趨勢分析:
觀察重點 :
In previous situation , everybody says that Bear win . At least, the trend of market turn to “Average” in just one day. The good news is if Dow Jones fall in 12364~12485 in this Friday, then we’ve got an arbitrage opportunity.
籌碼分析:
6月份p/c ratio一天之內往下down到1.217,且trend 從Up,一天就變成Average,一付天要塌下來的樣子,不過,好消息是,本週Dow Jones若落在12364~12485之間,Nasdaq若落在2759~2807之間,則下週有套利機會
波動度預測(Arbitrage):
Nasdaq 若本週五收在2759~2807之間,則會出現週的套利機會;上 一次是出現在3/18;結果一週漲了99點,約當3.7%
如果您覺得以上資訊對您有益,請幫忙點個廣告,謝謝 !! (如右)
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