加载中…实盘日记87——阿尔法
(2012-05-28 17:42:52)
标签：
外汇财经 |
阿尔法
……陈宏杰博客
5月密歇根消费者信心指数为79.3，高于77.8的预期值及4月份的76.4。79.3是四年来的最高水平，是制造业和整体经济好转的兆头。制造业ISM和SP500股指的变化率高度相关，密歇根景气调查的变化预示美股向好。
欧盟的新殖民主义运动正将希腊推向深渊，但欧盟的加入条款限制希腊退出，条款规定：退出欧盟必须是所有成员国皆同意，显然德国是不可能在此刻同意的，换言之，欧盟是欠缺退出机制的组织。若希腊执意退出，估计也要等到8月份巴塞尔会议结束，银行资本充足率固定后，再处理，不然牵一发动全身，成本太高。
我们之前谈论的种种模型皆可归于阿尔法模块，现在阿尔法模块搞得七七八八了，将重点转向平衡模块和风控，这三者的协调统一大概就是所谓的宽客黑箱。平衡模块将着重于多币种的套保和转换，使得账户资产稳定，相对于单一品种的阿尔法要复杂一些，有机会再描述。账户经过一次结算，结算前数据见《实盘日记45——月报》。今天实际收益超越50%，需要调整一下参数，可能触发再次结算。
| 初值 | $500,000.00 | |||||||
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2011/12/09 | $500,000.00 | 2012/03/12 | $670,369.20 | 0.00% | 34.07% | |||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/03/13 | $671,526.04 | 0.17% | 34.31% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/03/14 | $671,592.43 | 0.01% | 34.32% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/03/15 | $671,627.09 | 0.01% | 34.33% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/03/16 | $671,764.95 | 0.02% | 34.35% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/03/20 | $671,809.01 | 0.01% | 34.36% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/03/21 | $671,933.26 | 0.02% | 34.39% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/03/22 | $673,073.97 | 0.17% | 34.61% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/03/23 | $674,104.92 | 0.15% | 34.82% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/03/26 | $674,563.95 | 0.07% | 34.91% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/03/28 | $675,269.40 | 0.10% | 35.05% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/03/29 | $675,963.96 | 0.10% | 35.19% | |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% | 2012/03/30 | $679,369.53 | 0.50% | 35.87% | |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% | 2012/04/02 | $681,104.00 | 0.26% | 36.22% | |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% | 2012/04/04 | $687,197.20 | 0.89% | 37.44% | |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% | 2012/04/07 | $690,405.38 | 0.47% | 38.08% | |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% | 2012/04/09 | $690,425.57 | 0.00% | 38.09% | |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% | 2012/04/10 | $691,132.55 | 0.10% | 38.23% | |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% | 2012/04/11 | $693,813.11 | 0.39% | 38.76% | |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% | 2012/04/12 | $694,014.12 | 0.03% | 38.80% | |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% | 2012/04/16 | $694,684.39 | 0.10% | 38.94% | |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% | 2012/04/17 | $696,735.00 | 0.30% | 39.35% | |
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | 2012/04/18 | $697,008.45 | 0.04% | 39.40% | |
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | 2012/04/23 | $699,582.28 | 0.37% | 39.92% | |
| 2012/02/09 | $594,834.48 | 0.31% | 18.97% | 2012/04/25 | $717,737.11 | 2.60% | 43.55% | |
| 2012/02/10 | $595,200.12 | 0.06% | 19.04% | 2012/04/26 | $718,204.81 | 0.07% | 43.64% | |
| 2012/02/13 | $595,680.96 | 0.08% | 19.14% | 2012/04/27 | $719,545.66 | 0.19% | 43.91% | |
| 2012/02/14 | $602,347.20 | 1.12% | 20.47% | 2012/04/30 | $719,114.55 | -0.06% | 43.82% | |
| 2012/02/15 | $603,495.48 | 0.19% | 20.70% | 2012/05/01 | $719,370.76 | 0.04% | 43.87% | |
| 2012/02/16 | $603,797.88 | 0.05% | 20.76% | 2012/05/02 | $719,653.80 | 0.04% | 43.93% | |
| 2012/02/17 | $604,273.24 | 0.08% | 20.85% | 2012/05/03 | $720,947.85 | 0.18% | 44.19% | |
| 2012/02/18 | $611,148.23 | 1.14% | 22.23% | 2012/05/07 | $721,665.99 | 0.10% | 44.33% | |
| 2012/02/20 | $611,278.46 | 0.02% | 22.26% | 2012/05/08 | $722,955.40 | 0.18% | 44.59% | |
| 2012/02/21 | $611,665.93 | 0.06% | 22.33% | 2012/05/09 | $722,971.00 | 0.00% | 44.59% | |
| 2012/02/22 | $611,709.13 | 0.01% | 22.34% | 2012/05/11 | $725,304.97 | 0.32% | 45.06% | |
| 2012/02/23 | $635,685.13 | 3.92% | 27.14% | 2012/05/14 | $733,605.20 | 1.14% | 46.72% | |
| 2012/02/24 | $635,858.40 | 0.03% | 27.17% | 2012/05/15 | $734,719.87 | 0.15% | 46.94% | |
| 2012/02/27 | $659,790.20 | 3.76% | 31.96% | 2012/05/18 | $742,892.27 | 1.11% | 48.58% | |
| 2012/02/28 | $659,833.40 | 0.01% | 31.97% | 2012/05/23 | $743,118.84 | 0.03% | 48.62% | |
| 2012/02/29 | $660,481.40 | 0.10% | 32.10% | 2012/05/28 | $762,887.98 | 2.66% | 52.58% | |
| 2012/03/01 | $663,717.24 | 0.49% | 32.74% | |||||
| 2012/03/02 | $664,235.64 | 0.08% | 32.85% | |||||
| 2012/03/05 | $667,006.35 | 0.42% | 33.40% | |||||
| 2012/03/06 | $667,177.82 | 0.03% | 33.44% | |||||
| 2012/03/07 | $670,004.86 | 0.42% | 34.00% | |||||
| 2012/03/08 | $670,134.46 | 0.02% | 34.03% | |||||
| 2012/03/09 | $670,350.93 | 0.03% | 34.07% |
|
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2012.05.22 08:40 |
buy |
gbpusd |
1.57996 |
1.57041 |
2012.05.28 03:51 |
1.56975 |
-12 606.92 |
|
2012.05.22 09:01 |
buy |
gbpusd |
1.57737 |
1.57041 |
2012.05.28 03:51 |
1.56975 |
-4 450.38 |
|
2012.05.22 16:09 |
buy |
gbpusd |
1.57635 |
1.57041 |
2012.05.28 03:51 |
1.56975 |
-893.03 |
|
2012.05.23 23:51 |
buy |
gbpusd |
1.56751 |
1.57041 |
2012.05.28 03:51 |
1.56975 |
13 067.02 |
|
2012.05.25 03:02 |
buy |
gbpusd |
1.56478 |
1.57041 |
2012.05.28 03:51 |
1.56975 |
24 550.45 |
|
|
|
|
|
|
|
|
92 537.05 |
|
|
|
|
|
|
Closed P/L: |
92 537.05 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
|
|
|
|
|
|
|
|
|
Working Orders: |
|
|
|
|
Floating P/L: |
0.00 |
|
|
Open Time |
Type |
Item |
Price |
T / P |
Market Price |
|
|
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
670 350.93 |
Credit Facility: |
0.00 |
|
|
|
|
|
Closed Trade P/L: |
92 537.05 |
Floating P/L: |
0.00 |
Margin: |
19 667.14 |
||
|
Balance: |
762 887.98 |
Equity: |
762 887.98 |
Free Margin: |
743 220.84 |
||
链接
前四十篇
次四十篇
实盘日记第一篇 《实盘日记⑴——刺猬》
实盘月报二月篇 《实盘日记23——月报》
实盘月报三月篇 《实盘日记45——月报》
实盘月报四月篇 《实盘日记63——月报》
实盘月报五月篇 《实盘日记81——月报》
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