刚才帖子写完了,发出的时候发现ID被禁止了。赫赫

1。 没有公布盈亏信息。 而且发帖之前经过他的同意。 他也上华新, 只是不注册而已。 那个帖子的目的是分享我知道的成功的交易者对待交易的态度。 而不是针对说他采用了什么方法，什么技术，什么经纪人。大家去猜测这个人是谁,就偏离我的本意了。

2. 我个人认为，对于非常成功的交易者，确实市场开门就去提款，这么形容我个人认为不过分。如果你觉得用词不当, 我现在想不到更好的词语。 当然，达到这个程度的交易者，风险管理是必需的。 风险提醒当然是我每天做的。 不知道你有没有去过我5月底在GEEK TERMINAL的TALK. 我当时在介绍某一个交易方法的时候， 曾经表达过个人意见。 “如果一个仓位占到你所有可交易资金的5%,从我个人的角度来看,你已经是风险嗜好程度很高的交易者了".

3. 3个月对于了解整个金融市场和股票是不可能的。 但是对于了解某一组股票或者金融产品来讲,而且是短线交易的验证,我个人认为足够了,你不同我的个人观点没有关系。 这个社会现在的分工已经非常细化了, 做好一样东西从挣钱的角度来说就已经够了。 而且3个月不代表就永远成功了,3个月找到稳定的盈利模式是可行的不代表3个月之后就停滞不前，不再学习了。学习是个毕生的过程。 至于和ETF比, 可能考虑的单纯的持有结果。 但是从交易角度来看,不是这样的。 我个人认为，选股是一方面, 交易更重视的方法。(我跟帖发一篇我个人认为不错的文章你看看).

希望回答了你的问题。

Institutional Trading Benchmark Volume Weighted Average Price (VWAP) People often wonder why the trading volume slows so dramatically during the middle of each trading day. The most common explanation for the midday inactivity is that it is lunch time and while it is certainly part of the reason, it is not as though the specialists and market makers all head out to a liquid lunch and forget about their business for the day. Most serious traders I know eat their lunch at their desk so they don’t miss an opportunity and to maintain a better feel for how their positions are trading. Consider a market maker with a day order to buy 1 million shares of a stock for an institutional customer. The market maker cannot just go in and buy the full position in the first two hours of the day and then leave his desk to go play golf. Market makers are evaluated by their customers for the quality of trade execution; did they get a fair price for the customer? The most common method of used to analyze the quality of a trade execution is to compare the price the order was filled to the Volume Weighted Average Price (VWAP). The VWAP is calculated by dividing the dollar volume of a stock by the share volume over a given period of time. Simply put, the VWAP is the average price that each share was executed over the period of time being studied. There are several ways to calculate the VWAP in RealTick, the analysis and trading software I use. I prefer VWAP analysis with a moving average, in particular for shorter term day trades on a one day chart of the equity I am trading. The VWAP is considered to be a fair benchmark for comparison of the institutional trade desks ability to execute trades on behalf of the customer. If the brokerage purchases were made at a price less than VWAP then they did a good job for the customer. If the price paid was greater than the VWAP they may lose that customer for future transactional business. The daily VWAP is a number which changes as orders are transacted at varying prices throughout the day. Here is a simple example of how an institutional trader might manually execute an order for the purchase of 1 million shares. Let’s say the stock closed the previous day at $40/share. The morning the broker receives the buy order he may offer 5 or 10,000 shares at 39.90 or lower while simultaneously bidding for shares at a lower price. The first trick this broker may use is to show the full size of the offer while only showing 100 shares bid with a larger number of shares “in reserve” meaning that he may be really bidding for 5000 (or any other number they choose) shares. By showing a larger number of shares for sale and a small amount of demand in the pre-market, the broker may induce weaker holders to sell their shares in fear that there could be a real seller looking to get a head start on their selling that day. This type of activity is pure manipulation and it happens all the time! The one-minute chart of Google Inc (GOOG) shows a declining VWAP for most of this day, showing the sellers dominance. If the buying broker can create a mini panic on the open, it is possible that he may be able to scoop up several hundred thousand shares at a very favorable price early on in the day. The risk, of course, is that another buyer calls his bluff and buys the 10,000 shares that he was showing the market on the offer, which would put the market maker short 10,000 shares of a stock he has to buy 1 million shares of that day. Either one of these scenarios is possible. It is part of the market markers attempt to find, and even motivate by creating fear and triggering stop loss orders, a source of supply so he can begin to fill his purchase order. If the market maker is able to secure liquidity for 600,000 shares of the order before noon then he knows his job of filling the balance of the order in the afternoon will be easier, particularly if his 600,000 was executed at a favorable price relative to the VWAP at that point of the day.

我和芳同志的过节主要是07年的时候,芳同志是狮城的版主，当时芳同志鼓励大家买房子,因为我个人不看好那时的金融尤其是房地产的形势，个人观点不同意，于是芳同志和其他几个看好地产的人对我群起攻之。 (论坛上的其他朋友, 说你和房地产经纪人一起搞收费讲座， 并且利润分成。 有没有这一出我不知道,至少我没说过). 另外就是您当时极力推荐的那位李老师了,你去google 李新京 第一个看到就是芳同志。 我不针对其个人。 我和李老师又不认识，虽然在亚洲投资论坛上默默听过他的讲座,不过我个人觉得对我来讲没有太多技术含量，不过对于别人也许有用。 至少人家李老师是兢兢业业做他自己的事情,我要到李老师那个年纪的话，是否能这样拼，我很怀疑。虽然李老师当时推荐的很多股票，在08，09的暴跌中，我个人从来没有听说过“割肉“得声音， 也不说李老师在08年9月份在中国电视台上说A股3000多点见底的报道。 这些都无可厚非，市场起起落落,大家有对有错。 错了就承认，就改正。

芳林说的那只股票,是adroit innovation. 那是在我做broker 之前的事情的。 这个股票我当时看错了,然后到了止损(有提前说过) 就卖掉了。 我又没发什么内部消息。 我那时没有作broker,那时在艰辛的找工作，同时卖保险,做点小生意糊口,就算是客户也是保险客户, 除了我哥没有一个中国人。 从何谈起您所说的拉着新人进去呢? 那些新人我都不认识，也没给我任何好处啊？我也不是adroit管理层,卖掉的时候还要在市场公开。 倒是最早在论坛里让大家关注该股票的是你,此类小股,又有谁知道芳同志是否是幕后推手呢。

帖子，狮城丢了我无数的帖子，我自己想整理好收藏起来当成我的交易日记还搞不定呢。 里面是什么内容，就随芳林大姐怎么想了。

说到底，这么大过节我不针对芳林大姐本人， 我想可能是利益冲突。 就好像我和本论坛的某位老板,他的券商和OCBC是行业上的死对头，两个公司关系不好。 但是我不认为这影响我和这位老兄交朋友哈？ 可是人家不这么认为,公司之间的竞争和仇恨能影响到个人私下的生活和行为， 我很佩服该公司对员工在企业文化上的灌输。

好像翟兄这样关注市场的人才可以挣钱。