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美国股市系列:一些关于华尔街的博客文章,作者:吴卫东(转帖) |
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美国股市系列:一些关于华尔街的博客文章,作者:吴卫东(转帖) -- 安普若 - (6369 Byte) 2007-8-30 周四, 02:15 (5632 reads) |
HuTong
头衔: 海归下士
加入时间: 2006/10/11 文章: 1
海归分: 231
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作者:HuTong 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
The strategies that Market makers are using are much more complicated than it is described in the article.
The same example IBM.
The market maker sold 1000 at 100.3, .2, .1, and then buy 3000 at 99.6, because of stop loss order, may face big loss if it causes more sell in IBM and related stocks and then futures (if orders are big enough). It is gambling, not market making. From time to time one stop loss order can cause more stop loss excutions.
It is good to buy only 1000 instead of 3000. I do not think this kind of opportunities exist in us equity market anymore. Could be in other markets. And also it is not likely legal if it traded by same specialist, I am not very sure.
Anyway, some info is very interesting.
作者:HuTong 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
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- 美国股市系列:一些关于华尔街的博客文章,作者:吴卫东(转帖) -- 安普若 - (6369 Byte) 2007-8-30 周四, 02:15 (5632 reads)
- not very true. Follow: article about wallstreet (test post) -- HuTong - (735 Byte) 2007-8-31 周五, 02:00 (587 reads)
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