系统量化交易者

系统量化交易者

一个只懂追涨杀跌,交易能力为0的低手

他的全部讨论

交易周记:2024.07.15-2024.07.19

一、指数和交易
上证:0.37%,沪深300:1.92%,中证500:-0.96%,中证1000: -1.16%, 中证2000: -2.94% 创业板:2.49% 科创50: 4.33% 北证50: 4.61%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
主账户...

讨论

熊市还是要保守点,宁缺毋滥,不怕踏空,只怕套牢!

交易周记:2024.07.08-2024.07.12

一、指数和交易
上证:0.72%,沪深300:1.2%,中证500:1.09%,中证1000: 1.4%, 中证2000: 1.14% 创业板:1.69% 科创50: 2.79% 北证50: 0.05%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
主账户 : -0...

讨论

1.Focus on the underlying source of returns,not the tools to extract it
2.The importance of diversification
3.Randomness is a very dangerous factor in your models
4.Beware of hidden risks
5.Don't downplay the importance of outlier years in the returns of y...

交易周记:2024.07.01-2024.07.05

一、指数和交易
上证:-0.59%,沪深300:-0.88%,中证500:-1.55%,中证1000: -1.74%, 中证2000: -2.04% 创业板:-1.65% 科创50: -1.86% 北证50: -2.39%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
...

交易月记:2024年6月

一、指数情况
上证:-3.87%,沪深300:-3.3%,中证500:-6.89%,中证1000: -8.58% ,中证2000: -9.15% 创业板:-6.74% 科创50: -4.19%,北证50: -8.11%
主账户: -2.49%
大账户老: 0.03%
大账户新: -0.97% (个股网格系统)
中账户: 0.5%
中小账户: -0.14%
小账户: ...

Never give up

Trading is a marathon,not a sprint!

讨论

1. "A good trading rule should be testable, relatively simple, and understandable,
Without those, you will likely be left with an overfitted rule."
2. "Asking the right questions, can be the difference between being lost for months or solving your trading ...

讨论

1. "Focus on a portfolio of strategies; no single strategy will save you."2. "Strategy parameters should fight to survive; do not add parameters that don't make a measurable difference."
3. "Your strategy will stop working at some point. Don't ...

讨论

测试也是一种模拟,测试你的系统在过去走势下的适应度,但过去走势其实只是各种走势下的一种.
只是因为过去发生过,未来重复的概率大!

交易周记:2024.06.18-2024.06.22

一、指数和交易
上证:-1.14%,沪深300:-1.3%,中证500:-2.12%,中证1000: -2.42%, 中证2000: -1.94% 创业板:-1.98% 科创50: 0.54% 北证50: -1.93%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
主...

讨论

the only thing holding you back is yourself:
1.You are not following Rules
2.You are not being consistent
3.You are not utilizing Risk-Management

交易周记:2024.06.11-2024.06.14(转型)

一、指数和交易
上证:-0.61%,沪深300:-0.91%,中证500:0.08%,中证1000: 0.53%, 中证2000: 2.07% 创业板:0.58% 科创50: 2.21% 北证50: 1.55%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
主账户 ...

讨论

Remember:
1. Sit on your hands when you don't see edge. Don't force setups. Patience.
2. Step up when you do see edge. No fear. No hesitation. Follow your process. Expect nothing. Expectations create emotions.
3. Trade the market, not your P&L.
4...

讨论

1. Most things that make money in markets are already discovered
2. Given that, if you think you discovered something new, I'd bet on two things: a) Either you don't understand what really is you're extracting from the market b) You made a mistake somewhere<...

交易周记:2024.06.3-2024.06.7

一、指数和交易
上证:-1.15%,沪深300:-0.16%,中证500:-1.88%,中证1000: -3.76%, 中证2000: -7.06% 创业板:-1.33% 科创50: -0.71% 北证50: -4.93%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
...

讨论

1. "Focus on a portfolio of strategies; no single strategy will save you."
2. "Strategy parameters should fight to survive; do not add parameters that don't make a measurable difference."
3. "Your strategy will stop working at some point. Don&#...

交易月记:2024年5月

一、指数情况
上证:-0.58%,沪深300:-0.68%,中证500:-2.44%,中证1000: -2.59% ,中证2000: -2.2% 创业板:-2.87% 科创50: -3.16%,北证50: -5.24%
主账户: -2.69%
大账户老: -3.18%
大账户新: -3.1%
中账户: 2.55%
中小账户: 0.81%
小账户: 0.64%
各个...

交易周记:2024.05.27-2024.05.31

一、指数和交易
上证:-0.07%,沪深300:-0.6%,中证500:-0.09%,中证1000: 0.1%, 中证2000: 0.01% 创业板:-0.74% 科创50: 2.2% 北证50: -1.59%
各账户交易收益率:(按本周完成交易计算,可能跨周,未完成交易不计算,只按参与交易的资金计算收益率,所以盈亏率比账户盈亏率高)
主账户 ...