智汇量化︱每日一篇 – 布林线知多少 (3)
在前面文章中也有提过均值回归的概念,(图一)内正方形部份就是均值回归的起点。布林线所用的+/-两个标准差,统计学上就是有95.45% 的机会价钱会在上下线当中移动,超出了上线很大机会就代表出现了超买,超出了下线就很大机会代表出现了超卖。可是这只不过是一个参考,当市场资金充裕的时候,价钱仍然会不断上升,而且一直会沿着上线的边缘不断扩张,相反亦然。
如果要利用布林线的均值回归方法去获利,就必须要等待到阴阳烛的长度开始收窄,又或者出现十字星和头肩顶等等的状态才可以作出一个均值回归的买卖。着名投资者索罗斯曾经提及到当价钱超出了三个标准差的时候,意思就价格是已经超出了99.73%或然率以外,他就会闭着双眼直接买相反方向,不会再多加思想。
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