金石量化係統
基於理論物理的量化交易係統
正文
經過半年的磨合優化，係統重拾升軌，
係統計算結果： 下周一 跌
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | +2.9% | +2.9% | ||||||||||
| 2016 | +29.8% | +5.9% | (3.1%) | (7.7%) | +3.4% | (6.5%) | (1%) | (3.1%) | (15.3%) | (5.2%) | +24.4% | +2.6% | +16.9% |
| Today (1) | MTD (Dec) | YTD (2016) | |
| 金石量化係統 | 0.31% | 7.73% | 17.0% |
| QLD | -0.31% | -2.50% | 4.38% |
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