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交易策略 [2020/02/28 11:50] 101.39.113.86 创建 |
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| - | [[交易策略]] | + | ====== 交易策略 ====== |
| 交易策略:根据规则,制定交易决策,在市场上进行买卖的方法。交易策略是经过了深思熟虑的投资和[[交易计划]],其中涉及投资目标、[[风险承受能力]]、时间范围和[[交易成本]]的影响。 策略制定者需要研究和采纳[[交易思想]],发现最佳操作结果,并坚持下去。 | 交易策略:根据规则,制定交易决策,在市场上进行买卖的方法。交易策略是经过了深思熟虑的投资和[[交易计划]],其中涉及投资目标、[[风险承受能力]]、时间范围和[[交易成本]]的影响。 策略制定者需要研究和采纳[[交易思想]],发现最佳操作结果,并坚持下去。 | ||
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| A trading strategy is the method of buying and selling in markets that is based on predefined rules used to make trading decisions.A trading strategy includes a well-considered investing and trading plan that specifies investing objectives, risk tolerance, time horizon and tax implications. Ideas and best practices need to be researched and adopted then adhered to. | A trading strategy is the method of buying and selling in markets that is based on predefined rules used to make trading decisions.A trading strategy includes a well-considered investing and trading plan that specifies investing objectives, risk tolerance, time horizon and tax implications. Ideas and best practices need to be researched and adopted then adhered to. | ||
| + | 《量化投资策略》一书介绍了一些适合个人投资者的,在分钟频、周频或月频上简单易行的投资策略。主要涉及股票和[[ETF]](交易所交易基金)。这些策略包括四类:[[择时]]、[[动量]]、[[季节性模式]]和价值型策略。评估这些策略的标准包括:[[平均收益率]]、[[回撤深度]]、[[回撤持续期]]、[[夏普比率]]、[[索提诺比率]]、[[斯特林比率]]和[[凯利准则]]。 | ||