以前做ＥＲ前后交易的清单

本来昨天想发的贴，后来决定等今天，避免影响同学今天的操作心态。

不一定能包含所有的程序和要点，希望有同学能补充或者翻译成中文给大家留来参考。　


记得效率最高， 风险最小的操作，是那些ER前2-3月就开始播种，建立一个接近中性的对冲模型（股票+期权）。这样到了ER附近的日子，调整一下后就几乎是免费的赌一 注， 心态比较能够承受， 输了也不会分心。
 
1. Sector Check with ETF's daily and weekly charts, TA+FA to project trends,  also be aware of sector leaders' ER dates in relation to targeted holdings' ER dates.
2. Plan out options spread as early as 2-3 months and continue to sell front end months towards the EA day to reduce the costs of the model.
3. Estimate Entry point with option-stock models with fair price.
4. Calculate Capital At Risk (maximum loss of the open position) to determine a minimum profit target.
5. Construct the final model to buy in legs in the model. 
6. Convert existing model if needed to remain neutral or remain trend biased accordingly.
7. After ER, prepare various rebalance plans for after hour rebalancing in necessary to preserve profit.
8. Have a day－after ER trading plan to exit with targeted profit． (or a stop loss for runaway trades)
9.  Option roll-over execution  or conversion  to new model to hold beyond expiration day.
10. Plan to salvage all losing hands before reaching maximum loss: Floating decision, do NOT add to a losing trade.

个人认为，如果ＴＡ的图表功课做得充足的话，加上个人ＦＡ的观点，　除了不能预测走向之外，８０－９０％和交易操作有关的答案可以在做功课和看图的过程中自己就能找到的。