伯恩_品职助教 · 2021年03月27日
嗨,爱思考的PZer你好:
同学你好,这里long表现好的short表现不好的,标准不一定是一样的,比如Most managed futures strategies involve some “pattern recognition” trigger that is either momentum/trend driven or based on a volatility signal,其中momentum/trend driven是time-series momentum (TSM) trend:Long assets that are rising in price and go short assets that are falling in price。那具体long所谓的表现好的,好的标准就是根据具体策略来定义的。
每天都鼓励你们的伯恩小哥哥
----------------------------------------------就算太阳没有迎着我们而来,我们正在朝着它而去,加油!