Trading signals for today (2016-02-23):
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Sold QLD, bought QID
see https://www.collective2.com/details/98531369 for details
系统最新统计:
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2015 | - | +2.9% | +2.9% | ||||||||||
2016 | +29.8% | +3.5% | +34.3% |
Today (23) | MTD (Feb) | YTD (2016) | |
金石量化系统 | -3.25% | 3.50% | 34.30% |
QLD | -3.25% | -5.26% | -18.61% |
多谢你的建议,我会需要用一直到2006年的数据进行回测,看看长期回报和回报分哪个更合理。。几天的直观感觉不能保证长期的有效性