请帮忙计算外汇双货币对冲套利题目,谢谢

双向交易,高杠杆,5万亿美金资金巨大的交易量,全球交易者的参与,在大众所熟知的交易方式中,有日内短线交易的,有中长线趋势交易的,套息交易,多货币对冲套利,赠金套利还有程序化交易等等多种交易方式,鉴于有太多投资者咨询,这些技术会在后面的博客里会逐一给大家介绍。
EUR/USD-USD/CHFGBP/USD-EUR/USDAUD/USD-ZND/USD
以上是主要的对冲货币对。一般来说欧美和镑美,澳美和纽美这两组为主要交易的投资标的。
双货币对冲套利,主要根据外汇各货币对之间的背离关系,在特殊情况时有比较理想的对冲或者套利机会,一般的小的行情50点左右,大的行情100-200点左右,而且一般交易的单子不会在市场超过1周,一般3天左右,熟练的可以每天进行多次交易,这种交易方式可以降低市场波动的不定因素的同时又能稳健获利,对于在汇市经历了反复亏损和爆仓的投资者来说不失为一种很好的交易方式。
传统的外汇交易方法:单一的货币对交易,行情的大方向看不清,仓位和资金管理不科学,心态不稳定,90%左右交易者都是亏钱的最终在市场能获利的不到5%!
双货币套利策略国际上很多专业投资者和机构都在使用这个方法获利,一直很实用很有效,市场也终会存在这样的机会!
交易原理:欧美和镑美,纽美和澳美这两组货币对因为关联性很强,大部分情况下同涨同跌,当两种货币出现背离就存在套利机会,参考双货币的叠加图,一个买涨一个买跌,当叠加图曲线口子收窄的时候获利平仓。
普通投资者由于交易经验缺乏同时很难拥有比较好的套利软件,结合普通交易者的交易环境和条件,大家需要做到以下几点才能为自己的双货币对冲保驾护航:
1,叠加图(图1)或者背离指标(图2),一般熟练之后只依靠这指标就可以做到获利
2,没有指标的可以用MT4自带的指标来做,例如震荡指标里面的WPR在-10之上做空一货币,-90之下做多另一货币,理想的要在日线图上来交易,一般1小时图和4小时图也都可以,单必须提醒的是双货币必须在同一时间下看同一指标,符合要求就存在获利机会,另外如果在参考指标的时候结合阻力支撑位可以让套利获利的空间加大。
3,结合以上两点中的任何一点就可以进行双货币对冲套利,但同时必须做好仓位管理,例如1万美金如果做欧美和镑美的套利,欧美空镑美多一般各0.5手,平时加先习惯做0.2手交易,到达货币目标就平仓,存在一种情况,各自0.2手的时候浮亏加大可以再下0.5手,当0.2手的获利时两单或者多个单子同时平仓,获利颇丰。
4,在亚盘时间做欧美镑美的套利,获利平仓的时间在欧盘或者美盘;在欧盘时间做澳美纽美的套利,一般在美盘或者亚盘时间平仓获利了结。
5,此交易方式熟练使用可一年获得两三倍的收益(图3为4天的双货币交易流水单,获利23%)很多投资者都在寻求可以获利的圣杯,在不断经历亏损爆仓,否定自我到调整自信继续战斗的过程,有的中途就离开了这个市场,有的还在坚持,总之不断进步就很好,最后送给大家一句话:交易有成有败,但要相信最终可以获得胜利!
(图1、2、3见博客相册)
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1.75亿学生的选择
管制中《信号与系统》这个题谁能帮忙解释一下(b)图的答案,为什么往下算的过程中,(t倍的得儿踏t)那一项只怎么算的?还有(c)图那个求完导后对冲激项的处理,怎么出来的,谢谢
迷迭逆夏嘀
这两题你不明白的是一类问题,就是关于冲激函数的相乘性质!f(t)d(t)=f(0)d(t),f(t)d(t-t1)=f(t1)d(t-t1)
为您推荐:
扫描下载二维码进行货币对冲的四个原因
&Ken Boyd&
几乎所有的共同基金和交易所买卖基金(ETF)都有一定程度的汇率风险,因为操着这些投资组合的公司可能在多个国家运作。这些企业基于外币创造利润,这给投资者带来汇率风险。考虑到这些货币对冲成为降低风险的重要工具。
我们假设一些美国公司在英国有零售商店。母公司为英国商店提供资本,这就需要将美元兑换成英镑。同时我们假设1美元兑换2英镑。
母公司以美元形式公布财务数据。英国商店创造的利润必须从英镑转换成美元。如果现在的汇率变成1美元兑4英镑。那么兑换相同数量美元的英镑成本将增加一倍,这使得英镑价值降低。
共同基金和ETF也会出现同样的风险。如果你拥有一个基于英国股票的投资组合,你将面临汇率风险。你的投资组合的价值可能因为美国与英国之间汇率改变而降低,这是为什么货币对冲重要的原因之一。
1.排除长期风险
假设你拥有一个英镑计价的基金。你的投资目标是拥有在该国表现良好的公司。美元和英镑之间的汇率会根据经济和政治因素随时变化。由于这个原因,你需要对冲汇率风险使你拥有的基金在长期中受益。
2.外国股票增加投资多样性
你想要在美国和和外国拥有能适当多样化投资组合的公司。例如,前沿和新兴市场对想要接受更大风险并得到更大回报的投资者非常有吸引力。由于许多投资者都在国外投资,他们可以使用汇率对冲减少ETF和共同基金的风险。
3.期货合约
许多共同基金和ETF使用远期合约对冲汇率风险,这些合约可以使用任何主要货币购买。远期合约使购买者能锁定他们的购买货币。换句话说,汇率会在一个特定时间段被锁定。
但是购买远期合约需要一定的成本。这些合约能在汇率改变时保护投资组合的价值。我们以英镑为例,远期合约能在英镑相对美元价值下降时为投资者提供保护。另一方面,如果英镑价值上涨,则没有必要使用远期合约。
使用汇率对冲的基金相信对冲成本将由时间返还。基金的目标是减少汇率风险并接受购买远期基金的额外成本。
4.对冲汇率大幅下跌
货币对冲策略可以在一种货币价值大幅下跌时为投资者提供保护。假设两个共同基金完全由巴西公司组成。一个基金不对冲汇率风险。另一个基金拥有完全相同的股票组合但是购买了雷亚尔远期合约。
如果雷亚尔相对美元价值不变或者上涨,没有进行对冲的投资组合将获得更好的受益,因为它没有支付远期合约的成本。然而,当雷亚尔价值下跌时,购买对冲基金表现更好,因为该基金对冲了汇率风险。
政治和经济因素能引起汇率的大规模波动。在一些情况下,汇率的波动将非常巨大。对投资组合进行对冲可能会花费一些成本,但是能在货币价值大规模下跌时保护你的投资。
4 Reasons Currency Hedging is Important
By Ken Boyd
Almost every mutual fund and ETF has some degree of currency risk, as the companies in these portfolios may have operations in many countries. These businesses generate profits based on a foreign currency, which exposes the investor to currency risk. Consider these reasons why currency hedging is an important tool to reduce risk.
Assume, for example, that Acme Company is based in the United States and has retail stores in the United Kingdom. Acme provides capital to its U.K. stores, which requires the firm to convert U.S. dollars into pounds. Also assume that $1 is converted into &2.
Acme reports its year-end financial results in U.S. dollars. The profit generated by U.K. stores must be converted from pounds into dollars. Assume that the exchange rate is now $1 dollar to &4. It now takes twice as many pounds to convert into a single U.S. dollar, which makes the British pound sterling, or GBP, far less valuable.
This risk is also applicable to mutual funds and ETFs. If you own a portfolio of stocks based in the United Kingdom, you&re exposed to currency risk. The value of your fund can decline due to changes in the exchange rate between the United Kingdom and the United States, which is one of several reasons why currency hedging is important.
1. Eliminate Risk Over the Long Term
Suppose you own a U.K.-denominated fund. Your investment objective is to own companies based in that country that perform well. The exchange rate between the dollar and the pound will change over time, based on economic and political factors. For this reason, you need to hedge your currency risk to benefit from owning your fund over the long term.
2. Foreign Stocks Add Portfolio Diversity
You want to own companies in the United States and in foreign countries to properly diversify your portfolio. For example, frontier and emerging markets are attractive to investors who want to take more risk and achieve higher returns. Since most investors use foreign-based investments, they can reduce their risk exposure using currency-hedged ETFsand mutual funds.
3. Forward Contracts
Many funds and ETFs hedge currency risk using forward contracts, and these contracts can be purchased for every major currency. A forward contract, or currency forward, allows the purchaser to lock in the price they pay for a currency. In other words, the exchange rate is locked in place for a specific period of time.
However, there is a cost to buy forward contracts. The contract protects the value of the portfolio if exchange rates make the currency less valuable. Using the U.K. example, a forward contract protects an investor when the value of the pound declines relative to the dollar. On the other hand, if the pound becomes more valuable, the forward contract isn&t needed.
Funds that use currency hedging believe that the cost of hedging will pay off over time. The fund's objective is to reduce currency risk and accept the additional cost of buying a forward contract.
4.Hedging Large Currency Declines
A currency hedging strategy can protect the investor if the value of a currency falls sharply. Consider two mutual funds that are made up entirely of Brazilian-based companies. One fund does not hedge currency risk. The other fund contains the exact same portfolio of stocks, but purchases forward contracts on the Brazilian currency, the real.
If the value of the real stays the same or increases compared to the dollar, the portfolio that is not hedged will outperform, since that portfolio is not paying for the forward contracts. However, when the Brazilian currency declines in value, the hedged portfolio performs better, since that fund has hedged against currency risk.
Political and economic factors can cause large fluctuations in exchange rates. In some cases, currency rates can be very volatile. A hedged portfolio incurs more costs, but can protect your investment in the event of a sharp decline in a currency&s value.
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文章来源:/articles/forex/-reasons-currency-hedging-important.asp
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哪位兄弟能发一份 T101多货币对趋势对冲交易法 的EA给我 谢谢
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哪位兄弟能发一份 T101多货币对趋势对冲交易法 的EA给我&&网上找了好久都没找到 找到了也用不了 先谢谢
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