{"id":307,"date":"2016-11-08T14:01:35","date_gmt":"2016-11-08T06:01:35","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=307"},"modified":"2022-03-21T05:59:46","modified_gmt":"2022-03-20T21:59:46","slug":"position-sizing-%e6%8a%95%e8%b3%87%e7%9a%84%e6%b3%a8%e7%a2%bc","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2016\/11\/position-sizing-%e6%8a%95%e8%b3%87%e7%9a%84%e6%b3%a8%e7%a2%bc\/","title":{"rendered":"Position sizing \u6295\u8cc7\u7684\u6ce8\u78bc"},"content":{"rendered":"<h3><span style=\"font-size: 14pt; color: #04b2f2;\">Position sizing \u6295\u8cc7\u7684\u6ce8\u78bc<\/span><\/h3>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u627e\u5230\u6709\u6b63\u56de\u5831\u7684\u6295\u8cc7\u7269\u6216\u6295\u8cc7\u7b56\u7565\uff0c\u53c8\u5f97\u77e5\u8a72\u6295\u8cc7\u7269\u6216\u6295\u8cc7\u7b56\u7565\u7684\u56de\u5831\u6a19\u6e96\u5dee\uff0c\u5f9e\u800c\u5f97\u51fa<a href=\"https:\/\/www.mpfdiy.com\/2016\/11\/01\/sharpe-ratio-%e5%a4%8f%e6%99%ae%e6%af%94%e7%8e%87\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u590f\u666e\u6bd4\u7387<\/a>\u4f5c\u70ba\u6bd4\u8f03\u4e4b\u5f8c\uff0c\u6295\u8cc7\u8005\u7684\u4e0b\u4e00\u6b65\u5c31\u662f\u8981\u6c7a\u5b9a\u6295\u8cc7\u7684\u6ce8\u78bc\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u5047\u5982\u4f60\u5e36\u4e86$10,000\u904e\u5927\u6d77\u73a9\u9ab0\u76c5\uff0c\u53c8\u5e36\u4e86\u96b1\u5f62\u6db2\u6676\u9ad4\u986f\u5f71\u773c\u93e1\uff0c\u4ee4\u4f30\u4e2d\u5927\u7d30\u7684\u6a5f\u6703\u589e\u52a0\u523060%\uff0c\u90a3\u9ebc\uff0c\u4f60\u6bcf\u92ea\u61c9\u8a72\u843d\u6ce8\u591a\u5c11\u9322\uff1f<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u6b63\u5e38\u4eba\u5514\u6703\u5c07\u6210\u500b\u8001\u672c$10,000\u5728\u7b2c\u4e00\u92ea\u5c31\u4e00\u6b21\u904e\u8cb7\u6652\u843d\u53bb\uff0c\u56e0\u70ba\u4ef2\u670940%\u6a5f\u6703\u6703\u8f38\u6652\u3002\u8cb7$200\u53c8\u597d\u4f3c\u592a\u5c11\uff0c\u7a76\u7adf\u6709\u6c92\u6709\u4e00\u500b\u6700\u4f73\u7684\u6ce8\u78bc\/\u672c\u91d1\u6bd4\u7387\uff1f<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u540c\u6a23\uff0c\u6709\u4e00\u6295\u8cc7\u7269\uff0c\u5e74\u5747\u56de\u583110%\u3001\u6309\u6708\u6ce2\u5e458%\uff08\u5e74\u5747\u6ce2\u5e4527.7%\uff09\uff0c\u90a3\u9ebc\uff0c\u4f60\u61c9\u8a72\u5f9e\u672c\u91d1\u4e2d\u5206\u6d3e\u591a\u5c11\u767e\u5206\u6bd4\u53bb\u8a72\u6295\u8cc7\u7269\uff1f\u7a76\u7adf\u6709\u6c92\u6709\u4e00\u500b\u6700\u4f73\u7684\u6ce8\u78bc\uff0f\u672c\u91d1\u6bd4\u7387\uff1f<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u8cc7\u7522\u5206\u914d\u6bd4\u7387\u7684\u8a08\u7b97\uff0c\u53ef\u4ee5\u904b\u7528<strong><span style=\"color: #04b2f2;\">\u56de\u5831\u6ce2\u5e45\u512a\u5316\u7b56\u7565<\/span><\/strong>\uff08\u898b\u300a\u7a4d\u91d1\u5927\u53cd\u6483\u300b\u7b2c56\u9801\uff09\uff0c\u6309\u81ea\u5df1\u7684\u98a8\u96aa\u6c34\u5e73\u53bb\u8a02\u7acb\u6309\u6708\u6ce2\u5e45\uff0c\u4fbf\u53ef\u4ee5\u5f97\u51fa\u6700\u4f73\u56de\u5831\u4e0b\u7684\u7684\u8cc7\u91d1\u914d\u7f6e\u6bd4\u4f8b\uff1b\u4ea6\u53ef\u653e\u5bec\u6309\u6708\u6ce2\u5e45\uff0c\u4ee5\u5f97\u51fa\u6700\u9ad8\u56de\u5831\u7387\u4e4b\u4e0b\u7684\u8cc7\u91d1\u914d\u7f6e\u6bd4\u4f8b\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u9664\u4e86\u300c\u56de\u5831\u6ce2\u5e45\u512a\u5316\u7b56\u7565\u300d\uff0c\u4ea6\u53ef\u4ee5\u904b\u7528\u4e00\u500b\u540d\u53eb<strong><span style=\"color: #04b2f2;\">\u51f1\u5229\u6e96\u5247\uff08Kelly criterion\uff09<\/span><\/strong>\u7684\u65b9\u6cd5\uff0c\u8a08\u7b97\u5728\u6700\u4f73\u56de\u5831\u4e4b\u4e0b\u7684\u8cc7\u91d1\u914d\u7f6e\u6bd4\u4f8b\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\"><a href=\"https:\/\/www.mpfdiy.com\/2016\/11\/14\/kelly-criterion-%e5%87%b1%e5%88%a9%e6%ba%96%e5%89%87\/\">\u4e0b\u56de\u7e7c\u7e8c<\/a><\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\"><em>Image from demonstrations.wolfram.com<\/em><\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Position sizing \u6295\u8cc7\u7684\u6ce8\u78bc &nbsp; \u627e\u5230\u6709\u6b63\u56de\u5831\u7684\u6295\u8cc7\u7269\u6216\u6295\u8cc7\u7b56\u7565\uff0c\u53c8\u5f97\u77e5\u8a72\u6295\u8cc7\u7269\u6216\u6295\u8cc7&#8230;<\/p>\n","protected":false},"author":1,"featured_media":308,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_uf_show_specific_survey":0,"_uf_disable_surveys":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","enabled":false},"version":2}},"categories":[1],"tags":[54,30,55,22,7],"class_list":["post-307","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-1","tag-position-sizing","tag-sharpe-ratio","tag-55","tag-22","tag-7"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2016\/11\/kelly-portfolio.jpg?fit=591%2C459&ssl=1","jetpack_sharing_enabled":true,"jetpack_shortlink":"https:\/\/wp.me\/p7Tc20-4X","jetpack-related-posts":[],"_links":{"self":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/307","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/comments?post=307"}],"version-history":[{"count":5,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/307\/revisions"}],"predecessor-version":[{"id":6910,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/307\/revisions\/6910"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media\/308"}],"wp:attachment":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media?parent=307"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/categories?post=307"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/tags?post=307"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
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