The prevalence of t+0 caused by thousands of sideways There are hundreds of hundreds of millions of -soojin

The prevalence of T+0 caused by thousands of sideways? A team with hundreds of millions of funds only to make frequent operation of Sina Finance Commission App: Live on-line blogger to guide your entries as you earn take can make you my source: surging October 12th Shanghai, the amplitude of the day is only 0.38%, refresh the lowest in 14 years. In October 13th, Shanghai amplitude 0.40%, continue to lower approximation. A shares sideways pattern in the end how long? Surging news statistics from October 1, 2002 to date, 3404 trading days, according to the amplitude can be found from small to large, from the beginning of 2016, the market volatility significantly smaller in September. In the 3404 trading days, the smallest amplitude of the top five were all from September 2016 and in October. Look back at the Shanghai performance over the past two years, we can clearly delineate the first rose, then fell, then shock rampant trend. And now this warm boiled frog market situation, so many investors are not accustomed to. There are private sources, the active management of the product is not good, in order to obtain the relative benefits, that is, outperforming the index, are more difficult. Under the shock of the city, there are a lot of private equity began to use T+0 trading strategy. In fact, last year began to have a lot of people do T+0, because at that time bought shares were locked, anyway, stock over, does not generate revenue, as well as T+0, in the quilt stock and shift it, how much money out." An industry source told reporters surging news. Shock City, T+0, a private investment director of Shanghai to the surging news reporter, T+0 also called intraday trading, is a trading manipulation. In accordance with the provisions of the Shanghai stock exchange and Shenzhen stock exchange trading in stocks and funds to implement T+1 transaction, T refers to the trading day, the meaning of T+1 that same day to buy stocks, the day can not sell to the next trading day to sell, but T+ 0 strategies can be simulated on the same day the effect of the sale. In this logic, if the stock price rose unilaterally or unilateral decline, this transaction practices do not apply, so often in the shock of the city in order to achieve. A shares such transactions, and the external market access to the T+0 trading system is different. Such as the Hong Kong stock market, there are investors in the very near the price range to hang more than single and empty single, such as 1 yuan hanging more than a single, hanging empty single $1.01, if the amount of money, return to the short frequency trading profit is quite rich. Frequent low buy high sell, let a person think of the program trade, but the private person pointed out that the T+0 trading method and program trading is different. The program is not a panacea, and this is the need for a high sense of disk, a lot of times that the list is not right, direct price cut, or loss of 1 cents cut." While another private partner is introduced, the program based on the investment is not small, not to say to do. Some people frequently T+0 in order to earn commissions in the hold up intraday profit, the only reason is clearly not the industry of the T+0 transaction, Penghu theory相关的主题文章: