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刚接触，想请问一下，回测了几个策略。
从2020-2月拿到现在eth自身涨了1300%，策略我测过的最高只能吃到1100%左右还是我自己写的。
包括海龟收益，唐奇安通道等等。
正常的量化机器人收益是怎么样的啊？跑不过是策略的问题还是常态啊。
如果是常态那现货机器人的意义是什么啊？
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成长性资产用趋势策略，比如均线那些。区块链，电动车，光伏，芯片，互联网等适用。
震荡资产用网格策略（包括你说的海龟策略也属于这类）。大宗商品，外汇等适用。
我要提醒你的是高频策略（分钟至微秒级别）拼的是财力，延迟达到ms级别基本等于输了。中频策略两头不讨好，低频策略只看k线信息不足，需要结合深入产业研究获得alpha收益。
我个人感觉的话个人投资者只有长线有机会。
5 years ago
- 1