1. 標的: 富邦金2張+中華電1張的投資組合
2. 分類:心得
3. 分析/正文:
大家好,小志工又來了。
之前海龜文中F大講了一個阿法策略操作,
激發了小志工的小宇宙。
回去研究了一下相關操作手法,說說我的應用心得。
(此操作手法應該沒有什麼新意,純分享期待高手回應)
目前我預期大盤是死魚盤,
這樣時空,我認為相當適合作類似阿法策略的投資組合。
(謎之聲:其實奈米戶作投資組合,
應該會被笑關公面前耍大刀XDD)
這次不走小說風啦,來點數據燃燒一下理工魂。XD
2881富邦
標準差 1.58%
貝他值 1.29
股價44.5
2412中華電
貝他值 0.35
標準差 0.76%
股價112
目前假設兩者組合後貝他值若為一的話,
此投資組合為買中華電1張,買富邦2張。
若依照標準差和目前股價去推估預期報酬為正的機率很高。
我認為這是可行的操作策略。
4. 進退場機制:(停損價位/出場條件/長期投資)
若大盤在8745~9487間游走,皆可使用此法。
出場條件,大盤出現單方大行情時出場。
我走來始終如一,小志工下台一鞠躬。XD
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※ 編輯: WESTONE (125.230.182.140), 09/18/2016 16:05:52
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