To The Moon

It was one of the hottest sectors early last year. But since late 2021, financial technology (fintec

Many investors think highly of these two companies.

上週很不幸被IB和CME邀請去參加了個關於 The profitability of market data analysis 的學術交流event，爲啥不幸呢？沒告知我我需要去演講，於是我啥也沒準備的就去了，到了後被一臉懵逼的請了上去，雖然我面無表情但是心理慌的一比，不過很快我就想到講什麼了：搭建個每天買spx call spread的組合，通過模型來算怎麼買和什麼價位最有可能變成百萬富翁，這樣應該能混過去 先聲明下這些數據都是臨時做的，雖然有些簡陋但請不要盜用謝謝 我抓取了spx指數在過去10年每個期權交割日的收盤價，一週三次，一共1529次（K1)，J和K欄分別代表漲跌幅和次數，比如 J2和K2表示這十年內跌幅大於5%一共出現了8次。由於假定的是買方，要考慮概率成本和時間損耗，所以選格0.75%，高於0.75%出現了349次 佔十年交割總數的22.83% 至於應該用多少的本金和每次下注的金額，直接套用凱利公式，畢竟這個公式賊簡陋，只需要個贏得概率和賠率就行 我們按照預計贏率隨便選個贏率相近的組合來計算賠率和投比，比如4520/4530，成本在180塊左右，最大盈利是720塊左右，所以賠率在4.667左右，帶入公式得出投比爲6.29%，反向計算本金+2次容錯值=3179.65，代入數據後輸出結果 第一組數據按照歷史數據來統計，在此之前的600個交割日中有150個交割日SPX收盤價高於前一個交割日收盤價0.75%，假設3.8年前開始每週開倉買入三次call spread，其餘時間不做任何交易，截止到上上週，持倉本金會從一開始的$3200變成現在的$40million 接下來我們帶入隨機概率值，回測區間不變還是600個交割日（L2）在每筆交易旁邊設置一個隨機概率值（G欄），然後用一個隨機概率返回值爲TRUE的次數來統計（L3），可以理解爲假如贏率爲25%，每筆

U.S. consumer spending rises in June, inflation increases . NEW YORK, July 30 - U.S. stocks fell on Friday with Amazon.com shares declining after the company forecast lower sales growth, but the S&P 500 still posted a sixth straight month of gains.Amazon.com Inc shares sank after it reported late on Thursday revenue for the second quarter that was shy of analysts' average estimate and said sales growth would ease in the next few quarters as customers ventured more outside the home.Shares of oth

Amazon reports earnings after Thursday’s closing bell. Expect a blowout.Another is that Amazon’s competitors have already reported solid numbers.Shopify, arguably one of the company’s most important rivals in e-commerce,posted better-than-expected results for the June quarter, noting that sustained digital commerce trends and U.S. stimulus checks in March and April drove revenues above expectations. Strong reports from Alphabet,Snap and Twitter suggest Amazon will post accelerating growth in its

NEW YORK (Reuters) - The S&P 500 ended little changed on Wednesday but off its session lows after th