Category: Money tips Release Date: 2007-01-04
To learn more about "strong stitching", to get to know a few concepts: 1, feature template. 2, non-related portfolio. 3, feature pick-up. 4, portfolio planning.
1, feature template
With the feature template to capture the "trend"
Most of the understanding of trends are mainly two things:
(1) history will repeat itself. (2) The prices will inertial movement.
Most will have the means to analyze the following trends: one, the trend line. 2, technical analysis. 3, morphological analysis.
Technical analysis mostly linear formula to solve the problem, but the signal is a necessary condition for the price movement but not sufficient condition. That is certainly up the signal, a signal is not necessarily rise.
Trend --- right product that is man-made features, we use the feature to capture the characteristics of the template.
We break down into tiny price movement patterns of time and energy variables of price changes in the form of development into a template, the template to repeat the high frequency characteristics of the case that there is according to our templates to grasp the features!
2, non-related portfolio
(1) Three-dimensional positions ---- resolve systemic risk.
Stock market, futures, foreign exchange turns operation, where there is carry a feature where!
(2) sector rotation ---- dissolve the non-systemic risk.
The plate turns the bull market is starting, where the characteristics of the first significant presence in what!
Members might wonder: there are features also bought there will be features of the ----- do?
(1) The combination of both ---- there will always be pockets of the nails take hold.
(2) strong ---- would allocate more funds, a weak ---- consume slightly smaller cost.
(3) non-correlation is to say we will not be linkage, linkage is not sure there will be both good and bad.
(4) As long as there are good funds that we would be pursued vigorously, never made the top, so that profits go to run, there is a loss immediately cut-off!
3, feature pick-up
History will repeat itself, but to repeat what?
---- People repeating the naked eye can not see features.
Then we pick up with the template feature.
Statistical features of historical data to the template.
Re-use statistics to the templates to be equipped with the next step.
4, portfolio planning
(1) feature selection, can set up styles to choose from the characteristic parameters.
(2) Since the number of set operations and non-relevant sections.
(3) The effect of validation to determine the style of match action.
