{"id":1406,"date":"2020-04-01T17:33:25","date_gmt":"2020-04-01T09:33:25","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=1406"},"modified":"2020-04-01T18:07:56","modified_gmt":"2020-04-01T10:07:56","slug":"%e6%b7%ba%e8%ab%87%e7%ad%96%e7%95%a5%e5%a4%b1%e6%95%88%e7%9a%84%e5%8e%9f%e5%9b%a0%e8%88%87%e5%9b%a0%e6%87%89%e4%b9%8b%e9%81%93%ef%bc%88%e4%ba%8c%ef%bc%89","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2020\/04\/01\/%e6%b7%ba%e8%ab%87%e7%ad%96%e7%95%a5%e5%a4%b1%e6%95%88%e7%9a%84%e5%8e%9f%e5%9b%a0%e8%88%87%e5%9b%a0%e6%87%89%e4%b9%8b%e9%81%93%ef%bc%88%e4%ba%8c%ef%bc%89\/","title":{"rendered":"\u6dfa\u8ac7\u7b56\u7565\u5931\u6548\u7684\u539f\u56e0\u8207\u56e0\u61c9\u4e4b\u9053\uff08\u4e8c\uff09"},"content":{"rendered":"\n
\"\"<\/figure>\n\n\n\n

\u9996\u5148\uff0c\u6211\u5011\u5148\u4f86\u770b\u4e00\u4e0b\u696d\u754c\u6700\u5e38\u4f7f\u7528\u7684\u79fb\u52d5\u7a97\u683c\u6700\u4f73\u5316 (WFO\u6216WFA)<\/p>\n\n\n\n

WFO\u5176\u5be6\u5df2\u7d93\u6709\u9ede\u6a5f\u5668\u5b78\u7fd2\u7684\u5473\u9053\u5728\u88e1\u9762\u4e86<\/p>\n\n\n\n

WFO\u5f15\u5165\u4e86<\u6642\u9593\u7a97\u683c>\u7684\u6982\u5ff5\uff0c\u7c21\u55ae\u8b1b\u5c31\u662f\u4ed6\u628a\u8981\u5206\u6790\u7684\u8cc7\u6599\u5148\u505a\u4e86\u4e00\u500b\u7bc4\u570d\u7684\u9650\u5b9a\uff0c\u4f8b\u5982\u56fa\u5b9a\u4f7f\u75283\u5e74\u7684\u8cc7\u6599\u4f86\u9032\u884c\u5206\u6790\u6216\u6700\u4f73\u5316\uff08\u4e00\u822c\u56de\u6e2c\u7684\u5e73\u53f0\u50cf\u662fmulticharts\u5728\u8dd1\u56de\u6e2c\u7684\u6642\u5019\u4e0d\u4e00\u5b9a\u6703\u5c0d\u6642\u9593\u9032\u884c\u7bc4\u570d\u7684\u9650\u5b9a\uff0c\u53ef\u80fd\u662f\u6709\u591a\u5c11\u8cc7\u6599\u5c31\u8dd1\u591a\u591a\u5c11\u8cc7\u6599\uff0c\u6211\u5011\u6240\u8b80\u5230\u7684\u56de\u6e2c\u5831\u544a\u4e0a\u7684\u6578\u64da\u6216\u6307\u6a19\u53ef\u80fd\u662f\u4e00\u500b\u5341\u5e7e\u5e74\u7684\u7d50\u679c\uff09\u3002<\/p>\n\n\n\n

\u7136\u5f8c\u5982\u4e0a\u5716\u6240\u986f\u793a\u7684\uff0c\u9078\u5b9a\u5206\u6790\u6642\u9593\u7bc4\u570d\u4e4b\u5f8c\uff0c\u6211\u5011\u6703\u9032\u4e00\u6b65\u628a\u6211\u5011\u8981\u5206\u6790\u7684\u6642\u9593\u7a97\u683c\u518d\u505a\u5207\u5272\u6210 In-sample  Out-Sample\u5169\u500b\u90e8\u5206\uff0c\u50cf\u662f In-sample\u53ef\u80fd\u662f4\u5e74\uff0cout-sample\u53ef\u80fd\u662f1\u5e74\u3002\u63a5\u8457\u6211\u5011\u6703\u5229\u7528 In-sample\u9019\u56db\u5e74\u7684\u8cc7\u6599\u4f86\u627e\u51fa\u6700\u4f73\u53c3\u6578\uff08\u6700\u4f73\u5316\uff09\u5f8c\u8b93\u7cfb\u7d71\u518d\u904b\u884c1\u5e74\u7684out-sample\u6642\u9593\uff0c\u7136\u5f8c\u518d\u7b49\u5230\u4e0b\u500bout-sample\u6642\u9593\u5f8c\u91cd\u8907\u57f7\u884c\u4e0a\u8ff0\u7684\u52d5\u4f5c<\/p>\n\n\n\n

\u6240\u4ee5\u6211\u5011\u5be6\u969b\u4e0a\u904b\u4f5c\u7684\u6b0a\u76ca\u66f2\u7dda\u7d50\u679c\uff0c\u5c31\u6703\u50cf\u4e0a\u9762\u9019\u5f35\u5716\u6700\u4e0b\u65b9\u986f\u793a\u7684\uff0c\u662f\u7531\u6bcf\u4e00\u5e74\u7684 out-sample\u7684\u7d50\u679c\u6240\u7d44\u6210\u7684<\/p>\n\n\n\n

WFO\/WFA\u4e3b\u8981\u7684\u6982\u5ff5\u5c31\u662f\u5982\u4e0a\u6240\u8ff0\uff0c\u662f\u85c9\u7531\u4e0d\u65b7\u5730\u91cd\u65b0\u9032\u884c\u53c3\u6578\u6700\u4f73\u5316\uff0c\u4f86\u91cd\u65b0\u8cbc\u8fd1\u5e02\u5834\uff0c\u4f86\u9054\u5230\u4fee\u6b63\u7d71\u8a08\u504f\u5dee\u7684\u76ee\u7684<\/p>\n\n\n\n

\u4e0d\u904e\u4e0a\u9762\u8b1b\u7684\u53ea\u662f\u4e00\u500b\u6838\u5fc3\u6982\u5ff5\uff0c\u4e8b\u5be6\u4e0a\u5982\u679c\u8981\u518d\u6df1\u7a76\u4e0b\u53bb\uff0c\u5176\u5be6\u9084\u6709\u4e00\u4e9b\u5f8c\u7e8c\u7684\u5ef6\u4f38\u52d5\u4f5c\u53ef\u4ee5\u66f4\u9032\u4e00\u6b65\u5730\u518d\u52a0\u5f37\u6216\u6539\u5584\u3002\u672a\u4f86\u6709\u6a5f\u6703\u6703\u518d\u91dd\u5c0d\u9019\u500b\u90e8\u5206\u9032\u884c\u8a0e\u8ad6\u3002<\/p>\n\n\n\n

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

\u524d\u9762\u6211\u5011\u8aaa\uff0c\u5176\u5be6WFO\u5df2\u7d93\u6709\u4e00\u9ede\u6a5f\u5668\u5b78\u7fd2\u7684\u5473\u9053\u5728\u88e1\u9762\u4e86<\/p>\n\n\n\n

\u90a3\u5230\u5e95\u4ec0\u9ebc\u662f\u6a5f\u5668\u5b78\u7fd2\uff0c\u4e0b\u9762\u6211\u5011\u4f86\u7a0d\u5fae\u804a\u4e00\u4e0b\u6a5f\u5668\u5b78\u7fd2\u5927\u6982\u662f\u600e\u9ebc\u6a23\u7684\u4e00\u500b\u6982\u5ff5?<\/p>\n\n\n\n

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

\u5728\u524d\u9762\u7684\u7bc7\u7ae0\u6211\u5011\u4e00\u958b\u59cb\u6709\u8b1b\u5230\uff0c\u6211\u5011\u5927\u591a\u6578\u4eba\u90fd\u662f\u600e\u9ebc\u958b\u59cb\u91cf\u5316\u4ea4\u6613\u9019\u689d\u8def\u3002<\/p>\n\n\n\n

\u6211\u5011\u5927\u591a\u90fd\u662f\u5148\u9078\u5b9a\u4e00\u500b\u7a0b\u5f0f\u4ea4\u6613\u5de5\u5177\u6216\u5e73\u53f0\u6bd4\u5982\u8aaa\u50cf\u662f \uff2dulticharts \u6216\u662f\u3000TradeStation\uff0c\u7136\u5f8c\u9078\u5b9a\u4e00\u500b”\u5546\u54c1”\uff0c\u63a5\u8457\u5c31\u5728\u4e0a\u9762\u5beb\u6211\u5011\u6240\u8b02\u7684”\u7b56\u7565”<\/p>\n\n\n\n

\u4f46\u5927\u5bb6\u6709\u6c92\u6709\u767c\u73fe\uff0c\u6211\u5011\u7684\u91cf\u5316\u4ea4\u6613\u958b\u767c\u6a21\u5f0f\u5176\u5be6\u5df2\u7d93\u5728\u4e0d\u77e5\u4e0d\u89ba\u4e2d\u88ab\u6211\u5011\u6240\u9078\u64c7\u7684\u5de5\u5177\u6240\u5236\u7d04\u4e86? <\/p>\n\n\n\n

\u5de5\u5177\u6216\u5e73\u53f0\u585e\u7d66\u6211\u5011\u7684\u547d\u984c\u662f\u4ec0\u9ebc?<\/strong><\/p>\n\n\n\n

\u5de5\u5177\u585e\u7d66\u6211\u5011\u7684\u547d\u984c\u662f \u201c\u6211\u8981\u600e\u9ebc\u5728\u9019\u500b\u5546\u54c1\u7684\u6b77\u53f2\u8d70\u52e2\u4e2d\u7372\u5229\u201d <\/p>\n\n\n\n

\u5de5\u5177\u6697\u793a\u6211\u5011\uff0c\u6211\u5011\u53ef\u4ee5\u900f\u904e\u4ed6\u7684\u56de\u6e2c\u5de5\u5177\u4f86\u9a57\u8b49\u6211\u5011\u7684\u7d93\u9a57\u6216\u662f\u6280\u8853\u662f\u4e0d\u662f\u80fd\u5920\u5728\u6b77\u53f2\u8cc7\u6599\u88e1\u9762\u7372\u5229\uff1f\u3000\u5982\u679c\u53ef\u4ee5\u7684\u8a71\uff0c\u6211\u5011\u6216\u8a31\u53ef\u4ee5\u6a5f\u68b0\u5316\u5730\u628a\u6211\u5011\u7684\u7b56\u7565\u7528\u5728\u65b0\u7684\u8cc7\u6599\u4e0a\u8b93\u7372\u5229\u7684\u6b77\u53f2\u91cd\u73fe\u3002<\/p>\n\n\n\n

\u90a3\u9019\u6a23\u7684\u547d\u984c\u662f\u4e0d\u662f\u6b63\u78ba?  \u5176\u5be6\u4e5f\u6c92\u6709\u4ec0\u9ebc\u5c0d\u932f\uff0c\u53ea\u662f\u5728\u91cf\u5316\u4ea4\u6613\u9019\u689d\u8def\u4e0a\uff0c\u9019\u6a23\u7684\u547d\u984c\u662f\u4e0d\u662f\u8db3\u4ee5\u89e3\u6c7a\u6240\u6709\u6211\u5011\u9047\u5230\u7684\u554f\u984c?<\/p>\n\n\n\n

\u9084\u662f\u8aaa\u6211\u5011\u9084\u53ef\u4ee5\u6709\u5176\u4ed6\u7684\u601d\u8003<\/p>\n\n\n\n

\u6211\u5f8c\u4f86\u767c\u73fe\u4e00\u500b\u5f88\u6709\u8da3\u7684\u6771\u897f\uff0c\u5c31\u662f<\u6a5f\u5668\u5b78\u7fd2><\/p>\n\n\n\n

\u6211\u7b2c\u4e00\u6b21\u63a5\u89f8\u5230\u6240\u8b02\u7684\u6a5f\u5668\u5b78\u7fd2\u67b6\u69cb\uff0c\u662f2016\u5e74\u90a3\u500b\u6642\u5019\uff0c\u767c\u751f\u4e86\u4e00\u500b\u5168\u7403\u90fd\u5728\u95dc\u6ce8\u7684\u5927\u65b0\u805e\uff0c\u5c31\u662fAlphaGo\u8ddf\u674e\u4e16\u77f3\u7684\u570d\u68cb\u5927\u6230\uff0c\u7576\u6642\u6211\u9084\u5168\u7a0b\u89c0\u770b\u8f49\u64ad\u3002<\/p>\n\n\n\n

\u9019\u5834\u5927\u6230\u70ba\u4ec0\u9ebc\u6703\u9019\u9ebc\u8f5f\u52d5\uff0c\u4e3b\u8981\u662f\u56e0\u70ba\u570d\u68cb\u4e00\u76f4\u90fd\u662f\u5e7e\u5341\u5e74\u4f86\u4e00\u500b\u96fb\u8166AI\u7121\u6cd5\u8de8\u8d8a\u7684\u969c\u7919\uff0c\u7a81\u7136\u5c31\u5728\u90a3\u4e00\u5e74\u4e00\u6230\u6210\u540d\u3002\u7576\u6642\u7684\u6211\u5c31\u6709\u9ede\u597d\u5947\uff0c\u7576\u7136\u6211\u6c92\u6709\u8fa6\u6cd5\u770b\u5f97\u591a\u6df1\uff0c\u53ea\u662f\u7c21\u55ae\u5730\u82b1\u4e86\u4e00\u9ede\u6642\u9593\u5927\u6982\u5730\u4e86\u89e3\u4e86\u4e00\u4e0b\u6a5f\u5668\u5b78\u7fd2\u7684\u57fa\u672c\u67b6\u69cb\u5927\u7d04\u662f\u600e\u9ebc\u6a23\u3002<\/p>\n\n\n\n

\u525b\u597d\u7576\u6642\u4e5f\u6b63\u5728\u7169\u60f1\u4e00\u4e9b\u554f\u984c\uff0c\u4e3b\u8981\u662f\u7576\u6642\u64cd\u4f5c\u7684\u5546\u54c1\u8d8a\u4f86\u8d8a\u591a\uff08\u7576\u6642\u5927\u7d04\u64cd\u4f5c15\u500b\u6d77\u671f\u5546\u54c1\uff09\uff0c\u8907\u96dc\u5ea6\u958b\u59cb\u6709\u9ede\u5728\u62c9\u9ad8\uff0c\u90a3\u500b\u6642\u5019\u9084\u6c92\u6709\u4ec0\u9ebc\u201d\u547d\u984c\u201d\u7684\u6982\u5ff5\uff0c\u4e3b\u8981\u5c31\u662f\u7167\u8457\u539f\u672c\u958b\u767c\u91cf\u5316\u4ea4\u6613\u7684\u65b9\u5f0f\uff0c\u6293\u4e00\u500b\u5546\u54c1\u4f86\uff0c\u7136\u5f8c\u8dd1\u8dd1\u56de\u6e2c\uff0c\u770b\u8d77\u4f86\u53ef\u4ee5\u7528\uff0c\u5c31\u4e1f\u9032\u6295\u8cc7\u7d44\u5408\u88e1\u4e86\uff0c\u4e0d\u8af1\u8a00\u958b\u767c\u7684\u901f\u5ea6\u6c92\u4ec0\u9ebc\u6548\u7387\uff0c\u4e0a\u7dda\u7684\u6548\u679c\u4e5f\u4e0d\u662f\u5f88\u4ee4\u4eba\u6eff\u610f\u3002<\/p>\n\n\n\n

\u63a5\u89f8\u4e86\u9019\u500b\u6a5f\u5668\u5b78\u7fd2\u67b6\u69cb\u4ee5\u5f8c\uff0c\u6211\u5c31\u958b\u59cb\u5728\u601d\u8003\uff0c\u662f\u4e0d\u662f\u6709\u53ef\u80fd\u628a\u9019\u500b\u6771\u897f\u8ddf\u6211\u73fe\u6709\u7684\u6771\u897f\u505a\u4e00\u500b\u7d50\u5408\uff0c\u6240\u4ee5\u7576\u6642\u8166\u888b\u88e1\u9762\u5f88\u81ea\u7136\u5730\u5c31\u958b\u59cb\u6709\u4e86\u4e00\u4e9b\u65b0\u7684\u547d\u984c<\/p>\n\n\n\n

\u50cf\u662f<\/p>\n\n\n\n

1. <\/strong>\u662f\u5426\u6709\u53ef\u80fd\u76f4\u63a5\u544a\u8a34\u96fb\u8166\u6211\u8981\u505a\u4ec0\u9ebc\u5546\u54c1\uff0c\u7d66\u96fb\u8166\u4e00\u500b\u57fa\u672c\u7684\u8cc7\u6599\uff08history<\/strong>\uff09\uff0c\u4ed6\u5c31\u53ef\u4ee5\u81ea\u5df1\u5b78\u7fd2\u81ea\u5df1\u8a13\u7df4\u6216\u662f\u81ea\u5df1\u5206\u6790\u9019\u500b\u5546\u54c1\u8a72\u600e\u9ebc\u9032\u884c\u64cd\u4f5c?   (<\/strong>\u667a\u80fd AI)<\/strong><\/p>\n\n\n\n

2. <\/strong>\u5982\u4f55\u7dad\u6301\u8cc7\u91d1\u7684\u9ad8\u6548\u7387\u914d\u7f6e(<\/strong>\u5ef6\u4f38: <\/strong>\u4f4e\u98a8\u96aa\u914d\u7f6e\/XOXO<\/strong>\u914d\u7f6e)<\/strong><\/p>\n\n\n\n

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

\u96fb\u8166\u662f\u600e\u9ebc\u6a21\u64ec\u4eba\u985e\u601d\u8003\uff0c\u4e26\u4e14\u89e3\u6c7a\u554f\u984c\u7684? \u5982\u679c\u4f60\u53bbgoogle\u7684\u8a71\uff0c\u7db2\u8def\u4e0a\u5176\u5be6\u5df2\u7d93\u6709\u76f8\u7576\u591a\u7684\u53c3\u8003\u8cc7\u6599\uff0c\u57fa\u672c\u4e0a\u9019\u5927\u6982\u82b1\u4e00\u500b\u661f\u671f\u4e5f\u8b1b\u4e0d\u5b8c\uff0c\u4e8b\u5be6\u4e0a\u592a\u7d30\u7bc0\u7684\u6771\u897f\u6211\u4e5f\u4e0d\u61c2<\/p>\n\n\n\n

\u4e0d\u904e\u6211\u5011\u9084\u662f\u53ef\u4ee5\u5148\u7c21\u55ae\u4f86\u804a\u4e00\u4e0b\u57fa\u672c\u7684\u6982\u5ff5\u5c31\u597d\uff0c\u4ec0\u9ebc\u662f\u6a5f\u5668\u5b78\u7fd2? <\/p>\n\n\n\n

\u6240\u8b02\u7684\u6a5f\u5668\u5b78\u7fd2\u5176\u5be6\u5c31\u662f\u96fb\u8166\u900f\u904e\u6a21\u64ec\u4eba\u985e\u601d\u8003\u7684\u65b9\u5f0f\u4f86\u89e3\u6c7a\u554f\u984c<\/p>\n\n\n\n

\u90a3\u9019\u6a23\u5c31\u7c21\u55ae\u4e86\uff0c\u6211\u5011\u53ef\u4ee5\u5148\u4f86\u56de\u60f3\u4e00\u4e0b\uff0c\u6211\u5011\u4eba\u985e\u662f\u600e\u9ebc\u958b\u59cb\u505a\u5206\u6790\u7684?\u3000\u50cf\u662f\u7576\u6211\u5011\u770b\u5230\u4e00\u500b\u4eba\uff0c\u6211\u5011\u662f\u600e\u9ebc\u958b\u59cb\u8a8d\u8b58\u4e00\u500b\u4eba\uff08\u6216\u5c0d\u4ed6\u9032\u884c\u5206\u6790\uff09<\/p>\n\n\n\n

\u6211\u5011\u6703\u7528\u773c\u775b\u770b\u4ed6\u7684\u5916\u8868  \u7528\u8033\u6735\u807d\u4ed6\u7684\u8072\u97f3\uff08\u6709\u591a\u5c16\u6709\u591a\u4f4e\u6c89\uff09  \u7528\u624b\u6478\u6478\u770b\u5979\u7684\u76ae\u819a\u662f\u7c97\u9084\u662f\u7d30  \u7528\u9ad4\u91cd\u8a08\u770b\u770b\u4ed6\u7684\u91cd\u91cf\uff08\u6709\u591a\u91cd\uff09\uff0c\u7528\u5c3a\u4f86\u91cf\u4ed6\u7684\u8eab\u9ad8\uff08\u6709\u591a\u9ad8\uff09 <\/p>\n\n\n\n

\u9019\u5c31\u662f\u6211\u5011\u4eba\u985e\u5728\u89c0\u5bdf\u4e00\u500b\u7269\u4ef6\u7684\u6b65\u9a5f<\/p>\n\n\n\n

\u5c31\u50cf\u4e0a\u9762\u9019\u5f35\u5716\u53f3\u4e0b\u89d2\uff0c\u662f\u4e00\u500b\u795e\u7d93\u7db2\u8def\u7684\u5716\uff0c\u6211\u5011\u5176\u5be6\u662f\u900f\u904e\u5404\u7a2e\u5668\u5b98\u6216\u5de5\u5177\uff0c\u5728\u611f\u6e2c\u5668\u5b98\u89c0\u5bdf\u5230\u4e4b\u5f8c\u900f\u904e\u795e\u7d93\u50b3\u5c0e\u4e0d\u65b7\u5730\u4f86\u5f97\u5230\u4e00\u4e9b\u7d30\u7bc0\u7684\u6578\u64da<\/p>\n\n\n\n

\u6240\u8b02\u7684\u6a5f\u5668\u5b78\u7fd2\u6216\u662f\u4eba\u5de5\u667a\u80fd\u5c31\u662f\u900f\u904e\u9019\u6a23\u7684\u57fa\u672c\u6982\u5ff5\u6a21\u5f0f\u4f86\u9054\u5230\u7279\u5b9a\u76ee\u7684<\/p>\n\n\n\n

\u6211\u5011\u900f\u904e\u5efa\u7acb \u611f\u77e5\u5668\u5b98\u6216\u5075\u6e2c\u5668(sensor)<\/strong> \u4f86\u6e2c\u91cf<\/strong>\u6216\u662f\u8a55\u50f9<\/strong>\uff0c\u4ee5\u4fbf\u5f97\u5230\u4e00\u4e9b\u7279\u5fb5\uff08\u7d71\u8a08\u5b78\uff09\uff0c\u7136\u5f8c\u518d\u9032\u4e00\u6b65\u61c9\u7528<\/strong>\u9019\u4e9b\u7279\u5fb5\u503c\u4f86\u89e3\u6c7a\u6211\u5011\u60f3\u8981\u89e3\u6c7a\u7684\u554f\u984c\uff0c\u4e5f\u5c31\u662f\u6211\u5011\u524d\u9762\u6240\u8aaa\u7684\u547d\u984c<\/p>\n\n\n\n

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

\u8209\u4f8b\u4f86\u8aaa\uff0c\u7576\u6a5f\u5668\u5b78\u7fd2\uff08\u96fb\u8166\uff09\u7b2c\u4e00\u6b21\u300c\u770b\u300d\u5230\u4e00\u96bb\u8c93\u54aa\u7684\u5716\u7247\u8cc7\u6599\u6642\uff0c\u6703\u628a\u8c93\u54aa\u5716\u7247\u7684\u611f\u6e2c\u7d50\u679c\u900f\u904e\u795e\u7d93\u7db2\u8def\u5f9e\u5de6\u5411\u53f3\u50b3\u905e\u904e\u53bb\uff0c\u4e2d\u9593\u6703\u7d93\u904e\u7279\u5b9a\u5e7e\u500b\u795e\u7d93\u5143\u3001\u7d93\u904e\u5404\u500b\u795e\u7d93\u5143\u4e0a\u7684\u6a5f\u5236\u9032\u884c\u5f59\u6574\u8ddf\u8a55\u50f9\uff0c\u7136\u5f8c\u7522\u51fa\u6700\u7d42\u7684\u8a55\u50f9\u7d50\u679c\u2500\u2500 \u6bd4\u5982\u6700\u5f8c\u8a55\u50f9\u51fa\u4f86\u7684\u7d50\u679c\u662f0.1\uff0c\u5c1a\u672a\u9054\u5230\u67d0\u500b\u95a5\u503c\uff0c\u6a5f\u5668\u5b78\u7fd2\uff08\u96fb\u8166\uff09\u5c31\u6703\u8a8d\u70ba\u9019\u5f35\u5716\u7247\u88e1\u9762\u5f88\u53ef\u80fd\u6c92\u6709\u8c93\u54aa\u3002<\/p>\n\n\n\n

\u5728\u9019\u908a\u6211\u5011\u4e00\u76f4\u63d0\u5230\u7684\u4e00\u500b\u6771\u897f\uff0c\u53eb\u505a\uff02\u8a55\u50f9\uff02\uff0c\u8b1b\u767d\u4e00\u9ede\u5c31\u662f\u6253\u5206\u6578\u6216\u662f\u67d0\u4e00\u7a2e\u7279\u5fb5\u7684\u7a0b\u5ea6\uff0c\u50cf\u662f\u97f3\u91cf\u7684\u5927\u5c0f\uff0c\u6216\u662f\u984f\u8272\u7684\u6df1\u6dfa\u7b49\u7b49<\/p>\n\n\n\n

\u6211\u5011\u6703\u5728\u7b56\u7565\u56de\u6e2c\u5831\u544a\u4e0a\u770b\u5230\u7684\u4e00\u4e9b\u7d71\u8a08\u6307\u6a19\uff0c\u50cf\u662f SharpeRatio\u6216\u662fProfitFactor\u9019\u4e9b\u6771\u897f\uff0c\u90fd\u53ef\u4ee5\u88ab\u8996\u70ba\u662f\u4e00\u7a2e\u8a55\u50f9<\/p>\n\n\n\n

\u6240\u4ee5\u53c8\u6709\u4eba\u8aaa\u6a5f\u5668\u5b78\u7fd2\u662f\u7d71\u8a08\u5b78\u7684\u5ef6\u4f38<\/p>\n\n\n\n

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

\u5728\u4e0a\u500b\u6b65\u9a5f\u662f\u611f\u77e5\u5668\u5b98\u6216\u611f\u6e2c\u5668\u7684\u6fc0\u767c\u8207\u8a55\u50f9\u7d50\u679c\u5c0d\u5716\u7247\u7684\u9810\u6e2c\uff0c\u53ef\u662f\u9810\u6e2c\u57fa\u672c\u4e0a\u53ef\u80fd\u8ddf\u5be6\u969b\u503c\u6703\u6709\u8aa4\u5dee\uff0c\u4e5f\u5c31\u662f\u6211\u5011\u4e00\u958b\u59cb\u6240\u8aaa\u7684\u7d71\u8a08\u4e0a\u7684\u504f\u5dee\uff0c\u800c\u9019\u500b\u6b65\u9a5f\u5c31\u662f\u6211\u5011\u6703\u9032\u4e00\u6b65\u5730\u628a\u9019\u500b\u504f\u5dee\u503c\u56de\u6388\uff08feedback\uff09\u56de\u7cfb\u7d71\u4e2d\u9032\u884c\u4fee\u6b63\u7684\u52d5\u4f5c\uff0c\u56de\u994b\u7684\u6b65\u9a5f\u5728\u4e00\u822c\u7684\u5de5\u7a0b\u7cfb\u7d71\u4e2d\u4e5f\u7b97\u662f\u975e\u5e38\u5e38\u898b\u7684\u4f5c\u6cd5\uff0c\u4e3b\u8981\u5c31\u662f\u900f\u904e\u56de\u6388\u6a5f\u5236(feedback)\u4f86\u5c0d\u7cfb\u7d71\u9032\u884c\u504f\u5dee\u7684\u4fee\u6b63\uff0c\u901a\u5e38\u4e00\u500b\u7a69\u5b9a\u614b\u7684\u7cfb\u7d71\u5927\u591a\u90fd\u6703\u6709\u9019\u6a23\u7684\u6a5f\u5236\u3002<\/p>\n\n\n\n

\u5f85\u7e8c<\/p>\n","protected":false},"excerpt":{"rendered":"

\u9996\u5148\uff0c\u6211\u5011\u5148\u4f86\u770b\u4e00\u4e0b\u696d\u754c\u6700\u5e38\u4f7f\u7528\u7684\u79fb\u52d5\u7a97\u683c\u6700\u4f73\u5316 (WFO\u6216…<\/p>\n","protected":false},"author":1,"featured_media":1407,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1406","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\/1406","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=1406"}],"version-history":[{"count":1,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1406\/revisions"}],"predecessor-version":[{"id":1413,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1406\/revisions\/1413"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media\/1407"}],"wp:attachment":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media?parent=1406"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/categories?post=1406"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/tags?post=1406"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}