{"id":1608,"date":"2020-08-05T14:16:59","date_gmt":"2020-08-05T06:16:59","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=1608"},"modified":"2020-08-06T07:54:20","modified_gmt":"2020-08-05T23:54:20","slug":"%e7%ad%96%e7%95%a5%e8%88%87%e8%b3%87%e9%87%91%e7%ae%a1%e7%90%86%e6%b5%81%e7%a8%8b-%e9%80%a3%e8%bc%89%e4%ba%8c","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2020\/08\/05\/%e7%ad%96%e7%95%a5%e8%88%87%e8%b3%87%e9%87%91%e7%ae%a1%e7%90%86%e6%b5%81%e7%a8%8b-%e9%80%a3%e8%bc%89%e4%ba%8c\/","title":{"rendered":"\u7b56\u7565\u8207\u8cc7\u91d1\u7ba1\u7406\u6d41\u7a0b\u2014\u9023\u8f09(\u4e8c)"},"content":{"rendered":"<h1 class=\"wp-block-heading\" id=\"%25e7%25ad%2596%25e7%2595%25a5%25e8%2588%2587%25e8%25b3%2587%25e9%2587%2591%25e7%25ae%25a1%25e7%2590%2586%25e6%25b5%2581%25e7%25a8%258b%25e9%2580%25a3%25e8%25bc%2589%25e4%25ba%258c\">&#31574;&#30053;&#33287;&#36039;&#37329;&#31649;&#29702;&#27969;&#31243;&mdash;&#36899;&#36617;(&#20108;)<\/h1>\n\n\n\n<p><strong>\u7b56\u7565\u7ba1\u7406\u3001\u98a8\u96aa\u7ba1\u7406\u8207\u8cc7\u91d1\u914d\u7f6e<\/strong><\/p>\n\n\n\n<p>\u56de\u61b6\u4e00\u4e0b\u6211\u5011\u7684\u4e0a\u4e00\u7bc7\uff0c\u5728\u4e0a\u4e00\u7bc7\u6211\u5011\u63d0\u5230\u4e86<strong>\u5efa\u6a21\u8207\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578<\/strong><\/p>\n\n\n\n<p>\u6240\u4ee5\u6211\u5011\u73fe\u5728\u6709\u5169\u500b\u6771\u897f\uff0c\u4e00\u500b\u662f\u7b56\u7565\u4e00\u500b\u662f\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578\u3002\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578\u7684\u76ee\u7684\u662f\u7528\u4f86\u5b9a\u7fa9\u6211\u5011\u8cc7\u91d1\u5982\u4f55\u8f49\u63db\u6210\u53e3\u6578\u7684\u57fa\u672c\u95dc\u4fc2\uff0c\u4e5f\u5c31\u662f\u591a\u5c11\u8cc7\u91d1\u53ef\u4ee5\u8f49\u63db\u6210\u591a\u5c11\u53e3\u6578\u3002\u6211\u5011\u5148\u628a\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578\u653e\u4e00\u908a\u3002\u5148\u56de\u982d\u804a\u4e00\u4e0b\u5efa\u6a21\uff0c\u4e5f\u5c31\u662f\u6211\u5011\u7684\u7b56\u7565\u3002<\/p>\n\n\n\n<p>\u5982\u679c\u8aaa\u6211\u5011\u7684\u7b56\u7565\u662f\u6211\u5011\u6240\u6253\u9020\u7684\u6b66\u5668\u6216\u662f\u6211\u5011\u6240\u7df4\u7684\u6b66\u529f\u62db\u5f0f\uff0c\u90a3\u63a5\u4e0b\u4f86\u9019\u4e00\u7bc7\u5c31\u662f\u6211\u5011\u7528\u4f86\u63cf\u8ff0\u6211\u5011\u8a72\u5982\u4f55\u4f7f\u7528\u9019\u628a\u6b66\u5668\u6216\u9019\u500b\u62db\u5f0f\u7684\u6642\u6a5f\u3001\u65b9\u6cd5\u8207\u529b\u9053\u7684\u63a7\u5236\u3002\u62db\u5f0f\u662f\u6b7b\u7684\uff0c\u4f46\u4eba\uff08\u884c\u60c5\uff09\u662f\u6d3b\u7684\uff0c\u540c\u6a23\u662f\u8a60\u6625\u62f3\u3001\u540c\u6a23\u662f\u592a\u6975\u62f3\uff0c\u6240\u6709\u7684\u62db\u5f0f\u7db2\u8def\u4e0a\u90fdgoogle\u5f97\u5230\uff0c\u4f46\u537b\u4e0d\u662f\u4eba\u4eba\u90fd\u80fd\u8b8a\u6210\u8449\u554f\u3001\u5f35\u4e09\u8c50\uff0c\u6240\u6709\u98df\u8b5c\u7db2\u8def\u4e0a\u4e5f\u90fd\u6709\uff0c\u4f46\u537b\u4e0d\u662f\u4eba\u4eba\u90fd\u6709\u98df\u8b5c\u5c31\u80fd\u958b\u9910\u9928\u71df\u751f\u505a\u98df\u795e\uff0c\u56e0\u70ba\u66f4\u91cd\u8981\u7684\u706b\u4faf\u7684\u63a7\u5236\u3001\u6642\u9593\u7684\u638c\u63a7\u3001\u98df\u6750\u8272\u6fa4\u7684\u8b8a\u5316\u90fd\u6c92\u5beb\u5728\u90a3\u4e0a\u982d\u3002\u91cf\u5316\u4ea4\u6613\u4e5f\u662f\u4e00\u6a23\uff0c\u7db2\u8def\u90a3\u9ebc\u767c\u9054\uff0c\u4ec0\u9ebc\u62db\u5f0f\u4f60\u5b78\u4e0d\u5230\uff0c\u6240\u6709\u7684\u6280\u8853\u5206\u6790\u6307\u6a19\u4e0a\u5343\u4e0a\u842c\u7a2e\uff0c\u5c31\u9023\u53bb\u4e0a\u8ab2\u8001\u5e2b\u4e5f\u6703\u9001\u4f60\u4e00\u5806\u7b56\u7565\uff0c\u7136\u5f8c\u4f60\u6703\u767c\u73fe\u4f60\u71d2\u51fa\u4f86\u7684\u83dc\u6709\u6642\u5019\u53ef\u4ee5\u5403\uff0c\u6709\u6642\u5019\u5c31\u662f\u597d\u50cf\u6de1\u4e86\u4e00\u9ede\u9084\u662f\u9e79\u4e86\u4e00\u9ede\uff0c\u5b78\u5230\u7684\u8a60\u6625\u8d70\u5728\u8def\u4e0a\u6253\u6253\u5c41\u5b69\u9084\u53ef\u4ee5\uff0c\u4e00\u9047\u5230\u6d41\u6c13\u9084\u662f\u88ab\u5df4\u7684\u50cf\u8c6c\u982d\u3002\u4e0d\u662f\u90a3\u4e9b\u62db\u5f0f\uff08\u7b56\u7565\uff09\u6c92\u6709\u7528\uff0c\u800c\u662f\u56e0\u70ba\u6211\u5011\u9bae\u5c11\u53bb\u4e86\u89e3\u5230\u5e95\u8a72\u600e\u9ebc\u7528\uff08\u7ba1\u7406\uff09\u6703\u66f4\u597d\u3002<\/p>\n\n\n\n<p>\u6b66\u5668\u4e0d\u662f\u62ff\u5728\u624b\u4e0a\u770b\u5230\u4eba\u5c04\u4e86\u5c31\u597d\u4e86\u55ce\uff1f\u7576\u7136\u4e0d\u662f\uff0c\u4f60\u62ff\u7684\u69cd\u662f\u4ec0\u9ebc\u69cd\uff0c\u5b83\u7684\u5c04\u7a0b\u9650\u5236\u662f\u4ec0\u9ebc\uff1f\u3000\u5b83\u7684\u512a\u52e2\u662f\u4ec0\u9ebc\uff1f\u3000\u76ee\u524d\u7684\u98a8\u5411\u662f\u4ec0\u9ebc\uff1f\u3000\u98a8\u7684\u5f37\u5ea6\u6709\u591a\u5c11\uff1f\u3000\u8996\u91ce\u7bc4\u570d\uff08\u9727\u3001\u98a8\u6c99\uff09\u7684\u80fd\u898b\u5ea6\u7b49\u7b49\u5404\u7a2e\u7d71\u8a08\u8207\u5373\u6642\u6578\u64da\u7684\u5dee\u7570\u90fd\u53ef\u80fd\u5f71\u97ff\u5230\u4f60\u7576\u4e0b\u7684\u5c04\u64ca\u7d50\u679c\uff0c\u800c\u6211\u5011\u8981\u628a\u9019\u500b\u6b66\u5668\u7528\u5f97\u7cbe\u719f\u7528\u5f97\u9806\u624b\u81ea\u7136\u5c31\u5f97\u7406\u89e3\u9019\u4e9b\u6578\u64da\u4e26\u4e14\u601d\u8003\u600e\u9ebc\u53bb\u6539\u5584\u6211\u5011\u7684\u64cd\u4f5c<\/p>\n\n\n\n<p>\u6240\u4ee5\u5f88\u986f\u7136\u6211\u5011\u5fc5\u9808\u8981\u6709\u4e00\u500b\u5730\u65b9\u53ef\u4ee5\u8b93\u6211\u5011\u4f86\u64b0\u5beb\u6216\u63cf\u8ff0\u4e0a\u9762\u6240\u8b1b\u7684\u9019\u4e9b\u6771\u897f\uff08\u706b\u4faf\u7684\u63a7\u5236\u3001\u6642\u6a5f\u7684\u638c\u63a7\u3001\u529b\u9053\u7684\u5927\u5c0f\u7b49\u7b49\uff09\u3002\u5728\u4e0a\u4e00\u7bc7\u88e1\u6211\u5011\u5df2\u7d93\u5b9a\u7fa9\u4e86<strong>\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578<\/strong>\uff0c\u8b1b\u7684\u662f\u8cc7\u91d1\u8207\u53e3\u6578\u9593\u7684\u8f49\u63db\u95dc\u4fc2\uff0c\u4f46\u76f8\u4fe1\u5927\u5bb6\u90fd\u6709\u6ce8\u610f\u5230\u6587\u88e1\u6709\u6a19\u8a3b\u4e86\u4e00\u500b\u62ec\u865f\uff08\u6700\u5927\u3001\u6eff\u8259\uff09\uff0c\u4e5f\u5c31\u662f\u5728\u7b2c\u4e00\u7bc7\u6211\u5011\u7684\u7b56\u7565\u8207\u51fd\u6578\u88e1\u53ea\u5b9a\u7fa9\u4e86\u4e0a\u9650\u503c\uff0c\u800c\u5982\u679c\u8981\u505a\u5230\u9019\u4e00\u7bc7\u6211\u5011\u4e0a\u9762\u6240\u8b1b\u7684\u76ee\u7684\uff08\u6839\u64da\u5404\u7a2e\u7d71\u8a08\u6578\u64da\u5206\u6790\u4f86\u63a7\u5236\u706b\u4faf\u3001\u529b\u9053\uff09\u6211\u5011\u5c1a\u9700\u8981\u518d\u5b9a\u7fa9\u4e00\u500b\uff02<strong>\u6b0a\u91cd<\/strong>\uff02\u7528\u9014\u7684\u63cf\u8ff0\u51fd\u6578\u5c31\u53ef\u4ee5\u5c0d\u6211\u5011\u4f7f\u7528\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578\u6240\u7b97\u51fa\u4f86\u7684\u4e0a\u9650\u6578\u503c\u57fa\u790e\u4e0a\u9032\u884c\u4f38\u7e2e\uff08\u63a7\u5236\u706b\u4faf\u3001\u529b\u9053\uff09\u3002<\/p>\n\n\n\n<p>\u63a5\u4e0b\u4f86\u9019\u500b\u505a\u70ba\uff02\u6b0a\u91cd\uff02\u7528\u9014\u7684\u63cf\u8ff0\u51fd\u6578\uff0c\u76f8\u4fe1\u5927\u5bb6\u591a\u591a\u5c11\u5c11\u90fd\u5df2\u7d93\u807d\u904e\u5f88\u591a\u6b21\u4e86\uff0c\u4e5f\u5c31\u662f\u6211\u5011\u5e73\u5e38\u8a0e\u8ad6\u4e86\u4e0d\u4e0b\u767e\u6b21\u7684<strong>\u8a55\u50f9\u51fd\u6578<\/strong>\u3002\u8a55\u50f9\u51fd\u6578\uff08\u76ee\u6a19\u51fd\u6578\uff09\u9019\u500b\u540d\u5b57\u5176\u5be6\u6709\u9ede\u5bb9\u6613\u8b93\u4eba\u8aa4\u89e3\u6216\u4e0d\u5920\u7cbe\u6e96\uff0c\u56e0\u70ba\u8a55\u50f9\u5169\u500b\u5b57\u6bd4\u8f03\u5bb9\u6613\u8b93\u6211\u5011\u5148\u5165\u70ba\u4e3b\u4ee5\u70ba\u5b83\u53ea\u6709<strong>\u7e3e\u6548\u8a55\u9451<\/strong>\u7684\u529f\u80fd\uff0c\u751a\u81f3\u8ddfRanking\u7d81\u5728\u4e00\u8d77\uff0c\u4f46\u5176\u5be6\u9019\u53ea\u662f\u5b83\u7684\u90e8\u5206\u7528\u9014\u3002\u8a55\u50f9\u51fd\u6578\u9664\u4e86\u7e3e\u6548\u8a55\u9451\u9019\u500b\u57fa\u672c\u7528\u9014\u4e4b\u5916\uff0c\u4e5f\u53ef\u4ee5\u505a\u5230<strong>\u98a8\u96aa\u7ba1\u7406<\/strong>\uff08\u6bd4\u7b56\u7565\u88e1\u7684\u6ffe\u93e1\u66f4\u70ba\u5168\u9762\uff09\u8207<strong>\u8cc7\u91d1\u914d\u7f6e\u898f\u5283<\/strong>\u7684\u529f\u80fd\u3002\u70ba\u4ec0\u9ebc\u6709\u8fa6\u6cd5\u505a\u5230\u9019\u4e9b\u529f\u80fd\uff0c\u539f\u56e0\u5f88\u7c21\u55ae\uff0c\u56e0\u70ba\u5b83\u53ef\u4ee5\u76f4\u63a5\u52d5\u614b\u63a7\u5236\u8cc7\u91d1\u6c34\u7ba1\u7684\u7e2e\u653e\uff08\u5373\u4f7f\u662f\u5728\u8a0a\u865f\u904b\u884c\u4e2d\u4e5f\u53ef\u4ee5\u52d5\u614b\u63a7\u5236\uff09\u3002\u539f\u672c\u6211\u5011\u7684\u7b56\u7565\u6b0a\u76ca\u66f2\u7dda\uff08\u5e73\u6ce8\u7b56\u7565\uff0c\u6c38\u9060\u4e00\u53e3\u55ae\u9032\u51fa\uff09\u662f\u6b7b\u7684\uff0c\u900f\u904e\u52d5\u614b\u7684\u8cc7\u91d1\u6c34\u7ba1\u63a7\u5236\uff0c\u5373\u53ef\u4ee5\u5c0d\u904b\u884c\u4e2d\u7684\u6b0a\u76ca\u66f2\u7dda\u505a\u51fa\u52d5\u614b\u7e2e\u77ed\u8207\u52d5\u614b\u62c9\u9577\u7684\u6548\u679c\uff0c\u52d5\u614b\u63d0\u9ad8\u98a8\u5831\u6bd4\u3002\u4e26\u4e14\u4e0d\u6703\u5e72\u64fe\u539f\u59cb\u7b56\u7565\u7684\u904b\u884c\uff08\u9019\u4e00\u9ede\u5f88\u91cd\u8981\uff09\uff0c\u4e5f\u5c31\u662f\u6240\u8b02\u7684\u80a1\u7968\u5f0f\u6216\u6295\u9867\u5f0f\u64cd\u4f5c\uff0c\u6211\u5011\u50c5\u53c3\u8003\u539f\u59cb\u7b56\u7565\u7684\u904b\u4f5c\u800c\u4e0d\u53bb\u4ecb\u5165\u5b83\uff0c\u4f46\u53ef\u4ee5\u81ea\u7531\u5730\u6c7a\u5b9a\u90e8\u4f4d\u7684\u5927\u5c0f\uff0c\u751a\u81f3\u8207\u5b83\u53cd\u5411\u64cd\u4f5c\uff08\u8ca0\u671f\u671b\u503c\uff09\u3002<\/p>\n\n\n\n<p>\u5728\u6211\u5011\u7684\u56de\u6e2c\u5831\u544a\u88e1\u6709\u5f88\u591a\u7684\u5206\u6790\u6578\u64da\u90fd\u53ef\u4ee5\u4f5c\u70ba\u8cc7\u91d1\u90e8\u4f4d\u898f\u5283\u6216\u662f\u98a8\u96aa\u7ba1\u7406\u7684\u53c3\u8003<\/p>\n\n\n\n<p>\u4ee5\u6211\u5011\u7b2c\u4e00\u7bc7\u7684\u7b56\u7565\u70ba\u4f8b<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"664\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-1024x664.png\" alt=\"\" class=\"wp-image-1609\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-1024x664.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-600x389.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-300x194.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-768x498.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1-1536x996.png 1536w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/1-1.png 1922w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"542\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-1024x542.png\" alt=\"\" class=\"wp-image-1610\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-1024x542.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-600x318.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-300x159.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-768x407.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1-1536x814.png 1536w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/2-1.png 1803w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"638\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-1024x638.png\" alt=\"\" class=\"wp-image-1611\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-1024x638.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-600x374.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-300x187.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-768x479.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1-1536x957.png 1536w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/3-1.png 1805w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p>\u50cf\u662fPF\u503c\/MDD\/sortino ratio\/DD\u5206\u5e03 \u7b49\u90fd\u662f\u5f88\u4e0d\u932f\u7684\u7b56\u7565\u7ba1\u7406\u8cc7\u8a0a\uff0c\u4f46\u5f88\u53ef\u60dc\u6211\u5011\u5927\u90e8\u5206\u90fd\u53ea\u662f\u770b\u770b\u800c\u5df2\uff0c\u5c31\u628a\u7b56\u7565\u4e0a\u7dda\u4e86\uff0c\u800c\u6c92\u6709\u900f\u904e\u9019\u4e9b\u6709\u7528\u7684\u8cc7\u8a0a\u53bb\u505a\u66f4\u9032\u4e00\u6b65\u7684\u7b56\u7565\u7ba1\u7406\u3002\u6240\u8b02\u7684\u7b56\u7565\u7ba1\u7406\u4e26\u4e0d\u662f\u8a2d\u500b\u7b56\u7565\u505c\u6b62\u7dda\u628a\u7b56\u7565\u505a\u4e0b\u67b6\uff08\u5c31\u50cf\u5728\u7b56\u7565\u88e1\u52a0\u500b\u83ab\u540d\u5176\u5999\u7684\u505c\u640d\u4e00\u6a23\u5ec9\u50f9\uff09\u5c31\u53eb\u505a\u7b56\u7565\u7ba1\u7406\u3002\u7b56\u7565\u7ba1\u7406\u61c9\u8a72\u662f\u53bb\u5206\u6790\u9019\u96bb\u7b56\u7565\u7684\u7279\u6027\uff0c\u4e26\u4e14\u8b93\u5b83\u66f4\u597d\uff08\u63d0\u9ad8\u98a8\u5831\u6bd4\uff09\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\u4e0a\u9762 sotino ratio\u5c31\u662f\u5f88\u4e0d\u932f\u7684performance\u6307\u6a19\uff0c\u4ee3\u8868\u9019\u96bb\u7b56\u7565\u7684\u54c1\u8cea(0.88)\uff0c\u54c1\u8cea\u8d8a\u597d\uff0c\u6211\u5011\u5c31\u7d66\u4e88\u6bd4\u8f03\u9ad8\u7684\u8cc7\u91d1\u6b0a\u91cd\uff0c\u6240\u4ee5\u6211\u5011\u7684\u8a55\u50f9\u51fd\u6578\u5c31\u53ef\u4ee5\u9019\u6a23\u5beb<\/p>\n\n\n\n<p>EVA=0.88&nbsp; (\u8a3b: \u5982\u679c\u662f\u9019\u6a23\u7684\u975c\u614b\u5beb\u6cd5\uff0c\u52d9\u5fc5\u8a2d\u5b9a\u4e00\u500b\u55ae\u671f\u6642\u9593\u5b9a\u671fupdate\uff0c\u5beb\u6210\u52d5\u614b\u8a08\u7b97\u7684\u6703\u66f4\u597d)<\/p>\n\n\n\n<p>\u4ee3\u8868\u6211\u5011\u5c07\u5206\u914d\u7d66\u9019\u96bb\u7b56\u7565\u539f\u672c\u6eff\u8259\u55ae\u4f4d\u53e3\u6578\u7684 0.88\u500d\u53e3\u6578<\/p>\n\n\n\n<p>\u9019\u662f\u6700\u57fa\u672c\u7684<strong>\u7e3e\u6548\u8a55\u9451<\/strong>\u529f\u80fd\uff0c\u7576\u4f60\u7b56\u7565\u5f88\u591a\u7684\u8a71\uff0c\u53ef\u4ee5\u900f\u904e\u9019\u6a23\u7684\u8a2d\u5b9a\u7d66\u4e88\u4e0d\u540c\u7b56\u7565\u4e0d\u540c\u7684\u53ef\u7528\u8cc7\u91d1<\/p>\n\n\n\n<p>\u8a55\u50f9\u51fd\u6578\u4e26\u975e\u50c5\u6b62\u65bc\u6b64\uff0c\u6211\u5011\u9084\u53ef\u4ee5\u5e6b\u5b83\u52a0\u5165<strong>\u98a8\u96aa\u7ba1\u7406<\/strong>\u7684\u529f\u80fd<\/p>\n\n\n\n<p>\u8209\u4f8b\u4f86\u8aaa\uff0c\u4f8b\u5982\u4f60\u73fe\u5728\u5df2\u7d93\u6709\u8d85\u904e\u5169\u53e3\u7684\u8cc7\u91d1\uff0c\u4f60\u6703\u600e\u9ebc\u505a\uff1f<\/p>\n\n\n\n<p>\u4fbf\u5b9c\u884c\u4e8b\u7684\u8a71\u7576\u7136\u662f\u76f4\u63a5\u5c31\u628a\u9019\u500b\u7b56\u7565\u6c38\u9060\u4e0b\u5169\u53e3\u3002\u4f46\u5982\u679c\u6211\u5011\u60f3\u8981\u8b93\u4f60\u9019\u591a\u51fa\u7684\u4e00\u53e3\u6216\u5169\u53e3\u6709\u9054\u5230\u98a8\u96aa\u7ba1\u7406\u7684\u6548\u679c\u6211\u5011\u61c9\u8a72\u600e\u9ebc\u505a\uff1f<\/p>\n\n\n\n<p>\u4e00\u6a23\uff0c\u6211\u5011\u53ef\u4ee5\u53c3\u8003\u904e\u53bb\u7684\u6578\u64da\uff0c\u50cf\u662f\u6211\u5011\u53ef\u80fd\u6703\u767c\u73feDD\u6709\u4e00\u5b9a\u7684\u5faa\u74b0\u7279\u6027\uff08\u6307\u6578\u985e\u5546\u54c1\u8f03\u70ba\u660e\u986f\uff09<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"850\" height=\"481\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/08\/4-1.png\" alt=\"\" class=\"wp-image-1612\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/4-1.png 850w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/4-1-600x340.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/4-1-300x170.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/4-1-768x435.png 768w\" sizes=\"(max-width: 850px) 100vw, 850px\" \/><\/figure>\n\n\n\n<p>\u6240\u4ee5\u6211\u5011\u5c31\u53ef\u4ee5\u9032\u884c\u8a55\u50f9\u51fd\u6578\u7684\u64f4\u5145\u61c9\u7528\uff0c\u5c07\u8a55\u50f9\u51fd\u6578\u9019\u6a23\u64f4\u5145\u64b0\u5beb<\/p>\n\n\n\n<p>filter=filter[1];<\/p>\n\n\n\n<p>if \u5275\u9ad8and marketposition&lt;&gt;marketposition[1] then filter=0;<\/p>\n\n\n\n<p>If DD&lt;-2500000 then filter=1;<\/p>\n\n\n\n<p>EVA=0.44+filter*0.44<\/p>\n\n\n\n<p>(\u8a3b:\u4e0a\u9762\u662fPowerLanguage\u7684\u55ae\u6839K\u68d2\u5f0f\u7684\u57f7\u884c\u5beb\u6cd5\uff0c\u5982\u679c\u662f\u5e8f\u5217\u5f0f\u8a9e\u8a00\u4e0d\u662f\u9019\u6a23\u5beb\u3002\u5927\u610f\u662f: \u7576DD\u767c\u751f\u5230\u9054-2500000\u6642\uff0c\u64f4\u5927\u8cc7\u91d1\uff0c\u5728\u5275\u9ad8\u4e14\u4ea4\u6613\u7d50\u675f\u5f8creset)<\/p>\n\n\n\n<p>\u4e5f\u5c31\u662f\u6839\u64da\u5faa\u74b0\u7279\u6027\u9032\u884c\u7b56\u7565 drawdown \u98a8\u96aa\u7684\u7ba1\u7406\uff0c\u8b93\u7b2c\u4e8c\u53e3\u55ae\u5728DD\u771f\u5be6\u767c\u751f\u5f8c\u624d\u9032\u5834<\/p>\n\n\n\n<p><strong><span class=\"has-inline-color has-primary-color\">\u5df2\u767c\u751f\u7684\u98a8\u96aa\u4e0d\u662f\u98a8\u96aa\uff0c\u662f\u512a\u52e2\u3002<\/span><\/strong><\/p>\n\n\n\n<p><strong><span class=\"has-inline-color has-primary-color\">\u5df2\u767c\u751f\u7684\u98a8\u96aa\u4e0d\u662f\u98a8\u96aa\uff0c\u662f\u512a\u52e2\u3002<\/span><\/strong><\/p>\n\n\n\n<p><strong><span class=\"has-inline-color has-primary-color\">\u5df2\u767c\u751f\u7684\u98a8\u96aa\u4e0d\u662f\u98a8\u96aa\uff0c\u662f\u512a\u52e2\u3002<\/span><\/strong><\/p>\n\n\n\n<p><span class=\"has-inline-color has-primary-color\"><strong>\u98a8\u5831\u6bd4<\/strong>\u8f03\u9ad8\u7684\u9032\u5834\u9ede\u6216\u52a0\u78bc\u9ede\uff0c\u6211\u5011\u5f88\u96e3\u5728\u7b56\u7565\u4e2d\u64b0\u5beb\uff08\u56e0\u70ba\u6211\u5011\u6703\u9700\u8981\u7528\u5230\u539f\u59cb\u7b56\u7565\u7684\u7d71\u8a08\u8cc7\u8a0a\uff0c\u5982\u679c\u4f60\u5beb\u5728\u7b56\u7565\u88e1\u6703\u6539\u8b8a\u5b83\u7684\u6a5f\u7387\u5206\u5e03\uff0c\u6240\u4ee5\u53ea\u80fd\u5728\u7ba1\u7406\u5c64\u8655\u7406\uff09<\/span><\/p>\n\n\n\n<p>\uff08\u8a3b\uff1a\u8981\u505a\u9019\u7a2e\u5faa\u74b0\u90e8\u7f72\u4e5f\u5c31\u662f\u5747\u503c\u56de\u6b78\u7279\u6027\uff0c\u8981\u78ba\u8a8d\u52d5\u80fd\u65b9\u5411\uff0c\u6240\u4ee5\u5efa\u8b70\u4e0a\u9762\u76840.88\u9084\u662f\u8981\u64b0\u5beb\u6210\u52d5\u614b\u8a08\u7b97\u7684\uff09<\/p>\n\n\n\n<p>\u5982\u6b64\u64b0\u5beb\u6211\u5011\u5c31\u80fd\u5920\u6839\u64da\u4e0d\u540c\u7684\u98a8\u96aa\u767c\u751f\u5f8c\u7d66\u4e88\u4e0d\u540c\u7684\u8cc7\u91d1\u90e8\u4f4d\u5206\u914d\uff08\u689d\u4ef6\u6a5f\u7387\uff09<\/p>\n\n\n\n<p>\u70ba\u4ec0\u9ebc\u6703\u6709\u4e00\u53e5\u8a71\u53eb\u505a\u672c\u591a\u7d42\u52dd\uff0c\u56e0\u70ba\u7576\u4f60\u80fd\u914d\u7f6e\u7684\u53e3\u6578\u8d85\u904e1\uff0c\u900f\u904e\u90e8\u4f4d\u90e8\u7f72\u6216\u90e8\u4f4d\u7ba1\u7406\uff0c\u6211\u5011\u53ef\u4ee5\u628a\u539f\u672c\u7684\u90a3\u4e00\u9053\u83dc\u716e\u5f97\u66f4\u597d\uff0c<strong><span class=\"has-inline-color has-primary-color\">\u628a\u98a8\u96aa\u8f49\u70ba\u512a\u52e2<\/span><\/strong>\uff0c\u63d0\u9ad8\u98a8\u5831\u6bd4\u3002<strong><span class=\"has-inline-color has-primary-color\">\u7b56\u7565\u662f\u6b7b\u7684\uff0c\u4f46\u4f60\u662f\u6d3b\u7684\uff0c\u4f60\u53ef\u4ee5\u9019\u628a\u528d\u800d\u5f97\u66f4\u597d\uff0c\u9019\u5c31\u662f\u7ba1\u7406<\/span><\/strong>\u3002<\/p>\n\n\n\n<p>\u900f\u904e\u8a55\u50f9\u51fd\u6578\u4f60\u9084\u53ef\u4ee5\u5be6\u73fe\u5f88\u591a\u7a2e\u4f60\u66fe\u7d93\u807d\u904e\u4f46\u6c92\u62ff\u4f86\u7528\u7684\u4f5c\u6cd5\uff0c\u50cf\u662f\u80a1\u7968\u6216\u57fa\u91d1\u6211\u5011\u5e38\u807d\u5230\u7684\u4e00\u4e9b\u65b9\u6cd5\uff0c\u50cf\u662f\u5b9a\u671f\u5b9a\u984d\u6cd5\uff0c\u6216\u662f\u4f60\u89ba\u5f97\u7b26\u5408\u4f60\u500b\u6027\u7684\u5404\u7a2e\u5275\u65b0\u8cc7\u91d1\u914d\u7f6e\u6f14\u7b97\u6cd5<\/p>\n\n\n\n<p>\u5176\u4ed6\u7684\u50cf\u662f\u7b56\u7565\u88e1\u6211\u5011\u539f\u672c\u6163\u7528\u7684\u6ffe\u93e1\uff0c\u90fd\u53ef\u4ee5\u50cf\u4e0a\u9762\u7684\u4f8b\u5b50\u79fb\u8f49\u5230\u8a55\u50f9\u51fd\u6578\u88e1\uff0c\u4f9d\u64da\u6ffe\u93e1\u7684\u6297\u566a\u539f\u7406\u6216\u98a8\u96aa\u6a5f\u7387\u5206\u5e03\u914d\u7f6e\u90e8\u4f4d\uff0c\u800c\u4e0d\u518d\u662f\u7b56\u7565\u88e1\u6b7b\u677f\u7684\u4e8c\u5206\u6cd5\u6216\u662f\u53ea\u80fd\u63a7\u5236\u9032\u5834\u9ede\u7576\u4e0b\u7684\u6578\u503c\uff08MC\u7684\u9650\u5236\uff09\uff0c\u628a\u6211\u5011\u539f\u672c\u6ffe\u93e1\u7684\u539f\u7406\u6539\u5230\u8a55\u50f9\u51fd\u6578\u88e1\u5be6\u4f5c\uff0c\u53ef\u4ee5\u66f4\u52d5\u614b\u4e14\u66f4\u7d30\u7dfb\u7684\u63a7\u5236\u90e8\u4f4d\u7684\u5927\u5c0f\uff0c\u4e14\u4e0d\u53d7\u9650\u65bcMC\u6b7b\u677f\u7684\u9032\u51fa\u5834\u9ede\uff0c\u6240\u6709\u4f4d\u7f6e\u90fd\u53ef\u4ee5\u5373\u6642\u4ecb\u5165\u3002<\/p>\n\n\n\n<p>\u628a\u6642\u9593\u82b1\u5728\u4e86\u89e3<strong>\u90e8\u4f4d\u90e8\u7f72\uff0f\u98a8\u96aa\u7ba1\u7406\uff08\u98a8\u96aa\u6a5f\u7387\u5206\u5e03\uff09\uff0f\u8cc7\u91d1\u914d\u7f6e\u7ba1\u7406<\/strong>\uff0c\u6703\u6bd4\u6211\u5011\u5f04\u4e00\u5806\u7121\u6b62\u76e1\u6700\u4f73\u5316\u51fa\u4f86\u7684\u55ae\u53e3\u7b56\u7565\u505a\u758a\u52a0\u66f4\u80fd\u4e86\u89e3\u5e02\u5834\u7684\u904b\u4f5c\u6a21\u5f0f\uff0c\u4e00\u5806\u55ae\u53e3\u7b56\u7565\u758a\u52a0\u8d77\u4f86\u7684\u96d6\u7136\u770b\u8d77\u4f86\u6709\u53e3\u6578\u6bd4\u4f8b\u8b8a\u5316\uff0c\u4f46\u6211\u4e0d\u662f\u5f88\u80fd\u8a8d\u540c\u90a3\u500b\u53eb\u505a\u90e8\u4f4d\u7ba1\u7406\uff38\uff24<\/p>\n\n\n\n<p>\u6240\u4ee5..\u4e0d\u8981\u518d\u4ee5\u70ba\u8a55\u50f9\u51fd\u6578=Ranking\u6216\u53ea\u6709Ranking&#8230;&#8230;\u6230\u7565\u90e8\u7f72\u624d\u662f\u8a55\u50f9\u51fd\u6578\u7684\u91cd\u982d\u6232<\/p>\n\n\n\n<p>\uff08\u8a3b: To \u8a55\u50f9\u5927\u5e2b\u8207\u91cf\u5316\u601d\u7dad\u6230\u7565\u4ea4\u6613\u5e73\u53f0\u7684\u540c\u5b78\uff0c<strong>\u8cc7\u91d1\u6a19\u6e96\u5316\u51fd\u6578<\/strong>\u5167\u9810\u8a2d\u7684\u662f2000\u842c\u8ddf5%\uff0c\u6211\u5011\u53ef\u4ee5\u900f\u904e\u201d\u5e33\u6236\u91d1\u984d\u201d\u8ddf\u201d\u52d5\u80fd\u8f49\u63db\u7387\u201d\uff08\u539fXeus\u90e8\u4f4d\u7e2e\u653e\u6b04\u4f4d\uff09\u5169\u500b\u6b04\u4f4d\u7684\u8a2d\u5b9a\u4f86\u9032\u884c\u90e8\u4f4d\u91cd\u65b0\u7e2e\u653e\u7684\u52d5\u4f5c\uff0c\u4f86\u8a08\u7b97\u51fa\u4f60\u771f\u5be6\u7b26\u5408\u98a8\u96aa\u7684\u6bd4\u4f8b\u4e0b\u55ae\uff09<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"552\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-1024x552.png\" alt=\"\" class=\"wp-image-1613\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-1024x552.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-600x323.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-300x162.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-768x414.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15-1536x828.png 1536w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/08\/\uff15.png 1666w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>\u672a\u5b8c\uff0c\u5f85\u7e8c\uff5e<\/p>\n\n\n\n<p><\/p>\n\n\n<h2 class=\"wp-block-heading\" id=\"%25e7%25b2%2589%25e7%25b5%25b2%25e5%25b0%2588%25e9%25a0%2581\"><a href=\"http:\/\/www.facebook.com\/quantbrains.club\">&#31881;&#32114;&#23560;&#38913;<\/a><\/h2>\n\n\n<h2 class=\"wp-block-heading\" id=\"%25e9%2580%25b2%25e5%258c%2596%25e7%2589%25b9%25e5%258d%2580\"><a href=\"http:\/\/yutingvpn.tw\/wordpress\/purchase\/\">&#36914;&#21270;&#29305;&#21312;<\/a><\/h2>\n\n\n\n<figure class=\"wp-block-embed-wordpress wp-block-embed is-type-wp-embed is-provider-\u91cf\u5316\u601d\u7dad\"><div class=\"wp-block-embed__wrapper\">\nhttp:\/\/yutingvpn.tw\/wordpress\/2020\/08\/02\/%e7%ad%96%e7%95%a5%e8%88%87%e8%b3%87%e9%87%91%e7%ae%a1%e7%90%86%e6%b5%81%e7%a8%8b-%e9%80%a3%e8%bc%89%e4%b8%80\/?fbclid=IwAR3U2DGz-KK_cGRi0FpkUbBzvhQB9akyJokY00QW5Hi4WVfHJ6gaURwBWco\n<\/div><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>&#31574;&#30053;&#33287;&#038;#3603&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1608","post","type-post","status-publish","format-standard","hentry","category-uncategorized","wpcat-1-id"],"_links":{"self":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1608","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=1608"}],"version-history":[{"count":16,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1608\/revisions"}],"predecessor-version":[{"id":1634,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1608\/revisions\/1634"}],"wp:attachment":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media?parent=1608"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/categories?post=1608"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/tags?post=1608"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}