{"id":4750,"date":"2020-06-21T20:20:41","date_gmt":"2020-06-21T12:20:41","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=4750"},"modified":"2020-06-22T08:09:56","modified_gmt":"2020-06-22T00:09:56","slug":"%e5%b0%88%e8%a8%aa1-aqumon","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2020\/06\/%e5%b0%88%e8%a8%aa1-aqumon\/","title":{"rendered":"\u5c08\u8a2a#1- Aqumon"},"content":{"rendered":"
<\/p>\n
\u5c08\u8a2a\u7cfb\u5217<\/strong><\/span>\u5617\u8a66\u8d70\u8a2a\u6709\u95dc\u5f37\u7a4d\u91d1\u53ca\u6295\u8cc7\u7ba1\u7406\u7684\u5404\u6a5f\u69cb\u53ca\u4eba\u7269\uff0c\u4ee4MPFDIY.com \u5167\u51fa\u73fe\u591a\u4e9b\u4e0d\u540c\u8072\u97f3\u53ca\u770b\u6cd5\uff0c\u53c8\u53ef\u4ee4\u6587\u7ae0\u5167\u5bb9\u66f4\u52a0\u591a\u5143\u5316\u3002<\/span><\/p>\n <\/p>\n \u6253\u982d\u70ae\u7684\u662fAqumon<\/a> \uff0c\u524d\u6587(\u898b\u6b64<\/a>)\u5df2\u7d93\u6709\u8ac7\u53ca\u73fe\u6642\u5728\u9999\u6e2f\u63d0\u4f9b\u6a5f\u68b0\u4eba\u6295\u8cc7\u7684Aqumon\u3002<\/span><\/p>\n <\/p>\n Aqumon \u662f\u9999\u6e2f\u571f\u751f\u571f\u9577\u7684\u6295\u8cc7\u521d\u5275\u516c\u53f8\uff0c\u4ee5robo advisor (\u6a5f\u68b0\u4eba\u6295\u8cc7)\u7684\u670d\u52d9\u9762\u5411\u5e02\u6c11\u5927\u773e(B to C)\uff0c\u53e6\u5916\uff0cAqumon \u4ea6\u6709\u5176\u4ed6B toB \u670d\u52d9\uff0c\u4e00\u4e9b\u9280\u884c\u53ca\u6295\u8cc7\u6a5f\u68b0\u7684robo advisor \uff0c\u80cc\u5f8c\u7684\u6295\u8cc7\u5f15\u64ce\u4ea6\u662f\u7531Aqumon \u6240\u63d0\u4f9b\u3002<\/span><\/p>\n <\/p>\n \u8fd1\u6708\u7b46\u8005\u6709\u6a5f\u6703\u5230\u8a2aAqumon \u4f4d\u65bc\u9c02\u9b5a\u6d8c\u7684\u8fa6\u516c\u5ba4\uff0c\u8207Aqumon \u7684\u8ca1\u5bcc\u7ba1\u7406\u90e8\u77f3\u5065\u660e\u4e3b\u7ba1\u8207\u53ca\u91cf\u5316\u7814\u7a76\u90e8\u9580\u7684\u5468\u4fca\u946b\u5148\u751f\u9032\u884c\u4e86\u6df1\u5165\u7684\u6e9d\u901a\u4ea4\u6d41\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n \u7b46\u8005<\/span>\uff1a\u8acb\u554fAqumon \u8207\u5176\u4ed6\u9999\u6e2f\u7684robo advisor \u6700\u5927\u5206\u5225\u662f\u4ec0\u9ebc\uff1f<\/span><\/p>\n \u77f3\u5065\u660e\u5148\u751f<\/span>\uff1a\u73fe\u6642Aqumon \u7684B to C\u8def\u7dda\u662f\u8f15\u9b06\u6295\u8cc7\uff0c\u4e00\u53cd\u4ee5\u5f80Aqumon \u7684A.I. \u53caAlgo (\u7b97\u6cd5) \u7684\u91cd\u9ede\uff0c\u73fe\u6642\u4ee5\u7c21\u55ae\u7684long only ETF \u53bb\u64ca\u4e2d\u5e74\u6295\u8cc7\u8005\u5c0d\u65bc\u6295\u8cc7\u9078\u64c7\u6050\u61fc\u7684\u75db\u9ede\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u5c31\u73fe\u6642\u9999\u6e2f\u7684\u6295\u8cc7\u8005\u80cc\u666f\uff0c\u4ec0\u9ebc\u4eba\u5c0drobo advisor \u6709\u8208\u8da3\u5462\uff1f<\/span><\/p>\n \u77f3\uff1a2019\u5e74\u521d\u521d\u63d0\u4f9b\u5927\u773e\u5316robo advisor\u7684\u670d\u52d9\u6642\uff0c\u56e0\u5165\u5834\u9580\u6abb\u8f03\u9ad8\uff0c\u4e3b\u8981\u5438\u5f15\u4e86\u6709\u6295\u8cc7\u80cc\u666f\u7684\u4eba\u58eb\u3002\u8fd1\u671fAqumon \u5c07\u9580\u6abb\u4e0b\u8abf\uff0c\u5438\u5f15\u4e86\u4e0d\u5c11\u5973\u6027\u6295\u8cc7\u8005\uff0c\u591a\u4e86\u5f88\u591a\u9996\u6b21\u63a5\u89f8\u6295\u8cc7\u7684\u5eff\u5e7e\u6b72\u5e74\u8f15\u4eba\u58eb\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u9762\u5c0d\u5176\u4ed6\u66f4\u4f4e\u6536\u8cbb\u751a\u81f3\u4e0d\u6536\u8cbb\u7684\u7af6\u722d\u5c0d\u624b\uff0cAqumon \u6709\u4ec0\u9ebc\u7b56\u7565\uff1f<\/span><\/p>\n \u77f3\uff1aAqumon\u7684\u8cbb\u7528\u4ecb\u4e4e\u9280\u884c\u79c1\u4eba\u7406\u8ca1\u8207\u96f6\u6536\u8cbb\u4e4b\u9593\uff0c\u800c\u6295\u8cc7\u7ba1\u7406\u5e02\u5834\u7684\u7a7a\u9593\u76f8\u7576\u5de8\u5927\uff0c\u6709\u4fe1\u5fc3\u5e02\u5834\u80fd\u5bb9\u7d0d\u4e0d\u540c\u7684\u670d\u52d9\u6536\u8cbb\u6a21\u5f0f\u3002\u800c\u6295\u8cc7\u8005\u4ea6\u95dc\u6ce8\u6536\u8cbb\u662f\u5426\u6e05\u6670\uff0c\u5747\u4e00\u6309\u8cc7\u7522\u6bd4\u4f8b\u6240\u6536\u53d6\u7684\u80a1\u52d9\u8cbb\u7528\uff0c\u6bd4\u8f03\u7c21\u55ae\u6613\u660e\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u73fe\u968e\u6bb5Aqumon \u7684\u76ee\u6a19\u662f\u4ec0\u9ebc\uff1f<\/span><\/p>\n \u77f3\uff1a\u5c31\u9762\u5411\u5e02\u6c11\u5927\u773e\u7684robo advsior \u670d\u52d9\uff0c\u8fd1\u671f\u90fd\u51fa\u73fe\u500d\u6578\u589e\u9577\u3002\u800cAqumon \u7684B to C\u4ee5\u9577\u7dda\u7a69\u5b9a\u7684ETF \u70ba\u4e3b\uff0c\u4e26\u975e\u8cb7\u8ce3\u500b\u5225\u80a1\u7968\uff0c\u5e02\u6cc1\u5347\u8dcc\u7684\u5f71\u97ff\u8f03\u500b\u80a1\u70ba\u5c11\u3002\u9664\u4e86\u5ba2\u6236\u53caAUM\u6578\u5b57\u4e0a\u7684\u589e\u9577\uff0c\u66f4\u5e0c\u671b\u589e\u5f37\u7528\u6236\u7684\u9ad4\u9a57\uff0c\u4ee4\u4eba\u6709\u4fe1\u5fc3\u5c07\u8cc7\u7522\u4ea4\u7d66\u8b93Aqumon\u6253\u7406\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1aAqumon \u5c0d\u5f37\u7a4d\u91d1\u53c8\u6709\u4ec0\u9ebc\u6d89\u7375\uff1f<\/span><\/p>\n \u77f3\uff1aB to B \u53ca B to C \u5169\u65b9\u9762\u90fd\u6709MPF\u9762\u5411\uff0c\u8a08\u5283\u65b9\u9762\u4ee5\u63d0\u4f9b\u57fa\u91d1\u6295\u8cc7\u7ba1\u7406\u7684\u7b97\u6cd5\u53ca\u9078\u80a1\u70ba\u4e3b\uff0c\u5e02\u6c11\u5927\u773e\u65b9\u9762\u4ee5\u63d0\u4f9b\u6295\u8cc7\u5efa\u8b70\uff0c\u7701\u6642\u70ba\u4e3b\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n <\/p>\n \u63a5\u7740\u662f\u6df1\u5165Aqumon \u7684\u7b97\u6cd5\uff0c\u770b\u770b\u73fe\u6642\u9999\u6e2f\u7684robo advisor \u7684\u80cc\u5f8c\u5982\u679c\u9032\u884c\u6295\u8cc7\u64cd\u4f5c\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46<\/span>\uff1a\u8acb\u554fAqumon \u7684\u7b97\u6cd5\u7c21\u55ae\u4f86\u8aaa\u662f\u6309\u4ec0\u9ebc\u5f62\u5f0f\u4f5c\u57fa\u790e\uff1f<\/span><\/p>\n \u91cf\u5316\u7814\u7a76\u90e8\u9580\u7684\u5468\u4fca\u946b\u5148\u751f<\/span>\uff1a\u5c31\u9078\u80a1\u65b9\u9762\uff0c\u7b97\u6cd5\u6703\u4ee5prediction \u70ba\u4e3b\uff0c\u4ea6\u4ee5multi-factor \u4f5c\u4e3b\u7dda\u3002\u5927\u578b\u7684factors \u73fe\u6642\u6709\u8003\u616e10\u591a\u96bb\uff0c\u7d30\u5316\u7684factors \u5247\u6709 200\u591a\u96bb\u540c\u6642\u8003\u616e\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u597d\u7684multi-factor \u5982\u679c\u540c\u6642\u51fa\u73fe\uff0c\u6703\u5982\u4f55\u4f5c\u6bd4\u8f03\u9078\u64c7\uff1f<\/span><\/p>\n \u5468\uff1a\u6703\u5148\u9078\u51fa\u8f03\u597d\u7684\u5927factor \uff0c\u7136\u5f8c\u518d\u770b\u770b\u5167\u88cf\u8f03\u5c0f\u7684factor\uff0c\u532f\u7e3d\u5f97\u51fa\u8a72factor \u7684\u4ee3\u8868\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1aA.I. \u53camachine learning \u662f\u5426\u5728prediction \u4e2d\u61c9\u7528\uff1f<\/span><\/p>\n \u5468\uff1a\u4ee5\u5f80\u7684\u505a\u6cd5\u662f\u4ee5linear (\u7dda\u6027) \u53bb\u8003\u616efactor \u8207price \u7684\u95dc\u4fc2\uff0c\u4f46\u4eca\u6642\u4eca\u65e5\u6b64\u7dda\u6027\u95dc\u4fc2\u5df2\u7d93\u5514work \uff0c\u6240\u4ee5Aqumon \u6703\u7528A.I. \u53bb\u5c0b\u627e non-linear \u7684\u95dc\u4fc2\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u7b97\u6cd5\u5167\u7e3d\u6709\u4e0d\u5c11parameters(\u53c3\u6578) \u7684\u904b\u7528\u53ca\u8a2d\u5b9a\uff0c\u9019\u4e9b\u53c3\u6578\u4ee5\u4ec0\u9ebc\u6e96\u5247\u53bb\u6c7a\u5b9a\uff1f\u6709\u5426\u6709\u4eba\u70ba\u7684\u611f\u89ba\u53ca\u5224\u65b7\uff1f<\/span><\/p>\n \u5468\uff1a\u53c3\u6578\u5168\u6309\u8a08\u7b97\u800c\u51fa\uff0c\u4e0d\u4f5c\u4eba\u70ba\u6c7a\u5b9a\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1aBacktest \u6578\u64da\u6703\u63a1\u7528\u591a\u5c11\u5e74\uff1f\u6703\u5426\u5c07\u8fd1\u671f\u7684\u6578\u64da\u591a\u653e\u6bd4\u91cd\uff1f<\/span><\/p>\n \u5468\uff1aBacktest \u5e74\u671f\u6108\u9577\u6108\u597d\uff0c\u5927\u591a\u6703\u6709\u5341\u5e7e\u5eff\u5e74\u6578\u64da\u4f5c\u56de\u6e2c\uff0c\u6700\u8d77\u78bc\u8981cover \u5230\u4e00\u500b\u5b8f\u89c0\u5468\u671f\uff0c\u624d\u80fd\u5f97\u51fa\u6a2a\u8de8\u725b\u718a\u6642\u6bb5\u7684\u53ef\u9760\u6027\uff0c\u8fd1\u671f\u7684\u6578\u64da\u6703\u591a\u653e\u6bd4\u91cd\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u4e00\u4e9b\u4eba\u5c0d\u65bcalgo \u7684\u610f\u898b\u662f\u6709c<\/span>urve fitting \uff0c\u7d50\u679c\u662f\u4e8b\u5f8c\u5b54\u660e\uff0c\u4eba\u9020\u7d50\u679c<\/a>\u3002\u4f60\u5c0d\u65bc\u6b64comment \u9ede\u7747\uff1f<\/span><\/p>\n \u5468\uff1aCurve fitting \u65bcmachine learning \u662f\u975e\u5e38\u666e\u904d\uff0c\u6240\u4ee5\u904b\u7b97\u4e0a\u9700\u8981\u6709out-of-sample \u53bb\u505a\u5206\u6790 \u3002Work \u5605\u6295\u8cc7\u6a21\u578b\u8981\u540c\u6642\u65bcin-sample \u53caout-of-sample \u90fd\u80fd\u61c9\u4ed8\u3002\u53e6\u5916\uff0cbacktest \u4e4b\u5f8c\u9084\u8981\u505apaper trading\uff0c\u53bb\u7528\u672a\u4f86\u51fa\u73fe\u7684\u5168\u65b0data\u6578\u64da\u4f5c\u6aa2\u6e2c\u8a55\u4f30\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1aPrediction \u7684\u5468\u671f\u662f\u5982\u679c\u8a2d\u5b9a\uff1fPredict \u4e0b\u500b\u6708\u6216\u4e0b\u4e00\u5929\uff1f<\/span><\/p>\n \u5468\uff1a\u4e0d\u540c\u7684\u6a21\u578b\u6709\u4e0d\u540c\u7684prediction \u5468\u671f\uff0c\u800cmachine learning \u53ef\u4ee5\u5e6b\u52a9\u5224\u65b7\u5468\u671f\u7684\u53d6\u6368\u9078\u64c7\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u5982\u679c\u8655\u65bc\u8f03\u77ed\u7684\u5468\u671f\uff0c\u8cb7\u8ce3signal \u53ef\u80fd\u51fa\u73fe\u5f97\u8f03\u70ba\u983b\u5bc6\uff0c\u6703\u5426\u52a0\u91cd\u8cb7\u8ce3\u4ea4\u6613\u958b\u652f\uff1f<\/span><\/p>\n \u5468\uff1aAqumon\u7684\u7cfb\u7d71\u6709\u4e00\u500b\u5373\u6642\u6700\u512aportfolio \u8207\u5ba2\u6236\u56e0\u5e02\u6cc1\u800c\u6539\u8b8a\u4e86\u7684portfolio \u4f5c\u6bd4\u8f03\uff0c\u53e6\u6703\u8a2d\u5b9a\u4e00\u500b\u504f\u96e2\u7387\uff0c\u6e1b\u4f4e\u983b\u5bc6\u7684\u8cb7\u8ce3\u6b21\u6578\u3002\u5c0d\u65bcasset allocation \u4f86\u8aaa\uff0c\u6bcf\u5b63\u5169\u4e09\u6b21\u7684\u8cb7\u8ce3\u8abf\u6574\u662f\u8f03\u70ba\u5408\u7406\u3002\u592a\u5bc6\u6703\u589e\u52a0\u4ea4\u6613\u958b\u652f\uff0c\u592a\u758f\u5247\u6703\u504f\u96e2\u6700\u512aportfolio\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1a\u5982\u679c\u540c\u6642\u6709\u773e\u591a\u6236\u53e3\u53ca\u773e\u591a\u8cc7\u7522\u51fa\u73fe\u8cb7\u8ce3\u8a0a\u865f\uff0cAqumon \u5c07\u5982\u4f55\u8655\u7406\uff1f<\/span><\/p>\n \u5468\uff1a\u5927\u91cf\u7684\u8cb7\u8ce3\u6703\u653e\u9032\u53e6\u8a2d\u7684pool\u53bb\u6392\u5217\u5148\u5f8c\u53ca\u9032\u884c\u8abf\u5009\uff0c\u907f\u514d\u4e00\u6b21\u904e\u63a8\u51fa\u5e02\u5834\u5f71\u97ff\u50f9\u683c\u3002\u5148\u5f8c\u6b21\u5e8f\u6703\u4ee5\u8a0a\u865f\u51fa\u73fe\u7684\u5148\u5f8c\u6642\u9593\u4f5c\u8003\u616e\u3002<\/span><\/p>\n <\/p>\n <\/p>\n \u7b46\uff1aAsset allocation \u5167\u9664\u4e86\u6295\u8cc7\u65bc\u6309\u5730\u57df\u7684ETF\uff0c\u6703\u5426\u6709\u5176\u4ed6\u7684\u6295\u8cc7\u53d6\u5411\uff1f<\/span><\/p>\n \u5468\uff1a\u8fd1\u671f\u6709\u7814\u7a76sector rotation \uff0c\u7814\u7a76\u7d50\u679c\u986f\u793a\u80fd\u5920\u63d0\u5347\u56de\u5831\uff0c\u4f46signal \u7684\u6709\u6548\u671f\u8f03\u77ed\u4fc3\uff0c\u9700\u8981\u5e7e\u65e5\u5167\u4f5c\u51fa\u8abf\u5009\u8cb7\u8ce3\u90e8\u7f72\uff0c\u4ea6\u8981\u5ba2\u6236\u4f5c\u51fa\u76f8\u61c9\u914d\u5408\u3002<\/span><\/p>\n <\/p>\n <\/p>\n (\u4ee5\u4e0a\u53ea\u662f\u91cd\u9ede\u7bc0\u9304\uff0c\u7b46\u8005\u8207\u5169\u4f4d\u5404\u81ea\u50be\u8ac7\u4e86\u8d85\u904e\u534a\u500b\u5c0f\u6642\uff0c\u672c\u6587\u96c6\u4e2d\u65bcAqumon\u7684robo advisor \u53caalgo\u5167\u5bb9)<\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n \u5f8c\u8a18\uff1a<\/span><\/strong><\/span><\/p>\n <\/p>\n Robo advisor \u65bc\u5916\u570b\u5927\u884c\u5176\u9053(\u898b\u6b64<\/a>)\uff0c\u4f4e\u6536\u8cbb\u4f4e\u9580\u6abb\u4f4e\u53c3\u8207\u5ea6\u4ee4robo advisor \u53d7\u5e74\u8f15\u4eba\u6b61\u8fce\u3002\u9999\u6e2f\u7684robo advisor \u6b63\u8655\u65bc\u5b55\u80b2\u968e\u6bb5\uff0c\u9084\u672a\u53d7\u4eba\u5ee3\u6cdb\u8a8d\u8b58\u3002<\/span><\/p>\n <\/p>\n \u6a5f\u68b0\u5f0f\u6295\u8cc7\u662f\u4e00\u7247\u672a\u958b\u767c\u7684\u571f\u5730\uff0c\u7b46\u8005\u900f\u904e\u662f\u6b21\u5c0dAqumon \u7684\u8a2a\u554f\uff0c\u4e86\u89e3\u4e86\u73fe\u6642robo advisor \u884c\u696d\u9f8d\u982d\u516c\u53f8\u65bc\u9999\u6e2f\u7684\u767c\u5c55\u3002<\/span><\/p>\n <\/p>\n \u9999\u6e2f\u4eba\u80fd\u5920\u81ea\u4e3bDIY \u53bb\u7ba1\u7406\u6295\u8cc7\u53ca\u5f37\u7a4d\u91d1\u7562\u7adf\u53ea\u6709\u5c11\u6578\uff0c\u5927\u90e8\u4efd\u4eba\u4ecd\u5c0d\u7406\u8ca1\u6295\u8cc7\u611b\u7406\u4e0d\u7406\u3002<\/span><\/p>\n <\/p>\n \u6b63\u6240\u8b02\u767e\u8ca8\u61c9\u767e\u5ba2\uff0c\u5546\u696d\u7a0b\u5ea6\u7684\u6295\u8cc7\u7ba1\u7406\uff0c\u8cc7\u6e90\u4e0a\u6703\u6bd4\u500b\u4ebaDIY \u505a\u5f97\u66f4\u5feb\u66f4\u65b0\u3002\u5728\u591a\u5143\u5316\u6295\u8cc7\u7684\u8003\u616e\u4e0b\uff0crobo advisor \u6703\u662f\u500b\u4eba\u6295\u8cc7\u7ba1\u7406\u5167\u4f54\u4e00\u5e2d\u4f4d\u3002<\/span><\/p>\n <\/p>\n \u5728\u7b46\u8005\u773c\u4e2d\uff0cAqumon \u662f\u4e00\u9593\u5e74\u9752\u3001\u6709\u52d5\u529b\u3001\u80af\u5617\u8a66\u7684fintech \u516c\u53f8\uff0c\u5982\u679c\u80fd\u627e\u5230\u985b\u8986\u6027<\/strong><\/span>\u7684\u9ede\u5b50\uff0c\u6210\u5c31\u6703\u66f4\u4e0a\u4e00\u5c64\u6a13\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n \u5ef6\u4f38\u9023\u7d50\uff1a<\/span><\/strong><\/span><\/p>\n <\/p>\n Aqumon \u7684App \u9023\u7d50\uff0c\u5927\u5bb6\u6709\u8208\u8da3\u53ef\u4ee5\u81ea\u5df1\u6df1\u5165\u4e86\u89e3\u4e00\u4e0b\uff1a<\/span><\/p>\n <\/p>\n Aqumon App \u9023\u7d50 (\u7528\u624b\u6a5f) <\/a><\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n \u5ef6\u4f38\u95b1\u8b80\uff1a<\/span><\/strong><\/span><\/p>\n <\/p>\n \u7cfb\u7d71\u4ea4\u6613\u54e1\u7684\u4e00\u5929<\/a><\/p><\/blockquote>\n
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