这是我的理解,推崇这本书的人比较多。
也许我没有理解作者的交易理念
油阿米这下要重新去理解了。 原帖由 uime 于 2010-10-8 18:34 发表 http://bbs.macd.cn/static/image/common/back.gif
考,又一杆子打死了
理解得不一样
书名:Long-Tern Secrets to Short-Term Trading
作者:Larry Williams
和尚没听过这本书?和这个人?
拉里·威廉斯(Larry Williams)著名的交易员,曾获罗宾斯世界杯(Robbins Worid Cup)期货交易锦标赛的全时冠军,在不到12个月的时间里,将账户资金从1万美元经营到110万美元。他曾在全美期货委员会董事会任职,并两次当选蒙大拿州的议员。他的文章在《华尔街日报》、《福布斯》、《财富》等报刊杂志刊登,是过去25年中被引用最广、最受追捧的咨询专家。
回复 #10941 uime 的帖子
以前看过这本书,好像是 威廉指标的创造者,最大的收获是他 统计了不同买点的收益率和不同止损点的收益数据,
还有一样可学的就是他操作的参照物是 国债, 为自己的操作依据之一;
A股的参照物也可参考美元的反向; 那个etf的收益看着太麻烦,
coco直接说,我每个月1000投510180,从2010年1月开始,计划投入5年,累计投入6w,预计收益是多少?
10年呢? 按照禅师的做法(我的理解而以):
是不停的投入,还没想到终止期,按照中国可持续发展下一个30年(如无意外)预想;
可持有30年,
当然如果按10年算本金是 12W + 50%收益(按159901算的53.36%,取50%)=18W
其实按照大众疯狂时出来,收益还要高;
如果你能捕捉到大的经济的周期,有闲钱大可加码和减码;
比如998 ----1664 ------2319 “区域” 附近额外加2K(只是理想而以),看个人能力了,
当然做的时候没有人认为自己做的是错的,过后才知道;
其实,按照 禅师 讲的 ‘传统画线’ 的方法很好用,
但有个条件:选好时间周期图表,每波都必须操作,不允许观望,当行情来时,你必须保证自己在里面;退出点是晚了点,但不会漏掉大行情。(利扎好像也头痛这个问题)
————————个人浅见,见谅 原帖由 uime 于 2010-10-11 11:40 发表 http://bbs.macd.cn/static/image/common/back.gif
和尚没听过这本书?和这个人?
拉里·威廉斯(Larry Williams)著名的交易员,曾获罗宾斯世界杯(Robbins Worid Cup)期货交易锦标赛的全时冠军,在不到12个月的时间里,将账户资金从1万美元经营到110万美元。他曾在全美期货委员会董事会任职,并两次当选蒙大拿州的议员。他的文章在《华尔街日报》、《福布斯》、《财富》等报刊杂志刊登,是过去25年中被引用最广、最受追捧的咨询专家。
听说过。对于怎么去交易的书,我一般都会有与下面那个人的评论相近的看法。
70 of 86 people found the following review helpful:
2.0 out of 5 stars Might as well flip a coin..., September 17, 2000
By Martian Bachelor
(Feminacentric America)- See all my reviews
This review is from: Long-Term Secrets to Short-Term Trading (Hardcover)
This book is an excellent example of why non-statisticians should beprohibited from writing books on statistical subjects.With some computerprogram and a bunch of historical data on the futures markets, Williams isable to find dozens upon dozen of trading systems which *would have*produced spectacular results if they had been followed.A fool will nodoubt believe that this is the real deal, but the law of averagesguarantees that future results applying the same rules to the same marketswill produce equally spectacular losses.Markets change.Duh.
Moreimportantly, Williams breaks every law in the book regarding the design andtesting of trading systems.He massively overfits his data to "profitspikes" and doesn't bother to forward-test any of his systems on datawhich they haven't yet seen.These alone are fatal flaws and guarantee theinvalidity of the systems.A little knowledge is a dangerous thing... Even worse, the concept of statistical significance seems to be beyond Mr.Williams, who is even proud of his lack of mathematical ability.If enoughsystems are tested with enough data, one is bound to turn up cases where80% or 90% of the trades would have been winners.
If all that wasn't abig enough disaster, this book is littered with typos and inconsistencies-- places where one thing is said in one paragraph and then another thingis said in another, or appears to be the actual case in a related diagram. This makes the actual rules being profferrd difficult to discern at times. These flaws are simply inexcusable in a book costing this much andpretending to be of a professional caliber.It's also aggravating that thetechnical terms (about two dozen of them) in the computer printouts withwhich the results of the numerous models are presented are never adequatelyexplained.And Williams is inconsistent in his rules: at one point in thetext he's advocating following the trend, at another point trading againstthe trend is the way to riches.On top of all that, one has to endureendless silly platitudes and the recounting of numerous trading warstories.Ugh.I couldn't get through it fast enough.
Given thousands oftraders in the markets, it's a statistical certainty that a handful will beoutrageously successful.That they think it was because of something theydid, and then go and write basically worthless books about it, is littlemore than hubris.If Williams has done anything right which isquantifiable, it's my guess that it's the fact that he's used stops toprevent taking the big loss.This is hardly news.Save your money andhope that maybe the local library was dumb enough to buy this book. 原帖由 coco369 于 2010-10-11 19:23 发表 http://bbs.macd.cn/static/image/common/back.gif
当然如果按10年算本金是 12W + 50%收益(按159901算的53.36%,取50%)=18W
没算对。大致该是27万的样子。最简单的做法是去找足够的历史数据估算一下。
[ 本帖最后由 野狐禅 于 2010-10-11 21:05 编辑 ] 外语水平低,大致看懂了一些
说来说去策略是最主要的,
可是最终都要落实到交易上啊 如果否定了交易类的书籍,下面又不知该看什么书了。。。 看来想以交易为生,这个梦想依旧太遥远 原帖由 uime 于 2010-10-11 21:27 发表 http://bbs.macd.cn/static/image/common/back.gif
看来想以交易为生,这个梦想依旧太遥远
要想获得比一般专业投资不差的结果,至少跑赢存款利率和通货膨胀,既把钱掌握在自己手上,又有好的长期回报,通过投资ETF,再加上合理的理念,就可以做到了。这也是老和尚在这帖子里想推举的。
但想以交易为生,则不是一条容易走的路。
回复 #10946 野狐禅 的帖子
不好意思,俺的水平太差了,还不会算,但愿没误导禅师给讲讲 那个 53.36% 的含义是怎样的?
我只是简单地理解了,看样是不对的
谢谢 交易很简单,很复杂 以交易为生,则不是一条容易走的路
想自由呀!是通向自由之路。难办到
回复 #10933 惟吾德馨 的帖子
艾略特波浪晕鹅 你好!!! 我也曾是喜欢数浪的, 不过这里的禅师可是不瞥浪的......我不和他辩浪,他就让我在裤带上打结! ^_^ ^_^ 哈! 曾经看听到过这样说法:
想把 简单 的东西弄复杂,很简单;
想把 复杂 的东西弄简单,很复杂;
钱——必然是难赚的 原帖由 coco369 于 2010-10-11 22:06 发表 http://bbs.macd.cn/static/image/common/back.gif
禅师给讲讲 那个 53.36% 的含义是怎样的?
我只是简单地理解了,看样是不对的
中国股市差不多五年翻一番。而价格平均投资的五年总回报恰好是头尾的平均,即50%左右。油阿米准备投资十年,每月一千。你把资金分成两个五年来看。第一个五年,投资了六万,50%回报,共九万。第二个五年的新投资,结果也是九万。但第一个五年结束时候的九万,在第二个五年翻了一番,既在十年后是十八万了。加起来,是二十七万。 不少基金是这样过日子的,
1. 大力宣传股市有风险,一般人是做不来的,如市场会掉75%,100块钱变成25块;
2. 大力宣传投资要专业人员来做,他们会把25块钱变成100块钱,或更多,想巴匪那样;
3. 他们自己知道市场平均有15%的年回报,一定不告诉老百姓;
4. 大力鼓动老百姓把钱给他们,他们只收1.5%的管理费;
5. 把平均13.5%的回报说成是他们管理出来的。
这样为生,其实不要什么交易技术。 你相信你的交易系统吗? 原帖由 苏北人 于 2010-10-11 23:04 发表 http://bbs.macd.cn/static/image/common/back.gif
你相信你的交易系统吗?
你有钱让我来替你投资?