Grid Exchange Act | stock market low risk and stable earnings method

Why write grid Exchange Act?

Because most people enter the stock and futures trading market, almost always give money. State earn taxes, securities firms earn fees, stock-band bookmakers make the difference, those of us professional traders earn a living. Where is the money coming? Thanks to the new market had the leek.

Grid Exchange Act is a method I've found so far the only novice can beat the market. Simple, not to stare, do not interfere with their daily work.

Let me talk about the conclusions I tested:

Bear market do not run, since June 15 backtesting revenue 15% (same period in the broader market fell 35%).

10 years since 8 years, annualized 23%.

Big red shock period of 12 years --13 annualized 30%.

Of course, this result and the opening price, varieties there are some underlying relationship.
If you do stock futures for many years, is still losing money, it is better to learn the grid Exchange Act, earn much, but at least you can become profitable that small part of the population.

001 grid Exchange Act of history

One day, forties of the last century, the father of information theory of Shannon everyone to demonstrate on the blackboard: Any price to buy 50% of the funds, that amount of money: the stock market value = 50%: 50%. A certain level of stock prices to sell part of the stock, keeping the amount of money remaining: remaining stock value = 50%: 50%; on the contrary a certain level of stock prices, you buy stocks with part of the remaining funds, always keep the number of remaining funds: the remaining stock market value = 50%: 50%. In this way to deal with random movements of stock prices, long-term trading is profitable. In his ten years of trading career, the funds gained 29% growth compounded annually. After 50 years as had Alzheimer's disease, the transaction record could not continue. I am here for the time being, said the transaction mathematical model used above is "proportional model positions" ---- In fact, 50% can be another percentage value.

Shannon's strategy to sum up two words:

1. The price change is unpredictable.

2. The shares rose on continued selling to cash, shares fell on continued buying stocks.

This is the most basic grid Exchange Act, the oldest model. According to this method, you certainly can buy A shares lowest point.

002 grid Exchange Act combat

Domestic general can choose the subject: stock, ETF funds, futures, forex

①, select stocks: Due to pursue grid Exchange Act is ongoing market volatility, the more severe market volatility, the higher the rate of return, even if the stock does not rise, just kept fluctuate within a certain range, grid method will get very large gains, according to the characteristics of the grid Exchange Act, will rise to fall, the amplitude of the larger stocks is appropriate grid method, so the greater the volatility of the Japanese K line stock more suitable grid method. At the same time based on the security point of view, we must first choose a high efficiency, good texture stock. Teach you a little trick --- Fund Awkwardness is generally safer (after all, is too large research institutions, researchers carefully selected stocks), followed by medium and large plates and then select the following stock, super-large-cap stocks due to the shock is not suitable for little grid method, according to the above conditions by selecting a software only about 5-10 stock options, and then calculate the daily average amplitude over their 10 years, and finally select the maximum daily amplitude of a stock long-term operation, the best day average an amplitude greater than 3%.

To stock Air China (601,111) my favorite example:

Description:

8.1 The price of the end positions us to build 10 copies, each rose 0.5 yuan to sell a while each fell 0.5 yuan to buy a copy.
The end positions in order to increase yields, not the end positions of the grid transaction, revenue is very low.
Money management , to ensure fell to 5.6 yuan, you still have money to continue to buy.
The broader market fell to 2400 points, the club members and many, like me, buy the lowest point.

The law is equal share buy-buy method.

②, select the ETF : ETF fund liquidity is better, while closer to the overall disk trend. So when the trend is biased in favor of the shock city, you can use the grid method, mechanically operated, eat at least shock city profits. For long-term value investors, it may also be utilized as a buy entry method, a reasonable guide investment plan.

In my favorite ETF Fund (GEM ETF159915) as an example:

Description: 1.47 build end positions, down 0.03 each, to buy 1000 shares. Inverted pyramid buying. (Of course you can and, like Air China, and other share purchase, each buying 10,000 copies.)

这个买法是金字塔式买入法。

ETF指数基金是一篮子股票的集合,散户投资ETF这只“大股票”可以免去挑选个股的烦恼,而且不必担心“黑天鹅”事件,不怕踩中“地雷股”。

更进一步讲,对于水平暂时不够的个人投资者来说,购买ETF能避免“赚了指数,赔了钱”的尴尬 。

③、期货,外汇等杠杆标的可以做网格交易吗?
是可以的,不过期货10倍杠杆,外汇甚至百倍杠杆。对交易员技术水平要求很高,稍不注意就容易爆仓。最好满足下面三个条件:

1、网格足够大

2、仓位足够小(资金管理最重要)

3、标的波动大

杠杆对我们职业交易员来说,真的是好东西,比如10倍杠杆,我买100万的商品,只需要10万就可以了,剩下90万可以拿去理财。比不用杠杆多了90万理财的收益。曾经,90万去理财,一天收益就可以到300元,这就是杆杠交易送的钱,多好的事情啊。

但是很多人不会利用杠杆,甚至被杠杆害死,都缘于一个字,贪。

好多人说股市最难的就是知行合一!我已经看到了无数个网名是“知行合一”的朋友。

所谓的知易行难,是因为你没一套,简单,有效,易执行的体系。当你再次感慨知易行难的时候,请问问自己。你有投资体系吗?其次你的体系是否太复杂,难以操作,让你无所适从。或者你的体系是反人性的。如果是,那么简化它,最好能够量化,数据化,然后按照计划清楚明白去操作。不要让自己做选择题,而是做判断题,符合计划就操作,不符合计划就别动。每天做选择题不累吗?况且能保证永远做对吗?

网格交易就是一套知易行易的策略,你甚至可以选择一些有程序化操作的证券公司,设置好买卖数据后,自动化交易,都不用盯盘。

003 网格交易的缺陷

1.跌破最低价,会出现亏损。所以这个方法在底部震荡区域的效果最好,安全度更高。如果不幸真的跌破最低价,那只能死扛了。

2.突破最高价后开始牛市行情的话,收益不高,。我们内行人理解是“卖飞了”。为了应对这种情况,我们只能在低位多买点,长期持有着。

3.资金使用效率不高。适当可以进行优化,比如首次建仓点尽量低一点,越低买的越多,以及高点才卖。这个就不详细说了,自己研究好再进行微调吧。

当然,高手从来都不是简单机械的网格,都会根据自己的资金,性格等对网格交易进行优化,最后整合出一个适合自己的网格交易策略。
尽管有这些缺点,但是网格交易法还是一个非常优秀的策略。只要时间够长,熊市中可以赚钱,牛市中也可以赚钱(只是会比别人赚的少一些)。网格交易是和时间复利做朋友,时间越长,复利越大,收益越多。

有一个在网络流传的故事。
很久很久以前,绿色的大森林里有一群股民,他们一卖就涨、一买就跌。于是他们就想啊想,终于想出了一个操纵股价的好办法:每次少卖一点点,诱使股价上涨。每次少买一点点,拖累股价下挫。这种方法,后来被称为网格交易法。

从现在开始,织好你的渔网。选一个安全的标的,能一直网,手续费低。网格不大也不能太小,保证波动次数。底仓是利润的来源,日常波动应付平日开销绰绰有余。

然后就是坚持!等待时间带来奇迹。

倚天剑已经给你,能否 驰骋江湖,凭君悟性。

你一辈子在追寻什么?

作为一个交易员,终其一生,寻找好的交易品种和好的价格,开仓并且在合适的位置平仓,是我们存在的意义。

来源:一位隐居大理的交易员

----------------------------------------------------------------------

拓展阅读:

1.一个量化策略师的自白(好文强烈推荐)

2.市面上经典的量化交易策略都在这里了!(源码)

3.期货/股票数据大全查询(历史/实时/Tick/财务等)

4.干货| 量化金融经典理论、重要模型、发展简史大全

5.从量化到高频交易,不可不读的五本书

6.高频交易四大派系大揭秘

 

发布了1 篇原创文章 · 获赞 3 · 访问量 1690

Guess you like

Origin blog.csdn.net/zk168_net/article/details/103983533