金石量化係統

基於理論物理的量化交易係統
正文

金石量化係統2.0, 一周總結

(2017-03-24 13:09:05) 下一個

一周: 對三次,錯兩次
周回報: 4.03%
月回報: 4.40%
YTD:  25.80%

Monday -0.26%
Tuesday 3.07%
Wednesday 1.29%
Thursday -0.47%
Friday 0.38%

 

  Today (24) MTD (Mar) YTD (2017)
金石量化係統2.0 0.38% 4.40% 17.12%
QLD 0.38% 0.79%

20.89%

 

C2 Link: https://collective2.com/details/98531369

 

  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% (18.8%) (7.5%)
2017 +10.3% +9.3% +4.4%                                                                +25.8%

 

 

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