[小白实验] 次新股的介入时机有规律吗? - V2EX
raquant

[小白实验] 次新股的介入时机有规律吗?

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  •   raquant Apr 7, 2017 2858 views
    This topic created in 3328 days ago, the information mentioned may be changed or developed.

    老听电台里大牛讲次新股又涨的很猛,小编信以为真也跟着这些玩过几次,有亏有赚,,,因此,本次试验的主题是,次新股介入时机,有没有一定准头?

    但次新股毕竟回测周期短,偶然性很大,我干脆把次新股的特征抽象出来,就是连续涨停的股票,打开涨停后,啥时候介入,介入能赚吗?

    首先,我在镭矿论坛把连续三次涨停的股票都找出来,然后分别在不同时间进行买进,然后对比不同时间买进的回溯效果。

    开始,小编做了以下这一组实验,买入时间和收益效果可以看一眼表格:

    如果你真的是程序员,进入镭矿 raquant量化平台亲自试试吧。

    这是小编第一遍做的实验,对照完数据,小编想当然的以为,如果是在 1 月 15 号连续涨停,那再 9 、 10 月份买进效果最好。为了验证想法,我又去做了若干组实验:

    经过验证,我发现并不存在这样的规律。不懂太深的理论,只觉得次新股表面高收益的背后隐藏着大大的风险。从介入时间维度上来讲并没有什么规律。反正我以后会慎重选择了。

    最后随机贴几张回溯图:

    9 月 29 日买入:

    9 月 25 日买入:

    4 月 20 日买入:

    如果你真的是程序员,进入镭矿 raquant量化平台亲自试试吧。

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