上一篇文章中,我们了解到在某个时刻或者某个时间段,交易市场中有四类交易者,下面我们来探讨一下,这四类交易者是如何影响价格波动的。
【例】
比如某个品种从
10:00到10:04
的价格波动如下
假如
10:04到10:10
不再有新的交易者提交委托单。由于买卖交易双方的价格不一致,已经提交委托单的交易者无法成交,因此价格会停在12.34处,保持下去。
此时,有新的交易者提交委托单。由于提交的委托单价格区间不同,造成两种不同的情形。
第一种情形:
价格依然保持不变
这种情况是由于新的交易者提交的委托单如下图所示造成的
新的交易委托价格处于无法成交的区域,因此价格依然保持不变
【思考】第二种情况,如果让价格波动起来,交易者是提交的委托单价格会处于哪个区域呢?
Philosophical thinking of financial transactions
2018年8月26日星期日
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