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機會率vs賠率

2016/06/28

又黎到結算前既關鍵時刻, 尋日有位巴打問佢個倉可以點搞? 其實做法基本上得三個: 1) 打靶止蝕, 2) 搬去後面, 3) 同佢摶到尾, 雖然我覺得佢哩套野最終係唔會輸的, 但如果我係佢我一定唔會摶

 

我覺得佢最終唔會輸既原因係因為即月20000 PUT大倉有成5.8K未平倉合約喺度頂住, 而根據過往表現顯示, 十次有八次都會結於PUT大倉之上(或CALL大倉之下), 哩樣野我喺脫歐前個POST已經講左, 如果大家係心水清的話, 今朝一返黎就做LC 200 + SC 202係可以做到成1賠3的, 但由於而家已經升左上黎, 暫時得返1賠1.5度, 從機會率與賠率既情況睇, 都仲可以考盧下, 但如果俾我揀, 無1賠2以上我唔會摶, 即係話同如果今日下午有機會插返落去先好開, 否則就唔好同佢玩, 因為得一日貨細, 一百幾十點既誤差已經可以做成決定性既分別

 

而就上以哩位巴打個倉而言, 既然結於20000以上既機會率有成80%咁高, 咁點解俾我揀都一定唔摶呢? 原因係個個機會率同賠率係完全唔成正比的! 如果大家有睇最新嗰條片<期權交易模型課程: 第二講 HighLightS>, 當中”從統計結果發掘交易模型”既部份已經解釋左; 以80%既機會率計算, 其合理賠率為1賠1.25(1 / 80%), 而哩位巴打個倉既實際賠率係遠遠低於哩個數的. 所以真係學佢話齋: 唔輸都唔夠錢買驚風散...

 

(PS. 暫時睇個人認為7月不宜太淡, 待續)

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