在一次家庭聚餐,聽著從事機械工程和讀企管畢業的弟弟妺妹,高談論闊的大聊股經,而我卻因為沒有實際投入操作而都搭不上腔,只能暗淡的在旁邊跟媽媽話家常閒聊。於是於是…在這學期修了投資實務課當然不想輸人又輸陣,就卯起來用上學期在洪世杰老師的投資學課堂上所學的自我研究一番,也找來一些書籍慢慢看懂技術分析,也嘗試照著書籍中的密技在虛擬系統中操作。
亂搶打鳥的錯誤~
藉著在虛擬系統中操作,起初胡亂無章的找幾檔覺得和我有緣的期貨,開始照著自己所想的去做當沖,剛開始有小賺,怎知指數波動深似海,後來賠錢了,開始失去信心。
一場看似失誤卻從中獲利,既而修正手法~
於是開始找書來,照著書上的實作密技操作,慢慢培養洪世杰老師常說的,自己的預測能力,而就在為了解為何做當沖還是賠錢的狀況下,居然誤打誤撞將做空的部位未平倉(2012/03/26)造成留倉,而隔日一開盤,就獲利近20倍…
沒錯!這是運氣好。我開始留意,這檔讓我獲利的期貨指數(ex:非金電03)變化,再對照股市大盤的行情,慢慢發現,以目前來說,它是容易下跌作收的期貨指數。於是,於是,開始繼續留倉做空…
當然這當中也有遇到指數回漲的行情,在反覆的試驗下,發現-看盤漲就追價,趕快清倉部位,反手做多,這不外乎是被打了好幾巴掌,既沒獲利反而擴大損失被吞嗜啃骨。
如何維持目前的大獲及小失其利~
就在這幾次的經驗下,慢慢的去發現,哪幾支期貨可在回漲時可留倉1~2天,又哪支檔期貨容易在收盤時產生跌幅。
就這樣我發現了某一支期貨 (ex:非金電03) 是如此,於是開始,對它反手放空做”留倉“,跌幅不大時,減少口數操作或是平倉,下次進場時,則是選在上漲時增加口數做"放空"。
雖然在此時漲跌幅度可能造成失利,但此回檔依目前行情看來屬一日行情,持續做空較有利,就這樣反覆的操作又修正,開始了我維持獲利的基礎。
操作實例:
日期 | 投組淨值 | 淨營利額 | 報酬率 | β | Sharpe | 波動率 | 排名 |
2012/6/14 | 10,735,761 | -39,200 | 7.36% | 0 | 2.87 | 8.11% | 1 |
2012/6/13 | 10,774,961 | -15,100 | 7.75% | 0 | 3.08 | 8.12% | 1 |
2012/6/12 | 10,790,061 | 59,500 | 7.90% | 0 | 3.16 | 8.17% | 1 |
2012/6/11 | 10,730,561 | -112,200 | 7.31% | 0 | 2.91 | 8.18% | 1 |
2012/6/8 | 10,842,761 | 84,300 | 8.43% | 0 | 3.66 | 7.96% | 1 |
2012/6/7 | 10,758,461 | 3,600 | 7.59% | 0 | 3.29 | 7.92% | 1 |
2012/6/6 | 10,754,861 | -51,000 | 7.55% | 0 | 3.28 | 7.97% | 1 |
2012/6/5 | 10,805,861 | -79,600 | 8.06% | 0 | 3.59 | 7.95% | 1 |
2012/6/4 | 10,885,461 | 154,500 | 8.86% | 0 | 4.12 | 7.85% | 1 |
2012/6/1 | 10,730,961 | 85,600 | 7.31% | 0 | 3.56 | 7.50% | 1 |
2012/5/31 | 10,645,361 | 24,800 | 6.45% | 0 | 3.14 | 7.43% | 1 |
2012/5/30 | 10,620,561 | 83,000 | 6.21% | 0 | 3.02 | 7.48% | 1 |
2012/5/29 | 10,537,561 | -64,047 | 5.38% | 0 | 2.6 | 7.41% | 1 |
2012/5/28 | 10,601,608 | -9,750 | 6.02% | 0 | 3.04 | 7.34% | 1 |
2012/5/25 | 10,611,358 | 10,150 | 6.11% | 0 | 3.19 | 7.39% | 1 |
2012/5/24 | 10,601,208 | 2,600 | 6.01% | 0 | 3.15 | 7.45% | 1 |
2012/5/23 | 10,598,608 | 14,750 | 5.99% | 0 | 3.15 | 7.51% | 1 |
2012/5/22 | 10,583,858 | -6,500 | 5.84% | 0 | 3.07 | 7.57% | 1 |
2012/5/21 | 10,590,358 | -2,768 | 5.90% | 0 | 3.13 | 7.62% | 1 |
2012/5/18 | 10,593,126 | 9,200 | 5.93% | 0 | 3.25 | 7.68% | 1 |
2012/5/17 | 10,583,926 | 2,700 | 5.84% | 0 | 3.21 | 7.75% | 1 |
2012/5/16 | 10,581,226 | 81,000 | 5.81% | 0 | 3.21 | 7.81% | 1 |
2012/5/15 | 10,500,226 | -6,400 | 5.00% | 0 | 2.75 | 7.75% | 1 |
2012/5/14 | 10,506,626 | 8,100 | 5.07% | 0 | 2.81 | 7.81% | 1 |
2012/5/11 | 10,498,526 | 116,900 | 4.99% | 0 | 2.86 | 7.88% | 1 |
2012/5/10 | 10,381,626 | -20,150 | 3.82% | 0 | 2.18 | 7.63% | 1 |
2012/5/9 | 10,401,776 | 56,950 | 4.02% | 0 | 2.34 | 7.68% | 1 |
2012/5/8 | 10,344,826 | -16,950 | 3.45% | 0 | 1.98 | 7.68% | 1 |
2012/5/7 | 10,361,776 | 144,250 | 3.62% | 0 | 2.11 | 7.74% | 1 |
2012/5/4 | 10,217,526 | -74,505 | 2.18% | 0 | 1.28 | 7.21% | 1 |
2012/5/3 | 10,292,031 | 0 | 2.92% | 0 | 1.91 | 7.07% | 1 |
2012/5/2 | 10,292,031 | 0 | 2.92% | 0 | 1.92 | 7.14% | 1 |
2012/4/30 | 10,292,031 | -13,900 | 2.92% | 0 | 1.97 | 7.21% | 1 |
2012/4/27 | 10,305,931 | 12,200 | 3.06% | 0 | 2.18 | 7.27% | 1 |
2012/4/26 | 10,293,731 | -5,500 | 2.94% | 0 | 2.09 | 7.35% | 1 |
2012/4/25 | 10,299,231 | 0 | 2.99% | 0 | 2.15 | 7.43% | 1 |
2012/4/24 | 10,299,231 | -200 | 2.99% | 0 | 2.17 | 7.52% | 1 |
2012/4/23 | 10,299,431 | 13,300 | 2.99% | 0 | 2.19 | 7.60% | 1 |
2012/4/20 | 10,286,131 | -3,702 | 2.86% | 0 | 2.17 | 7.69% | 1 |
2012/4/19 | 10,289,833 | 0 | 2.90% | 0 | 2.23 | 7.78% | 1 |
2012/4/18 | 10,289,833 | -9,150 | 2.90% | 0 | 2.25 | 7.88% | 1 |
2012/4/17 | 10,298,983 | 35,150 | 2.99% | 0 | 2.35 | 7.97% | 1 |
2012/4/16 | 10,263,833 | 14,300 | 2.64% | 0 | 2.05 | 8.05% | 1 |
2012/4/13 | 10,249,533 | -103,125 | 2.50% | 0 | 2.02 | 8.16% | 1 |
2012/4/12 | 10,352,658 | 14,600 | 3.53% | 0 | 3.3 | 7.75% | 1 |
2012/4/11 | 10,338,058 | -18,450 | 3.38% | 0 | 3.16 | 7.86% | 1 |
2012/4/10 | 10,356,508 | -42,000 | 3.57% | 0 | 3.42 | 7.94% | 1 |
2012/4/9 | 10,398,508 | 87,100 | 3.99% | 0 | 4.01 | 7.93% | 1 |
2012/4/6 | 10,311,408 | -38,700 | 3.11% | 0 | 3.28 | 7.78% | 1 |
2012/4/5 | 10,350,108 | 157,850 | 3.50% | 0 | 3.88 | 7.79% | 1 |
2012/4/3 | 10,192,258 | 7,828 | 1.92% | 0 | 2.33 | 6.67% | 1 |
2012/4/2 | 10,184,430 | -29,948 | 1.84% | 0 | 2.24 | 6.79% | 1 |
2012/3/30 | 10,214,378 | -69,034 | 2.14% | 0 | 2.92 | 6.83% | 1 |
2012/3/29 | 10,283,412 | 60,463 | 2.83% | 0 | 4.4 | 6.54% | 1 |
2012/3/28 | 10,222,949 | 2,199 | 2.23% | 0 | 3.44 | 6.48% | 1 |
2012/3/27 | 10,220,750 | -47,932 | 2.21% | 0 | 3.45 | 6.61% | 1 |
2012/3/26 | 10,268,682 | 190,018 | 2.69% | 0 | 4.6 | 6.49% | 1 |
2012/3/23 | 10,078,664 | -23,504 | 0.79% | 0 | 2.76 | 2.66% | 2 |
2012/3/22 | 10,102,168 | 0 | 1.02% | 0 | 4.19 | 2.55% | 2 |
2012/3/21 | 10,102,168 | 121 | 1.02% | 0 | 4.27 | 2.61% | 2 |
2012/3/20 | 10,102,047 | 17,050 | 1.02% | 0 | 4.35 | 2.67% | 2 |
2012/3/19 | 10,084,997 | 22,144 | 0.85% | 0 | 3.56 | 2.71% | 2 |
2012/3/16 | 10,062,853 | 39,408 | 0.63% | 0 | 2.81 | 2.70% | 2 |
2012/3/14 | 10,023,445 | 52,301 | 0.23% | 0 | 0.76 | 2.37% | 4 |
2012/3/13 | 9,971,144 | -29,328 | -0.29% | 0 | -5.72 | 1.17% | 19 |
2012/3/12 | 10,000,472 | 0 | 0.01% | 0 | -118.96 | 0.02% | 9 |
2012/3/9 | 10,000,472 | 0 | 0.01% | 0 | -113.86 | 0.02% | 11 |
2012/3/8 | 10,000,472 | 81 | 0.01% | 0 | -109.86 | 0.02% | 10 |
2012/3/7 | 10,000,391 | 391 | 0.00% | 0 | -106.56 | 0.02% | 5 |
2012/3/6 | 10,000,000 | 10,000,000 | 0.00% | 0 | 0 | 0.00% | 6553 |
我在實作中參考的好書實作密技~如下:
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