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 抛砖引玉帖。由十万个为什么老兄的帖子想起. |
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alphabeta
头衔: 海归上士
声望: 学员
年龄: 43
加入时间: 2007/12/10
文章: 10
来自: 江苏盐城
海归分: 1008
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作者：alphabeta 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
N years ago I was deeply in hedging activities and somewhat option marketplace. If I was bearish but still wanted to play the market, such as today's situations, I would adopt doubly hedged strategy, such as selling a put at low strike price and meanwhile buying a put at higher strike price, using such put spread to reduce my cost (or so-called net debit paid) for establishing a position for a certain underlying stock. Of course by doing so I had limited exposure both to the potential risk and reward; but I seldom reached a BEP (break-even-point). The hard lessons I have learned from the market over the years were that sometimes no matter what you had tried, the market was just against you, no matter what. If that was the case, you needed to wash your hands and got out the market, before being wiped out, to find some other more productive things to engage yourself, such as changing your son's diapers.
Another comment I would like to make here is that unless you are a full-time player gluing your nose to the screens all day long, stay away from the option markets in general. That time decay thing will kill you.
By the way, my hedging strategy was very very very rewarding at that time (百分子六十还挂零头）, 为什么，为什么？
Personally I love alpha and never mind beta. 
作者：alphabeta 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
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 抛砖引玉帖。由十万个为什么老兄的帖子想起. -- alphabeta - (1292 Byte) 2008-1-10 周四, 03:18 (1034 reads)
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