寻找(或者避免)挥发性股票

chatklse

Finding (or avoiding) Volatile Stocks

Historical Volatility (HV) is one of the best indicators for determining volatility. HV is the standard deviation of day-to-day price change expressed as an annual percentage. Essentially, all that means is that historical volatility is a measurement of how much prices fluctuate over time. Stocks with a high HV tend to offer more opportunity yet more risky than those with a low HV and vice versa.

历史波动 (HV) 是用以确定波动的其中最佳指标. HV就是标准偏差的日常价格变动的表示，表达为一个年度百分比. 基本上, 它的意思是, HV是一个测量多少价格的波动, 随着时间的推移. 高HV股票往往提供更多的机会, 但更多的风险比较那些具有低HV的股票; 反之亦然.

As of the close of Jun 05, 2008; 高HV股票的list....

5-Day High HV reading: Sapind, Keyasic, Time, Muda and Taliwrk.
50-Day High HV reading: Sapind, AISB, Kzen, LSteel and GPlus.

chatklse

HV is based on a one-standard deviation move.

For those familiar with the bell curve and standard deviations, statistically, this suggests that approximately 66% the stock should trade within these ranges. If you double the HV, which gives you two standard deviations, then this gives you a statistical probability that 95% of the time the stock will trade within this range. A three standard deviation would suggest that the stock would trade within that range 99.7% of the time.

chatklse

原帖由 chatklse 于 6-6-2008 12:13 PM 发表
HV is based on a one-standard deviation move.

For those familiar with the bell curve and standard deviations, statistically, this suggests that approximately 66% the stock should trade within these ...

Keep in mind, however, that these calculations assume a normal distribution and are based on present volatility (volatility is constantly changeing).

Natenberg said it best in Option Volatility and Pricing Strategies (http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/155738486X). You shouldn't confuse unlikely with impossible. Here comes the black swan theory by Nassim Nicholas Taleb (http://en.wikipedia.org/wiki/Black_swan_theory and http://www.amazon.com/Black-Swan-Impact-Highly-Improbable/dp/1400063515/ref=sr_1_2?ie=UTF8&s=books&qid=1212726262&sr=1-2).

[ 本帖最后由 chatklse 于 6-6-2008 12:30 PM 编辑 ]

股友

请问在chartnexus是用什么指标来代替？

chatklse

原帖由 股友 于 6-6-2008 12:30 PM 发表
请问在chartnexus是用什么指标来代替？

我从来没有用过Chartnexus...抱歉!

股友

有什么好介绍？？？？？

chatklse

原帖由 股友 于 6-6-2008 03:54 PM 发表
有什么好介绍？？？？？

我本身是用...有人认为没有用的MetaStock.

股友

5-Day High HV reading: Sapind, Keyasic, Time, Muda and Taliwrk.
50-Day High HV reading: Sapind, AISB, Kzen, LSteel and GPlus.

这些股在一个月前放上就来好了。HV指标会不会后知后觉？

股友

谢谢，会找来试用。

chatklse

原帖由 股友 于 6-6-2008 04:44 PM 发表
5-Day High HV reading: Sapind, Keyasic, Time, Muda and Taliwrk.
50-Day High HV reading: Sapind, AISB, Kzen, LSteel and GPlus.

这些股在一个月前放上就来好了。HV指标会不会后知后觉？

HV读数是反映价格变动的程度，而不是方向.



[ 本帖最后由 chatklse 于 6-6-2008 05:19 PM 编辑 ]

chatklse

As of the close of Jun 06, 2008; 高HV股票的list:

5-Day High HV reading: Sapind, Keyasic, Time, Gopeng and Tenaga.
50-Day High HV reading: Comintl, LionCor, Kzen, LSteel and GPlus.

hancom

MetaStock。。。对于小资本的我来说，太贵了。。。。用不起。。。

chopnel

原帖由 chatklse 于 6-6-2008 04:39 PM 发表


我本身是用...有人认为没有用的MetaStock.

你只推荐 metastock, 却没告诉他们那里找 data, 要他们怎样试？

股友

gopeng突破年线后又拉又洗的，这个主力有暴力倾向。kzen突破年线后从RM０。１３５飙直RM０。３０。

chopnel

原帖由 chatklse 于 6-6-2008 04:39 PM 发表


我本身是用...有人认为没有用的MetaStock.

你也用 bizfun 的 data download 吗？

chatklse

不是.....我是用AsiaCharts的; 比Bizfun贵, 不过它每天有做Data Adjustment, 不必等一个月.

[ 本帖最后由 chatklse 于 11-6-2008 11:13 AM 编辑 ]

chopnel

原帖由 chatklse 于 11-6-2008 11:11 AM 发表
不是.....是用AsiaCharts的; 比Bizfun贵不过它每天有做Data Adjustment, 不必等一个月.

那更方便。要不然每次除权日过后都要自己先 adjust .

chatklse

用钱买方便....

股友

请问中国人用的飞狐或大智慧本地能用吗？我还在用着简陋的chatnexus。

chopnel

原帖由 股友 于 13-6-2008 08:23 PM 发表
请问中国人用的飞狐或大智慧本地能用吗？我还在用着简陋的chatnexus。

你不怕引起公愤吗？