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楼主: yay

也说:波动率

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发表于 2007-4-18 10:31:50 | 显示全部楼层
学习,谢谢
发表于 2007-5-20 12:48:44 | 显示全部楼层
原帖由 yay 于 2006-12-2 16:10 发表
研究的方法有多种, GANN是通过手工画线的方法找出了规律,我是通过计算机软件来研究GANN的,把GANN所说的在历史数据中得到验证,才搞明白的!

能否版主介绍一下如何搞明白的?
 楼主| 发表于 2007-5-21 08:39:32 | 显示全部楼层
原帖由 liuweikkk 于 2007-5-20 04:48 发表

能否版主介绍一下如何搞明白的?

江恩先生亲笔诗
A STANDARD
To be so strong that nothing can disturb your peace of mind.
To make all your friends see that there is something in them.
To look at the funny side of everything and make your op-
timism come true.
To think only of the best, to work only for the best, and to
expect only the best.
To be just as enthusiastic about the success of others as you
are about your own.
To forget the mistakes of the past and press on to the greater
achievements of the future.
To wear a cheerful countenance at all times and give every
living creature you meet a smile.
To give so much time to the improvement of yourself that
you have no time to criticize others.
To be too large for worry, too noble for anger, too strong
for fear; and too happy to permit the presence of
trouble.
To think well of yourself and to proclaim this face to the
world, not in loud words but in great deeds.
To live in the faith that the whole world is on your side so
long as you are true to the best that is in you.
-W.D.Gann


翻译
标准
坚强,以至于你的平静不被任何事情所打扰
让你所有的朋友看到其中的价值
看着所有可笑的事情,最终使你乐天的梦想成真
善于思考、善于工作、善于期待
对于别人的成功就像对待自己的成功一样热情
忘记过去的错误、努力争取未来的伟大成果
善意地对待世间的所有生物、你会赢得微笑
花费所有时间提高自己、以至于没有时间批评别人
强大到不用忧虑、高贵到不会发怒、强壮到不需恐惧
幸福以至麻烦都不能出现
用伟大的行动、而不是高昂的声音,表现你自己
忠实地生活,整个世界将会站在你的一边
-
江恩

===========================
与您共勉!

[本帖最后由 yay 于 2008-7-16 00:25 编辑 ]
发表于 2007-6-22 01:16:14 | 显示全部楼层
原帖由 yay 于 2007-5-21 08:39 发表

江恩先生亲笔诗
A STANDARD
To be so strong that nothing can disturb your peace of mind.
To make all your friends see that there is something in them.
To look at the funny side of everything  ...


愿你我能共勉!
发表于 2007-6-22 10:15:24 | 显示全部楼层
SQUARE点是什么意思?
对角度线,我的理解是单位时间的变动速度,但是这个速率需要反复验证才能找到,把这个变动率作为1*1,有三个问题:1、在不同时期,原始波动率起作用的同时,有新的衍生波动率起作用。2、确定原始波动率后,在不同的起点反复起作用。3、必须与周期结合,否则不能确定点
 楼主| 发表于 2007-6-22 16:54:00 | 显示全部楼层
原帖由 山东广川 于 2007-6-22 02:15 发表
SQUARE点是什么意思?
对角度线,我的理解是单位时间的变动速度,但是这个速率需要反复验证才能找到,把这个变动率作为1*1,有三个问题:1、在不同时期,原始波动率起作用的同时,有新的衍生波动率起作用。2、 ...

SQUARE点是什么意思?-----------大部分翻成四方, 我以为翻成焦点更妥.
1,2: 实质为同一问题, 每一起点均对应自身的目标时价, 有的级别大些,有的小些, 大的时价拐点总是由时间周期引发的.
fox598888 该用户已被删除
发表于 2007-6-23 22:36:40 | 显示全部楼层
提示: 作者被禁止或删除 内容自动屏蔽
发表于 2007-6-24 10:57:46 | 显示全部楼层
俺个人理解波动率就是“在单位时间内数字扩张的规律”它依赖于“动力源”不过有时会出现“短路”



其实yay兄对这方面已有了深入的研究
发表于 2007-7-2 15:47:54 | 显示全部楼层
YAY斑竹说的是.对这些东东的作用力度还要综合判断!
发表于 2007-12-16 11:07:22 | 显示全部楼层
原帖由 yay 于 2006-11-30 08:44 发表
================

     不知GANN'FANS是从什么渠道获得波动率概念. 在我目前所接触到的GANN原著中只有在中GANN在一个访谈中提到波动率, 大意是说每一只股票都有自己的波动率,就像物质其分子结构一样!
      ...


痴迷的时候,一定是错的时候。舍得、舍--得,只有舍才会得。
发表于 2007-12-18 17:23:31 | 显示全部楼层
其实质就是时间-价格正方的大,小分型,这里才是有大学问!
简单地说大数的分割到小数的分割其余数互为印正,但关键是使余数最小!
如;大数为1~8/8只的4/8-5/8一档,小数则将4/8-5/8再分为8份,,,依次类推,使其余数大于1.25,
这时的价格区间就是波动率!

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 楼主| 发表于 2007-12-18 17:30:22 | 显示全部楼层
原帖由 wfjtjlyrrl 于 2007-12-18 09:23 发表
其实质就是时间-价格正方的大,小分型,这里才是有大学问!
简单地说大数的分割到小数的分割其余数互为印正,但关键是使余数最小!
如;大数为1~8/8只的4/8-5/8一档,小数则将4/8-5/8再分为8份,,,依次类推,使其余数大 ...

我相信MU懂得GANN真实的东西, 实质为了方便计算机计算才做了处理,所属的分形只不过是个借口!
发表于 2007-12-19 01:15:45 | 显示全部楼层
GANN真实的东西谁能说真正懂,仁者见仁,智者见智.请YAY多多指教,也许有一些说明波动率的好方法吗?
 楼主| 发表于 2007-12-19 08:17:21 | 显示全部楼层
原帖由 wfjtjlyrrl 于 2007-12-18 17:15 发表
GANN真实的东西谁能说真正懂,仁者见仁,智者见智.请YAY多多指教,也许有一些说明波动率的好方法吗?

其实,此贴的用意就是要转换一般意义上"波动率"的思维方式,从GANN如何在纸上画角度线入手,深入理解时间与价格关系!

[本帖最后由 yay 于 2007-12-19 00:22 编辑 ]

[本帖最后由 yay 于 2007-12-19 00:51 编辑 ]
发表于 2007-12-19 12:16:58 | 显示全部楼层
用分型分割计算后的手工画线如下:

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发表于 2007-12-19 12:33:38 | 显示全部楼层
用分型分割计算后的手工画线如下:

[localimg=661,303]1[/localimg]
 楼主| 发表于 2007-12-19 12:51:32 | 显示全部楼层
原帖由 wfjtjlyrrl 于 2007-12-19 04:16 发表
用分型分割计算后的手工画线如下:
56567

说说看如何研判此图!
发表于 2008-1-28 00:17:28 | 显示全部楼层
发表于 2008-1-28 17:00:46 | 显示全部楼层
原帖由 wfjtjlyrrl 于 2007-12-19 12:16 发表
用分型分割计算后的手工画线如下:
56567



呵呵,这个图用手工画,我在4414点见底.
 楼主| 发表于 2008-1-28 17:33:20 | 显示全部楼层
原帖由 fsysr 于 2008-1-28 09:00 发表



呵呵,这个图用手工画,我在4414点见底.

就是嘛, 大胆说出来, 没关系的! 我们一起探讨!
发表于 2008-7-15 23:41:49 | 显示全部楼层
原帖由 占一剑 于 2006-12-3 20:29 发表


1355兄,其实,Y兄也是主张阅读英文原著。只是可惜我不懂英文,只有看翻译的文字。


可惜我们连翻译的文字也看不到啊,只能看到华尔街45年,江恩测市定律等有限几本。
至于股票教程与期货教程,就更看不到了。烦请哪位老兄有的,惠赠一份。我不太相信黑水翻译出售的那本。
发表于 2008-7-15 23:43:44 | 显示全部楼层
波动率是市场自身的一个属性,是一个本质性的属性,是阴阳分界的标准。这里面有一个最重要的因素————人!价,量,时,空四者乃是基本法则,有了人的因素才成活的灵魂,有宇宙在乎手,万化应乎身。其实就是知道波动法则也未比一定会买在下影线卖在上影线。正如断易者要结合时事。正确判断此时此刻才是真工夫体现。希望江恩追随者勿认为破译波动法则就可以一劳永逸。。。。。股市里不存在这重法则。
发表于 2008-7-15 23:47:16 | 显示全部楼层
江恩理论,在国外发展的好象还不如国内受大众欢迎,一向不是主流理论。这也是江恩理论的“宿命”!它永远不可能被多数人掌握,也不可能被多数人运用,甚至可以说它只能被极少数人运用掌握。真理,有时只能掌握在少数人手中的----在股市的博弈思想中,这也是一条真理!
发表于 2008-7-15 23:48:46 | 显示全部楼层
波动率是存在的。
我的体会,有些品种有两个,还可能有多个波动率。
有兴趣的朋友,请加QQ395030665交流。
我的博客http://jiangen.blog.pw366.com/
发表于 2008-7-15 23:49:47 | 显示全部楼层
原帖由 yay 于 2006-12-2 12:19 发表

就是这个问题----概念上已产生定位!

正确的理解应是:寻找具有几何意义的SQUARE点.

发表于 2008-7-16 01:53:07 | 显示全部楼层
做为gannfans,就是探索之徒,要知道此文来处及其原引自gann的那些著述何尝不是探索过程
  1. "I soon began to note the periodical recurrence of the rise and fall in stocks and commodities. This led me to conclude that natural law was the basis of market movements. I then decided to devote ten years of my life to the study of natural law as applicable to the speculative markets and to devote my best energies toward making speculation a profitable profession. After exhaustive researches and investigations of the known sciences, I discovered that the """""law of vibration""""" enabled me to accurately determine the exact points at which stocks or commodities should rise and fall within a given time."

  2. The working out of this law determines the cause and predicts the effect long before the street is aware of either. Most speculators can testify to the fact that it is looking at the effect and ignoring the cause that has produced their losses.

  3. "It is impossible here to give an adequate idea of the """"law of vibrations"""" as I apply it to the markets. However, the layman may be able to grasp some of the principles when I state that the law of vibration is the fundamental law upon which wireless telegraphy, wireless telephone and phonographs are based. Without the existence of this law the above inventions would have been impossible."

  4. "In order to test the efficiency of my idea I have not only put in years of labour in the regular way, but I spent nine months working night and day in the Astor Library in New York and in the British Museum of London, going over the records of stock transactions as far back as 1820. I have incidentally examined the manipulations of Jay Gould, Daniel Drew, Commodore Vanderbilt & all other important manipulators from that time to the present day. I have examined every quotation of Union Pacific prior to & from the time of E. H. Harriman, Mr. Harriman's was the most masterly. The figures show that, whether unconsciously or not, Mr. Harriman worked strictly in accordance with natural law."

  5. "In going over the history of markets and the great mass of related statistics, it soon becomes apparent that certain laws govern the changes and variations in the value of stocks, and that there exists a periodic or cyclic law which is at the back of all these movements. Observation has shown that there are regular periods of intense activity on the Exchange followed by periods of inactivity."

  6. Mr. Henry Hall in his recent book devoted much space to "Cycles of Prosperity and Depression," which he found recurring at regular intervals of time. The law which I have applied will not only give these long cycles or swings, but the daily and even hourly movements of stocks. By knowing """"the exact vibration of each individual stock"""" I am able to determine at what point each will receive support and at what point the greatest resistance is to be met.

  7. "Those in close touch with the market have noticed the phenomena of ebb and flow, or rise and fall, in the value of stocks. At certain times a stock will become intensely active, large transactions being made in it; at other times this same stock will become practically stationary or inactive with a very small volume of sales. I have found that the """"law of vibration"""" governs and controls these conditions. I have also found that certain phases of this law govern the rise in a stock and an entirely different rule operates on the decline."

  8. "While Union Pacific and other railroad stocks which made their high prices in August were declining, United States Steel Common was steadily advancing. The law of vibration was at work, sending a particular stock on the upward trend whilst others were trending downward."

  9. "I have found that in the stock itself exists its harmonic or inharmonious relationship to the driving power or force behind it. The secret of all its activity is therefore apparent. By my method I can determine the vibration of each stock and also, by taking certain time values into consideration, I can, in the majority of cases, tell exactly what the stock will do under given conditions."

  10. "The [[[[[[power to determine the trend of the market]]]]]] is due to my knowledge of the characteristics of each individual stock and a certain grouping of different stocks [[[[[[under their proper rates of vibration]]]]]]. Stocks are like electrons, atoms and molecules, which hold persistently to their own individuality in response to the fundamental """"law of vibration"""". Science teaches that 'an original impulse of any kind finally resolves itself into a periodic or rhythmical motion; also, just as the pendulum returns again in its swing, just as the moon returns in its orbit, just as the advancing year over brings the rose of spring, so do the properties of the elements periodically recur as the weight of the atoms rises."

  11. "From my extensive investigations, studies and applied tests, I find that not only do the various stocks vibrate, but that the driving forces controlling the stocks are also in a state of vibration. These vibratory forces can only be known by the movements they generate on the stocks and their values in the market. Since all great swings or movements of the market are cyclic, they act in accordance with periodic law."

  12. "Science has laid down the principle that the properties of an element are a periodic function of its atomic weight. A famous scientist has stated that 'we are brought to the conviction that diversity in phenomenal nature in its different kingdoms is most intimately associated with numerical relationship. The numbers are not intermixed accidentally but are subject to regular periodicity. The changes and developments are seen to be in many cases as somewhat odd."

  13. Thus, I affirm every class of phenomena, whether in nature or on the stock market, must be subject to the universal law of causation and harmony. Every effect must have an adequate cause.

  14. "If we wish to avert failure in speculation we must deal with causes. Everything in existence is based on exact proportion and perfect relationship. There is no chance in nature, because mathematical principles of the highest order lie at the foundation of all things. Faraday said, "There is nothing in the universe but mathematical points of force."

  15. "Vibration is fundamental: nothing is exempt from this law. It is universal, therefore applicable to every class of phenomena on the globe."

  16. Through the """"law of vibration"""" every stock in the market moves in its own distinctive sphere of activities, as to intensity, volume and direction; [[[[[[all the essential qualities of its evolution are characterized in its own rate of vibration]]]]]]. Stocks, like atoms, are really centres of energy; therefore, they are controlled mathematically. Stocks create their own field of action and power: power to attract and repel, which principle explains why certain stocks at times lead the market and 'turn dead' at other times. Thus, to speculate scientifically it is absolutely necessary to follow natural law.

  17. "After years of patient study I have proven to my entire satisfaction, as well as demonstrated to others, that vibration explains every possible phase and condition of the market."
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[本帖最后由 yktu 于 2008-7-16 02:00 编辑 ]

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 楼主| 发表于 2008-7-16 08:18:56 | 显示全部楼层
原帖由 yay 于 2008-1-18 09:08 发表

"The power to determine the trend of the market is due to my knowledge of the characteristics of each individual stock and a certain grouping of different stocks under their proper rates of vibration. Stocks are like electrons, atoms and molecules, which hold persistently to their own individuality in response to the fundamental law of vibration. Science teaches that 'an original impulse of any kind finally resolves itself into a periodic or rhythmical motion; also, just as the pendulum returns again in its swing, just as the moon returns in its orbit, just as the advancing year over brings the rose of spring, so do the properties of the elements periodically recur as the weight of the atoms rises."
=================================================
红色部分就是被后人无限放大的所谓"波动率".



原帖由 yay 于 2008-1-18 09:12 发表

结合上下文, GANN所说的proper rates of vib 与后人所说的是二回事!

[本帖最后由 yay 于 2008-7-16 00:21 编辑 ]
发表于 2008-7-16 10:47:28 | 显示全部楼层
会波动率的没有几个吧 我想
发表于 2008-7-16 10:49:00 | 显示全部楼层
原帖由 方圆肖 于 2008-7-15 23:48 发表
波动率是存在的。
我的体会,有些品种有两个,还可能有多个波动率。
有兴趣的朋友,请加QQ395030665交流。
我的博客http://jiangen.blog.pw366.com/


一看就走偏了
发表于 2008-7-16 20:03:56 | 显示全部楼层
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