“对冲之王”AI量化对冲每天业绩公告:
2020年第一个交易日(100万美金账户)业绩数据:
净利润:20094美金
收益率:+2%
交易单量:160单
交易手数:436手
月均交易:11783手
利润因子:1.19
盈亏比:3.16
持仓仓位:<3.8%
最大回撤:-8.6%
预期年化收益:122%
部分已平仓交易记录和数据如图......
“对冲之王”-量化为剑,对冲为盾
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