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旧 Sep 4th, 2009, 15:28     #4
老愚
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默认

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作者: 东山再起 查看帖子
关键在于对冲,即得尔他对冲,LONG SHORT结合,股票的涨跌对组合不起任何作用,

TRADE TIME VALUE AND VOLATILITY

到那时: 宠辱不惊,看股票花开花落;去留无意,望天空云卷云舒

关于对冲,大家有没有问题,一起讨论啊:biggrin...
无风险组合?like butterfly?
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