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交易策略 [2020/03/10 13:57] 121.23.60.171 |
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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。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。 | + | 《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]]。 |