Category: Money Tips Date: 2007-03-19
â—?Even in Ruoshi pattern, the market remains very healthy profit margins band.
â—?Ruoshi pattern, there should be holding cash at hand to wait for the opportunity to patience. Tremendous amounts of capital needed time to wait longer, in this sense, the small funds Ruoshi advantage of the more transactions.
â—?the sample simulation analysis shows that pattern in the current Ruoshi timely chase bid strategy to buy down strategy is better than in batches.
â—?simulation analysis of the samples also showed that the current pattern of Ruoshi timely sell into selling strategies selling strategy is better than in batches. First, the proposition put forward with the sample selection,
1. Proposition put forward: different market trends and patterns, there must be different from the corresponding investment strategy. Based on this basic understanding, this paper attempts by the Shanghai A-share market in recent phase of the trend analysis, to explore Ruoshi pattern, investment strategy. Content including market fluctuations of time and space, statistics and analysis; buying strategy, selling strategy, empirical analysis in two parts.
2. Sample selection: an historical perspective, the Shanghai Composite Index off their highs, adjust the time more than one year, during fall more than 30% of the total pattern of the mid-Ruoshi there have been four times, its time interval, respectively in 1993 February -1,994 7 months; September 1994 -1,996 3 months; May 1997 -1999 5 months; June 14, 2001 to August 16, 2002.
Comprehensive, taking into account the timeliness of data, market size, market manipulation level of high or low, investors, maturity, a listed company information disclosure standards and other factors, this paper focuses on the current investment practices selected reference value for the most recent one Ruoshi adjustment phase, which June 14, 2001 to August 16, 2002 vulnerable adjustment as samples for analysis to explore. Second, Ruoshi able to achieve, "and turned small victories" do --- the emergence of different levels of higher energy prices and the rate of increase in frequency and comparative analysis of
1. Related settings
A. "operability rally" (hereinafter referred to as higher energy prices or rising Quote) proposed the concept of
From the systemic point of view of investors, usually financial needs of small and medium capital index was up more than 5% from the low, only operating space; big money is at least more than 10% of the index rose only have operational value of space. In this paper, this will be index rose more than 5% of the market, defined as "operational rally." A below market buying opportunities for points (referred to as selling points) Commission means operable subsequent rally up points from the index.
B. exceptions to the exclusion of
Because of the T +1 trading system, the same day to buy the stock can not be sold that day, so the index shot up more than 5% single-day fall after the close and the subsequent trading day since the low of the date does not meet up more than 5% of the shocks, to be removed .
The following is the Shanghai Composite sample time occurs at different levels rally of time, spatial distribution (in accordance with the rate of increase is divided into 5% -10%; 10% -20%, 20% more than 3 level).
