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插針與流動性

吃單會有流動性問題，會變成很多人要跟主力搶，主力反而買不到

插針分非常多種

1. 上檔價位 往上漲 出現往下插針 通常有可能是 中小型部位市價 take profit ，但買盤不夠，所以插針

2. 上檔價位 往上漲 出現往上插針
    有可能是中小型部位追高 或空單爆倉

3. 下跌價格破新低出現往下插針，是爆倉可能性高一點
    但是下跌沒破新低卻往下插，可能是中小型部位主動停損
    或恐慌賣盤 但有大戶承接

還有一種是比較專業的操盤者會用市價保護單，就是 limite taker order

這種出現的時候如果買盤 賣盤不夠 就會變實心的分線

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Papers on Quant Research

  The Cross-Section of Expected Stock Returns   Source  https://www.ivey.uwo.ca/media/3775518/the_cross-section_of_expected_stock_returns.pdf Comment  This is the famous Fama-French paper, which proposed the Fama-French factor model, and the basics of cross-sectional equity research methods. Value and Momentum Everywhere   Source   https://pages.stern.nyu.edu/~lpederse/papers/ValMomEverywhere.pdf Comment  A good introduction to value and momentum; they can generate abnormal returns for individual stocks within several countries, across country equity indices, government bonds, currencies, and commodities. Mean Reversion in Stock Prices: Evidence and Implications   Source   http://papers.ssrn.com/sol3/papers.cfm?abstract_id=227278 Comment  One of the earliest papers reflecting the mean-reversion nature of stock prices. Price Momentum and Trading Volume   Source   http://technicalanalysis.org.uk/volume/LeSw00.pdf Comment  Gi...
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