Richer Wiser Happier

 摘抄雷公笔记：

https://simplywall.st/article/ai-companies-hit-the-bond-market?utm_source=braze&utm_medium=email&utm_campaign=Everyone+else&utm_content=Email 以下是原文： 🤖 AI Has Started To Dominate The Bond Market 🤕The bond world experienced a mild panic attack in November as bond issues from AI companies gathered pace. Companies are turning to the debt market to fund their growth rather than relying on cash flows or new share sales. The wave of new bonds kicked off in September and continued  through October and November. The credit spread between US corporate bonds and US Treasuries spiked to 0.86% in November, but they’ve since narrowed again. ✨ What’s a credit spread? It’s the difference between a bond’s yield, and the yield on US Treasuries. It represents the premium investors require to compensate them for the additional risk of owning debt that isn’t backed by the government. Wider spreads reflect higher perceived risk. BofA/ICE US Corporate Bond Credit Spreads -   TradingVie...

 又是个卖平台的博主，不过这个经验可以学习一下。 Opening Range Quick Flip Scalping Strategy 这个策略很简单： 1. Box the Opening Range Candle (15min) 2. Confirm Liquidity (Manipulation) Candle 3. Wait for entry (Reversal Candles) Liquidity Candle就是15分钟K线图的开盘第一个Candle, 如果它的high和low差距大于25%的ATR(Average True Range), 那就有可能是Liquidity Candle.  背后的逻辑是这样的，institutions要大批买卖股票的时候，为了不影响股价必须分批操作，拿做多（看涨）的情况来说，institutions会在开盘的时候故意卖股票把股价压低，散户看到红红下跌的K线就恐慌了，纷纷抛售(market order), 接下来股价就被全世界的散户们继续往下推，这就形成了第一个15分钟的下跌K线。 跌到了一个低位以后，institutions就出手了，开始大批购买低价股票，这就形成了Reversal Candles, 这个时候作为trader如果你买入，那就是和institution一个方向操作，胜算率会更高。 这个Reversal Candle 可能是Hammer或者Bullish Engulfing(做多情况), 要注意的是得出现在Box的下方，在Box里面的Price action很可能是噪音。要跌到Box下面然后再Reverse会是比较可靠的信号。 确定了Liquidity candle以后，画Box, 向右延伸75分钟，加上之前的15分钟，一共90分钟。 转换成5分钟图盯盘，交易就在接下来的75分钟内进行，如果没有等到高质量的Reversal Signal就不交易，等下次的机会。 这个Box也被用来作为Profit target，好处就是一个简单。下图是做空的例子。

昨天看了Matt Giannino的视频 Learn My Entire RSI System in Under 15 Minutes 说的是用Weekly RSI作为交易的信号： 1️⃣ RSI 70+: “STOP. WAIT.” Market is overbought Pullbacks from here can be brutal Most people chase and get trapped Do not buy If you need trades: rotate to stocks with RSI around 30–40 His point: “We are the most excited when it’s the worst time to enter.” 2️⃣ RSI ~60: SAFE Cash-Secured Puts (OTM) This is his first actual entry point. Market cooled a bit Trend still strong Probability still high He sells: 30 DTE OTM puts Aiming for 5% return 80% probability of profit Uses leveraged tickers like TSLL to boost returns He calls this a “churn and burn CSP.” 3️⃣ RSI ~50: More Aggressive CSPs (ATM) Market discount improves → get more aggressive Instead of OTM puts, he sells ATM puts Why? Higher return: 10% per month (his target) Chance of profit: ~66% Logic: “The better the discount, the bigger the swing you should take.” You still have a 1...

Jake Wujastyk 在12月3日的推文总结的很到位，一针见血的指出了买期权的危险性。过去的几个月里我试图拷贝他的动作，结果基本都失败，为什么？因为刚好遇到市场的极大波动期，就连资深交易员都没能从技术分析里发现，用Jake的话说： October 10th until last week was a pretty brutal ride in the market and some gains were given back for the year.  I also wasn't expecting many names to drop 50% in 4-5 weeks, that was not something many people saw coming. 市场大环境是技术分析的基石，环境变差，什么分析都会错误。 我的教训就是： - 买了短期的看涨期权： JD, BULL - 买了基本面差的股票: UP - 没有及时止损： 这个是最大的问题，如果我在买期权或股票之前就定好了止损位，那么我也不会血亏到如此。 我已经取消了Jake的推特订阅，我不认可他的操作风格以及选股逻辑。我不怀疑他自己是赚了很多钱，他的技术分析水平确实很高，但是他不及时止损的操作是很危险的。也许因为他对自己技术分析的水平非常自信，所以即便是股价跌了一半也找出各种即将回升的迹象。 Overall market thoughts: The market has finally started turning and risk-on action has returned. We are likely seeing some large short-positions start to cover after weeks of downward pressure (these could have even just been hedges instead of directional bets by large institutions). When shorts start to cover positions, especially after being short for so long, you can see some pretty violent upside ...

这周美股跌惨了，其实并没有比4月的关税风波更严重，但是我的账户血亏！ 昨天 VIX一度冲到22。 我在一片血海里努力的把能卖的covered call 卖出去赚点小钱。卖了一些还是绿色的ETF例如VYMI, SPYM, 这些都是很好的存Cash的地方，以后要多存一些。卖的目的就是多攒些现金来买现在打折扣的潜力股。 看了下面的文章，我意识到在这种风雨飘摇的股市行情下应该卖PUT。Sell PUT的收益会比Sell Call更高， 因为很多人在预期股市下跌的时候会买PUT对冲或者投机， Market Maker就会把PUT的价格推高，卖PUT就是站在Market Maker的一边，所以获利会更多。 https://newmoneycrew.com/education/chip-stock-dominance-why-i-keep-hammering-the-same-names-week-after-week/ 这个视频把Volatility Skew解释得很清楚：  https://www.projectfinance.com/volatility-skew/ 股市总是处于下跌和回升的轮回中，但是下跌的速度总是比回升要快，可以用地球引力来帮助理解，跌下去是不是有加速度的？ Downside Volatility Skew: Upside Volatility Skew: