17:16
at 2021-07-02T17:16

By Frederica
at 2021-07-03T18:53
at 2021-07-03T18:53

By Oliver
at 2021-07-06T10:08
at 2021-07-06T10:08

By Dinah
at 2021-07-09T13:09
at 2021-07-09T13:09

By Genevieve
at 2021-07-13T20:51
at 2021-07-13T20:51

By Rosalind
at 2021-07-18T02:26
at 2021-07-18T02:26

By Doris
at 2021-07-22T07:59
at 2021-07-22T07:59

By Susan
at 2021-07-25T04:23
at 2021-07-25T04:23

By Mary
at 2021-07-27T13:53
at 2021-07-27T13:53

By Elvira
at 2021-07-29T10:41
at 2021-07-29T10:41

By Hardy
at 2021-07-29T16:22
at 2021-07-29T16:22

By Yedda
at 2021-08-01T07:41
at 2021-08-01T07:41

By Elvira
at 2021-08-02T12:57
at 2021-08-02T12:57

By Tristan Cohan
at 2021-08-06T05:31
at 2021-08-06T05:31

By Jake
at 2021-08-08T10:01
at 2021-08-08T10:01

By Rachel
at 2021-08-11T08:19
at 2021-08-11T08:19

By Jake
at 2021-08-14T21:24
at 2021-08-14T21:24

By Hazel
at 2021-08-17T18:13
at 2021-08-17T18:13

By Emma
at 2021-08-20T05:08
at 2021-08-20T05:08

By Ula
at 2021-08-22T01:30
at 2021-08-22T01:30

By Joe
at 2021-08-25T12:20
at 2021-08-25T12:20

By Joe
at 2021-08-27T03:43
at 2021-08-27T03:43

By Harry
at 2021-08-31T07:36
at 2021-08-31T07:36

By Brianna
at 2021-09-04T08:32
at 2021-09-04T08:32

By Elma
at 2021-09-08T12:33
at 2021-09-08T12:33

By Ula
at 2021-09-10T00:02
at 2021-09-10T00:02

By Adele
at 2021-09-14T09:55
at 2021-09-14T09:55

By Joe
at 2021-09-17T10:36
at 2021-09-17T10:36

By Agatha
at 2021-09-21T11:41
at 2021-09-21T11:41

By Lucy
at 2021-09-24T02:40
at 2021-09-24T02:40
Related Posts
110年03月31日信用交易統計

By Charlotte
at 2021-03-31T21:01
at 2021-03-31T21:01
1303 南亞 多

By Agatha
at 2021-03-31T20:11
at 2021-03-31T20:11
3017 奇鋐 多

By Joe
at 2021-03-31T20:01
at 2021-03-31T20:01
奇力新 底部起漲多

By Bethany
at 2021-03-31T19:57
at 2021-03-31T19:57
9945潤泰新

By Elizabeth
at 2021-03-31T19:46
at 2021-03-31T19:46