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黑天鵝作者Taleb的觀點

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發表於 2017-4-15 18:08:20 | 只看該作者 回帖獎勵 |倒序瀏覽 |閱讀模式

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本帖最後由 sec2100 於 2017-4-16 07:49 編輯

They will use statistics and inductivemethods to make aggressive bets, but I will not use them to manage my risks andexposure. Surprisingly, all the surviving traders I know seem to have done thesame.


They trade on ideas based on someobservation...they make sure that the costs of being wrong are limited…


They know before getting involved in thetrading strategy which events would prove their conjecture wrong and allow forit….They would then terminate their trade. This is called a stop loss, apredetermined exit point, a protection from the black swan. I find it rarelypracticed.

以上原文摘錄自 fooled by randomness,塔雷伯

page 130-131



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沙發
 樓主| 發表於 2017-4-16 07:51:14 | 只看該作者
"As an option trader, I have noticed that people tend to undervalue options as they are usually unable to correctly metnally evaluate instruments that deliver an uncertain payoff, even when they are fully conscious of the mathematics."

Fooled my randomness, page 207
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