风格切换:从打板到半路扫板

行者量化
行者量化 价格包含一切

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    打板策略高收益的同时必然伴随高风险、高回撤,特别是在市场情绪不佳的情况下,打板策略的净值曲线波动非常大。

    历经了近半年的打板策略后,最近开始进行风格切换,从打板到半路扫板。

   先上一张风格切换后的账号净值收益率图,后面有时间和精力再继续分享更多.


Published on 2025-05-19 09:13

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