{"id":5569,"date":"2021-02-28T19:25:54","date_gmt":"2021-02-28T11:25:54","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=5569"},"modified":"2021-03-07T20:37:51","modified_gmt":"2021-03-07T12:37:51","slug":"%e6%88%b0%e8%a1%93%e6%80%a7%e9%85%8d%e7%bd%aeetf5-htus","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2021\/02\/%e6%88%b0%e8%a1%93%e6%80%a7%e9%85%8d%e7%bd%aeetf5-htus\/","title":{"rendered":"\u6230\u8853\u6027\u914d\u7f6eETF#5 – HTUS"},"content":{"rendered":"

\u6230\u8853\u6027\u914d\u7f6eETF#5 – HTUS<\/span><\/strong><\/h2>\n

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\u5148\u8b80\u524d\u6587\uff1a<\/span><\/p>\n

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\u6230\u8853\u6027\u914d\u7f6eETF#1 \u2013 WIZ<\/a><\/span><\/p>\n

\u6230\u8853\u6027\u914d\u7f6eETF#2 \u2013 PWS<\/a><\/span><\/p>\n

\u6230\u8853\u6027\u914d\u7f6eETF#3 \u2013 ONOF<\/span><\/a><\/p>\n

\u6230\u8853\u6027\u914d\u7f6eETF#4 \u2013 RORO<\/span><\/a><\/p>\n

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\u63a5\u4e0a\u6587<\/a><\/span><\/p>\n

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\u6230\u8853\u6027\u914d\u7f6e\u9664\u4e86risk on \/ risk off \u9019\u985e\u6b63\u8ca0\u4e8c\u5143\u7b56\u7565\u4e4b\u5916\uff0c\u9084\u6709\u5176\u4ed6\u4e00\u4e9bETF \u63a1\u7528\u5149\u8b5c\u5f0f\u53bb\u8abf\u914d\u6295\u8cc7\u6bd4\u91cd\uff0c\u6709\u9ede\u50cf\u99d5\u99db\u6642\u8f49\u5f4e\u662f\u6f38\u9032\u626d\u8eda\uff0c\u800c\u4e0d\u662f\u6309\u63a3on\/off \u3002<\/span><\/p>\n

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Hull Tactical ETF\uff08\u4ee3\u865f\uff1aHTUS \uff09<\/strong> \u5c31\u662f\u7528\u5149\u8b5c\u5f0f\u53bb\u8003\u616e\u6295\u8cc7\u65bcS&P500 \u7684\u6bd4\u91cd\uff0c\u4ee5\u8a08\u5206\u5236\u4e0b\u7684\u5f97\u5206\u53bb\u5236\u5b9a\u80a1\u50b5\u6bd4\u91cd\uff0c\u751a\u81f3\u4e4e\u7528\u671f\u8ca8\u6216\u671f\u6b0a\u53bb\u69d3\u687f\u9054\u5230+200% long \u81f3-100% short<\/span>\uff0c\u5373\u662f\u9ad8\u63f8\u4f4e\u6cbd<\/span>\u3002<\/span><\/p>\n

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\u5148\u671b\u671bprospectus<\/a> \u5167\u95dc\u65bcHTUS ETF \u7684\u6295\u8cc7\u7b56\u7565\u63cf\u8ff0\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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\u53c8proprietary \u53c8discretion \uff0c\u5481\u5373\u4fc2\u9ede\uff1f\u65e2\u7136prospectus \u7121\u4e5c\u8a73\u7d30\u8cc7\u6599\uff0c\u6211\u5730\u53ef\u4ee5\u7747\u4e0bHTUS \u500b\u7db2\u7ad9<\/a>\uff0c\u6703\u6709\u4ee5\u4e0b\u767c\u73fe\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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\u7b2c\u4e00\u6b65<\/strong>\u6309\u5e7e\u6a23\u5622\u53bb\u7747\u5e02\u6cc1\uff0c\u5305\u62ec\uff1aeconomic, fundamental, technical, event-driven, seasonal, and sentiment factors, coupled with statistical analysis\uff0c\u7b2c\u4e8c\u6b65<\/strong>\u8a08\u5206\uff0c\u7b2c\u4e09\u6b65<\/strong>\u662f\u6309\u5206\u6578\u53bb\u914d\u7f6e\u8cc7\u7522\u3002<\/span><\/p>\n

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\u518d\u8a73\u7d30\u5572\u5605\u8a08\u7b97\u5167\u5bb9\uff0cETF \u5605\u7db2\u7ad9\u5c31\u5187\u8b1b\uff0c\u60f3\u77e5\u8981\u53bb\u7747ETF \u641e\u624b\u5572\u6587\u7ae0(\u898b\u6b64<\/a>) \uff0c\u90fd\u4fc2\u7528\u4e00\u5927\u5806\u6578\u64da\u53bb\u505aprediction \u3002<\/span><\/p>\n

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\u4e0d\u904e\uff0c\u7db2\u7ad9<\/a>\u6709\u6bcf\u65e5\u8a08\u5206\u5605\u5206\u6578\u7d50\u679c\uff0c\u4f8b\u5982\u6210\u6587\u4e4b\u65e5\u7684\u5206\u6578\u662f81<\/span> :<\/span><\/p>\n

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\"<\/a><\/p>\n

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\u5206\u6578\u7531-100 \u81f3\uff0b190 \uff0c\u5373\u662f\u8cb7\u843dS&P500 (SPY) \u5605\u6bd4\u91cd\uff0c81\u5206\u5373\u662f\u9084\u672aall-in SPY\uff0c\u4ea6\u672a\u958b\u59cb\u9032\u884c\u69d3\u687f\uff0c\u5206\u6578\u8207\u6295\u8cc7\u6bd4\u91cd\u8a73\u60c5\u898b\u4e0b\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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81\u5206\u7684\u6301\u80a1\u6bd4\u91cd\u898b\u4e0b\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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\n

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\u9810\u671f\u7d50\u679c vs \u5be6\u969b\u7d50\u679c<\/span><\/strong><\/span><\/p>\n

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\u6b64HTSU ETF \u7684\u8ce3\u9ede\u61c9\u8a72\u5b83\u7684200% long \u53ca -100% short \u7684\u6295\u8cc7\u8a2d\u5b9a\uff0c\u518d\u52a0\u4e0a\u4e00\u5927\u5806proprietary \u8a08\u7b97\u5206\u6578\u7684\u5224\u5b9a\uff0c\u61c9\u8a72\u6709\u512a\u65bcS&P500 \u7684\u56de\u5831\u8868\u73fe\uff1f<\/span><\/p>\n

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\u75312003\u5e74\u81f32015\u5e74\u5605backtest \u986f\u793a\uff0c\u4e3b\u8981\u907f\u52302008\u5e74\u91d1\u878d\u6d77\u562f\uff1a<\/span><\/p>\n

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\u4f46HTUS ETF \u7684fund fact sheet \u5247\u662f\u53ea\u9810\u671f\u81ea\u5df1\u662f\u4ecb\u4e4eS&P500 \u8207\u53cacash \u7684\u4e2d\u9593\uff0c\u898b\u4e0b\u5716\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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\"<\/a><\/p>\n

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HTUS ETF \u65bc2015\u5e747\u6708\u4e0a\u5e02\uff0c\u81f3\u4eca\u6709\u591a\u5e74\u5be6\u6230\u7d50\u679c\u53ef\u4ee5\u8207\u9810\u671f\u4f5c\u5c0d\u6bd4\u3002\u5c07HTUS \u8207SPY \u5e73\u6392\u6bd4\u8f03\uff0c\u7d50\u679c\u5982\u4e0b\uff1a<\/span><\/p>\n

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\"<\/a><\/p>\n

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Ooppss \uff0c\u75312015\u5e74\u6210\u7acb\u8d77\u81f32021\u5e741\u6708\uff0c\u7121\u4e00\u5e74\u597d\u904eSPY \uff01<\/span><\/p>\n

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Fine \uff0cfund fact sheet \u90fd\u8a71\u5de6\u4ecb\u4e4eSPY \u8207cash \u4e4b\u9593 (\u5176\u5be6\u641e\u624b\u6587\u7ae0\u5514\u4fc2\u5481\u8b1b) \uff0c\u5481\u7747\u4e0bSharpe ratio<\/a> :<\/span><\/p>\n

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\"<\/a><\/p>\n

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Sharpe ratio \u7adf\u7136\u5dee\u904eSPY \u5481\u591a\uff1f\uff012020\u5e743\u6708\u4ef2\u8dcc\u5f97\u591a\u904eSPY \uff0cmaximum drawdown \u53c8\u5dee\u904eSPY \uff0cHTUS ETF \u5572long short \u8a2d\u5b9a\u5514\u77e5\u6b7b\u5de6\u53bb\u908a\uff1f<\/span><\/p>\n

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\n

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\u5c0f\u7d50<\/span><\/strong><\/p>\n

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HTUS ETF \u80cc\u5f8c\u7684prediction model \u8fd1\u4e4e\u7528A.I. \u65b9\u5f0f\uff0cin sample \u6642fit curve \u4e00\u5b9a\u5187\u554f\u984c\uff0c\u4f46 out-of-sample \u5c31over fit\u6b7b\u6652\u3002\u7b46\u8005\u4e00\u76f4\u8a8d\u70ba\u7528\u6578\u64da\u6216A.I. \u505aprediction \u65bc\u6295\u8cc7\u9818\u57df\u9084\u672a\u662f\u6642\u5019\uff0c\u4e0d\u50cf\u81ea\u7136\u79d1\u5b78\uff0c\u4eba\u70ba\u7684\u6295\u8cc7\u4e0d\u6703\u5b8c\u5168\u91cd\u8986\u6b77\u53f2\uff0cout-of-sample \u51fa\u73fe\u76842020\u5e74\u6b66\u6f22\u80ba\u708e\u5df2\u7d93\u5224\u4e86\u6b64model \u7684\u6b7b\u5211\u3002<\/span><\/p>\n

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\u53e6\u5916\uff0cHTUS \u7684backtest \u6642\u9593\u6bd4\u8f03\u77ed\uff0c\u5f88\u591a\u9031\u671f\u90fd\u672a\u6709\u8986\u84cb\u3002\u800c\u4e14\u81ea2015\u5e74\u81f32019\u5e74\u4e4b\u9593\u672a\u8b58\u8a66\u904e\u51fa\u73fe200%long \uff0c\u5c31\u986f\u793a\u51fapredictive A.I. \u5982\u679c\u7531\u904e\u5f80\u7684pattern \u53bbtrain \u53bb\u5b78\u7fd2\uff0c\u5230\u4e86\u65b0\u820a\u7d93\u6fdf\u8f49\u8b8a\u7684\u6642\u671f\uff0c\u53ea\u6703\u662f\u902360\/40\u57fa\u91d1\u90fd\u4e0d\u5982\u7684\u5931\u6548\u7b56\u7565\u3002<\/span><\/p>\n

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\"<\/a><\/p>\n

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\u5ef6\u4f38\u95b1\u8b80<\/strong><\/span><\/p>\n

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https:\/\/www.hulltacticalfunds.com\/<\/a><\/p>\n

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http:\/\/www.hulltactical.com\/approach\/<\/a><\/p>\n

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\u4e0b\u6587\u7e8c<\/a><\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

\u6230\u8853\u6027\u914d\u7f6eETF#5 – HTUS   \u5148\u8b80\u524d\u6587\uff1a   \u6230\u8853\u6027\u914d\u7f6eETF#1 …<\/p>\n","protected":false},"author":1,"featured_media":5583,"comment_status":"open","ping_status":"closed","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":[30,22,48,57,40],"class_list":["post-5569","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-1","tag-sharpe-ratio","tag-22","tag-48","tag-57","tag-40"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/02\/HTUS7.jpg?fit=1200%2C433&ssl=1","jetpack_sharing_enabled":true,"jetpack_shortlink":"https:\/\/wp.me\/p7Tc20-1rP","jetpack-related-posts":[],"_links":{"self":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5569","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=5569"}],"version-history":[{"count":5,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5569\/revisions"}],"predecessor-version":[{"id":5640,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5569\/revisions\/5640"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media\/5583"}],"wp:attachment":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media?parent=5569"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/categories?post=5569"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/tags?post=5569"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}