摘要翻译：
在2003年美国市场获得强劲回报后，频繁交易卷土重来，再次成为交易者流行的交易方式。虽然没有全面的经验证据来回答单个日内交易者是否赚钱这个问题，但有一些研究指出，只有少数人能够持续赚取足够支付交易成本的利润，从而赚钱。单凭保证金买卖股票的日内交易概念表明，它比通常的长期获利方式风险更大。本文提出了一种新的研究频繁交易的方法，这种方法通过专业化来消除频繁交易的一些风险。其概念是，交易者应该只专注于一只（蓝筹股）股票，并使用现有的日内交易技术（趋势跟踪、播放消息、区间交易、头皮交易、技术分析、覆盖价差）来赚钱。
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英文标题：
《Specilized day trading -- a new view on an old game》
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作者：
V Simovic, V Simovic
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要：
  After the U.S market earned strong returns in 2003, day trading made a comeback and once again became a popular trading method among traders. Although there is no comprehensive empirical evidence available to answer the question do individual day traders make money, there is a number of studies that point out that only few are able to consistently earn profits sufficient to cover transaction costs and thus make money. The day trading concept of buying and selling stocks on margin alone suggests that it is more risky than the usual going long way of making profit. This paper offers a new approach to day trading, an approach that eliminates some of the risks of day trading through specialization. The concept is that the trader should specialize himself in just one (blue chip) stock and use existing day trading techniques (trend following, playing news, range trading, scalping, technical analysis, covering spreads) to make money.
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PDF链接：
https://arxiv.org/pdf/2010.05238