{"id":2097,"date":"2022-03-30T13:38:54","date_gmt":"2022-03-30T05:38:54","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=2097"},"modified":"2022-03-30T13:38:54","modified_gmt":"2022-03-30T05:38:54","slug":"%e7%ad%96%e7%95%a5%e7%ae%a1%e7%90%86%e5%8b%95%e8%83%bd%e9%96%80%e6%aa%bb","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2022\/03\/30\/%e7%ad%96%e7%95%a5%e7%ae%a1%e7%90%86%e5%8b%95%e8%83%bd%e9%96%80%e6%aa%bb\/","title":{"rendered":"[\u7b56\u7565\u7ba1\u7406]\u52d5\u80fd\u9580\u6abb"},"content":{"rendered":"\n

\uff08\u8f49\u8cbc\u81ea\u91cf\u5316\u601d\u7dad\u7c89\u7d72\u5c08\u9801\uff09<\/a><\/p>\n\n\n\n

[\u7b56\u7565\u7ba1\u7406][\u52d5\u80fd\u9580\u6abb]\u56de\u8986\u4f86\u4fe1\uff0c\u6700\u8fd1\u6709\u63d0\u5230\u4e00\u500b\u8a5e\u53eb”\u52d5\u80fd\u9580\u6abb”\uff0c\u9019\u662f\u52d5\u614b\u8cc7\u91d1\u7ba1\u7406\u88e1\u982d\u7684\u4e00\u500b\u8a2d\u5b9a\uff0c\u610f\u601d\u662f\u7576\u67d0\u500b\u7b56\u7565\u5982\u679c\u52d5\u80fd\u6216\u671f\u671b\u503c\u4f30\u8a08\u5c0f\u65bc\u67d0\u500b\u503c\u6211\u5011\u5c31\u6703\u5148\u4e0b\u67b6\u8a72\u7b56\u7565\uff0c\u7576\u52d5\u80fd\u6062\u5fa9\u7684\u6642\u5019\u5c31\u6703\u91cd\u65b0\u52d5\u614b\u8ffd\u9032\u8a72\u7b56\u7565\u3002<\/p>\n\n\n\n

\u4e4b\u524d\u8aaa\u904e\uff0c\u6240\u8b02\u7684\u7b56\u7565\u53ea\u662f\u884c\u60c5\uff08\u6bd4\u8f03\u7cbe\u78ba\u4e00\u9ede\u7684\u8aaa\u6cd5\u662f\u6211\u5011\u7b56\u7565\u60f3\u8981\u6355\u6349\u7684\u5e02\u5834\u7684\u67d0\u7a2e\u5c40\u90e8\u7279\u5fb5\uff09\u7684\u6eab\u5ea6\u8a08\u6216\u611f\u6e2c\u5668\u3002\u52d5\u80fd\u9580\u6abb\u7684\u610f\u601d\u5c31\u662f\u6211\u5011\u900f\u904e\u9019\u500b\u7b56\u7565\u4f86\u76e3\u63a7\u5e02\u5834\u7684\u6eab\u5ea6\uff08\u52d5\u80fd\u3001\u7b56\u7565\u6548\u80fd\u3001\u671f\u671b\u503c\uff09\u5716\u4e2d\u756b\u4e86\u5f88\u591a\u7dda\uff0c\u6bcf\u689d\u7dda\u4ee3\u8868\u67d0\u4e00\u6bb5\u6642\u9593\u5167\u7684\u52d5\u80fd\u6216\u671f\u671b\u503c\u4f30\u8a08\uff0c\u8a08\u7b97\u65b9\u6cd5\u5f88\u591a\u7a2e\u4f8b\u5982\u6211\u5011\u7bc4\u4f8b\u88e1\u7528\u7684Opt-F\u6216\u4e00\u822c\u5e38\u807d\u5230\u7684Sharpe-Ratio\u6216Z-Score\u6216KellyFormula\uff0c\u7576\u7136\u8996\u89ba\u4e0a\u6700\u597d\u7406\u89e3\u7684\u5c31\u662f\u56de\u6b78\u7dda\u7684\u659c\u7387\uff0c\u6211\u5011\u6703\u6839\u64da\u6211\u5011\u8a2d\u5b9a\u7684\u6642\u9593\u7bc4\u570d\u4f86\u6301\u7e8c\u52d5\u614b\u8a08\u7b97\u8a72\u6578\u503c\uff0c\u4ee5\u4fbf\u77ad\u89e3\u8a72\u7b56\u7565\u7576\u524d\u7684performance\uff0c\u8868\u73fe\u662f\u5426\u6b63\u5e38\u3001\u5065\u5eb7\u3002\u5982\u679c\u5e02\u5834\u8207\u7b56\u7565\u7d50\u5408\u5f8c\uff0c\u8868\u73fe\u6301\u7e8c\u6b63\u5e38\uff0c\u6211\u5011\u5c31\u6703\u6839\u64da\u8a72\u6578\u503c\u4f86\u914d\u7f6e\u8cc7\u91d1\u3002<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u4ee5\u8fd1\u671f\u7684\u7f8e\u671f\u8868\u73fe\u4f86\u8aaa\uff0c\u7b56\u7565\u5275\u4e86\u65b0\u9ad8\uff0c\u4f46\u5275\u9ad8\u524d\u7684\u90a3\u4e00\u6bb5\u56de\u64a4\u537b\u5f88\u75db\u82e6\u3002\u900f\u904e\u5e73\u53f0\u7684\u98a8\u96aa\u63a7\u5236\u6a5f\u5236\uff0c\u7576\u8a72\u7b56\u7565\u7684\u6548\u80fd\u659c\u7387\u4f4e\u65bc\u52d5\u80fd\u9580\u6abb\u8a2d\u5b9a\u7684 0.3 \uff08\u4f60\u53ef\u4ee5\u7528\u659c\u7387\u53bb\u60f3\u6703\u6bd4\u8f03\u5bb9\u6613\u7406\u89e3\uff09\uff0c\u8a72\u7b56\u7565\u5c31\u6703\u5148\u88ab\u66ab\u505c\uff0c\u6e1b\u5c11\u7834\u7522\u6a5f\u7387\u3002\u7576\u5f8c\u7e8c\u52d5\u80fd\u659c\u7387\u53c8\u91cd\u65b0\u7ad9\u4e0a0.3 \u4e4b\u5f8c\u5c31\u6703\u88ab\u91cd\u65b0\u555f\u52d5\uff08\u52d5\u614b\u8ffd\u9032\uff09\u3002\u50b3\u7d71\u7684\u6295\u8cc7\u7d44\u5408\u6216\u8cc7\u91d1\u7ba1\u7406\u4e0d\u662f\u52d5\u614b\u7684\uff0c\u5927\u6982\u53ea\u6703\u5728\u8a72\u7b56\u7565\u4e0b\u6bba\u5230MDD\u6216\u67d0\u500b\u6578\u503c\u4e4b\u5f8c\u5c31\u88ab\u79fb\u9664\uff0c\u8981\u88ab\u4f60\u6709\u52c7\u6c23\u91cd\u65b0\u4e0a\u67b6\u5927\u6982\u4e5f\u662f\u5f88\u4e45\u4ee5\u5f8c\u4e86\uff08\u4e8b\u5be6\u4e0a\uff0c\u901a\u5e38\u4e0d\u6703\u518d\u88ab\u91cd\u65b0\u4e0a\u67b6\uff0c\u56e0\u70ba\u90a3\u500b\u5716\u5f62\u7684\u4e0b\u6bba\u5df2\u7d93\u8b8a\u6210\u4f60\u5fc3\u88e1\u7684\u4e00\u6839\u523a\uff0c\u591a\u6578\u4eba\u6703\u4e00\u76f4\u7528\u529b\u5730\u7121\u7aae\u76e1\u4fee\u6539\u7b56\u7565\u8b93\u90a3\u6839\u523a\u4e0d\u898b\uff0c\u76f4\u5230\u56de\u6e2c\u53c8\u56de\u5230\u6f02\u4eae\u768445\u5ea6\u87a2\u5149\u6bdb\u6bdb\u87f2\uff0c\u6c92\u5b8c\u6c92\u4e86\uff09\u3002\u4f46\u52d5\u614b\u8cc7\u91d1\u7ba1\u7406\u53ef\u4ee5\u5728\u52d5\u80fd\u6216\u7b56\u7565\u6548\u80fd\u6062\u5fa9\u4e4b\u5f8c\u5c31\u8fc5\u901f\u52d5\u614b\u8ffd\u9032\uff08\u5927\u5bb6\u6700\u5e38\u64cd\u4f5c\u7684\u6307\u6578\u985e\u5546\u54c1\u5faa\u74b0\u7279\u5fb5\u660e\u986f\uff0c\u5176\u5be6\u5927\u884c\u60c5\u5f80\u5f80\u90fd\u767c\u751f\u5728\u6158\u6cc1\u4e4b\u5f8c\uff0c\u56e0\u6b64\u600e\u9ebc\u5728\u4e2d\u9593\u75db\u82e6\u90a3\u6bb5\u6490\u904e\u53bb\uff0c\u98a8\u63a7\u6a5f\u5236\u5f80\u5f80\u626e\u6f14\u8457\u5f88\u91cd\u8981\u7684\u89d2\u8272\uff09\u3002<\/p>\n\n\n\n

\u9019\u5e7e\u5e74\u53f0\u6307\u884c\u60c5\u5927\u597d\uff0c\u591a\u6578\u4eba\u6bd4\u8f03\u5c11\u53bb\u5b78\u7fd2\u6216\u6ce8\u610f\u5230\u98a8\u63a7\u9019\u4e00\u500b\u90e8\u5206\uff0c\u56e0\u70ba\u7b56\u7565\u96a8\u4fbf\u5beb\u96a8\u4fbf\u8cfa\uff0cbuy and hold\u8ddf\u5b58\u80a1\u6700\u731b\uff0c\u8cfa\u5f97\u5176\u5be6\u90fd\u662f\u884c\u60c5\u7d05\u5229\uff0c\u4f46\u6f6e\u6c34\u9000\u4e86\u4e4b\u5f8c\uff0c\u5c31\u770b\u8ab0\u6c92\u7a7f\u8932\u5b50\u4e86….<\/p>\n\n\n\n

#\u8a55\u50f9\u51fd\u6578<\/a><\/p>\n\n\n\n

#\u52d5\u614b\u8cc7\u91d1\u7ba1\u7406<\/a>\uff0c\u5373\u6642\u53cd\u61c9<\/p>\n\n\n\n

#\u52d5\u614b\u76e3\u63a7\u7b56\u7565\u6548\u80fd<\/a><\/p>\n\n\n\n

#\u98a8\u96aa\u63a7\u5236<\/a><\/p>\n\n\n\n

#\u98a8\u96aa\u7ba1\u7406<\/a><\/p>\n\n\n\n

#\u7b56\u7565\u7ba1\u7406<\/a><\/p>\n\n\n\n

#\u6a5f\u5668\u5b78\u7fd2\u7684\u67b6\u69cb<\/a>\uff0c\u5148\u900f\u904e\u611f\u6e2c\u5668\uff08\u7b56\u7565\uff09\u53bb\u611f\u77e5\u7269\u4ef6\uff08\u5e02\u5834\uff09\u7684\u5c40\u90e8\u7279\u8cea\u52d5\u614b\u6578\u64da\uff0c\u518d\u900f\u904e\u6211\u5011\u9078\u64c7\u7684\u6f14\u7b97\u6cd5\u53bb\u9032\u884c\u8fa8\u8b58\uff08\u98a8\u63a7\u3001\u8907\u5229\uff09<\/p>\n\n\n\n

#\u91cf\u5316\u601d\u7dad\u6230\u7565\u4ea4\u6613\u5e73\u53f0<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

\uff08\u8f49\u8cbc\u81ea\u91cf\u5316\u601d\u7dad\u7c89\u7d72\u5c08\u9801\uff09 [\u7b56\u7565\u7ba1\u7406][\u52d5\u80fd\u9580\u6abb]\u56de\u8986\u4f86\u4fe1…<\/p>\n","protected":false},"author":1,"featured_media":2098,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-2097","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","wpcat-1-id"],"_links":{"self":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/2097","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/comments?post=2097"}],"version-history":[{"count":1,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/2097\/revisions"}],"predecessor-version":[{"id":2099,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/2097\/revisions\/2099"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media\/2098"}],"wp:attachment":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media?parent=2097"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/categories?post=2097"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/tags?post=2097"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}