{"id":5953,"date":"2021-06-14T08:50:55","date_gmt":"2021-06-14T00:50:55","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=5953"},"modified":"2021-06-15T09:26:56","modified_gmt":"2021-06-15T01:26:56","slug":"%e8%99%9b%e6%93%ac%e7%89%a9%e7%9a%84%e6%8a%95%e8%b3%87","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2021\/06\/%e8%99%9b%e6%93%ac%e7%89%a9%e7%9a%84%e6%8a%95%e8%b3%87\/","title":{"rendered":"\u865b\u64ec\u7269\u7684\u6295\u8cc7"},"content":{"rendered":"<h2><span style=\"font-size: 14pt; color: #04b2f2;\"><strong>\u865b\u64ec\u7269\u7684\u6295\u8cc7<\/strong><\/span><\/h2>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u8fd1\u5e74\u4f86\u52a0\u5bc6\u8ca8\u5e63\u7684\u51fa\u73fe\uff0c\u88ab\u4eba\u8aaa\u662f\u6ce1\u6cab\u3001\u7121\u50f9\u503c\u3001\u9a19\u6848\u3002\u5c24\u5176\u662f\u82b1\u9322\u8cb7\u4e00\u5806<strong><span style=\"color: #04b2f2;\">\u7b97\u5f0f(algorithm)<\/span> <\/strong>\uff0c\u50cf\u662f\u50bb\u4ed4\u884c\u70ba\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u5176\u5be6\uff0c<a href=\"https:\/\/www.mpfdiy.com\/2017\/12\/%e8%a1%8d%e7%94%9f%e5%b7%a5%e5%85%b7%e5%a6%82%e4%bd%95%e9%99%8d%e4%bd%8e%e6%b3%a2%e5%b9%85\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u884d\u751f\u5de5\u5177<\/a>\u4f8b\u5982\u671f\u6b0a\u4ea6\u662f\u4e00\u5806\u7b97\u5f0f\uff0c\u5927\u5bb6\u8cb7\u671f\u6b0a\uff0c\u8cb7\u4e86\u4ec0\u9ebc\uff1f\u671f\u6b0a\u5408\u7d04\uff1f\u5408\u7d04\u53ea\u662f\u5217\u51fa\u6b0a\u8cac\u53ca\u904b\u4f5c\uff0c\u671f\u6b0a\u50f9\u683c\u4ee3\u8868\u4e86\u4ec0\u9ebc\uff1f\u4ea6\u4e0d\u904e\u662f\u4e00\u5806<span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u7684\u7d50\u679c\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u518d\u60f3\u4e00\u60f3\uff0c\u80a1\u7968\u50f9\u683c\u662f\u4ec0\u9ebc\uff1f\u5e33\u9762\u4e0a\u7684\u516c\u53f8\u50f9\u503c\u7684\u6b0a\u76ca\u90e8\u4efd\uff1f\u4ec0\u9ebc\u662f\u5e33\u9762\u503c\uff1f\u4ea6\u53ea\u662f\u4e00\u5806\u6703\u8a08<span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u7684\u7d50\u679c\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u6307\u6578\u662f\u4e0a\u4e00\u4ee3\u865b\u64ec\u8cc7\u7522\uff0c\u80cc\u5f8c\u53c8\u662f<span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u3002\u6307\u6578\u671f\u8ca8\u9019\u7a2e\u7be4\u624b\u6307\u7684\u8ced\u5c40\uff0c\u6bd4<a href=\"https:\/\/www.mpfdiy.com\/2020\/08\/%e6%96%b0%e4%b8%96%e4%bb%a3%e8%b3%87%e7%94%a2%e9%85%8d%e7%bd%ae-bitcoin\/\" target=\"_blank\" rel=\"noopener noreferrer\">bitcoin<\/a> \u5176\u5be6\u66f4\u70ba\u7121\u50f9\u503c\u3002\u7b46\u8005\u898b\u904e\u4e00\u4e9b\u901a\u8139\u7387\u671f\u8ca8\uff0c\u53c8\u6216\u662f<a href=\"https:\/\/www.mpfdiy.com\/2021\/04\/%e6%88%b0%e8%a1%93%e6%80%a7%e9%85%8d%e7%bd%aeetf10-ivol\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u524d\u6587<\/a>\u8aaa\u7684\u6ce2\u5e45\uff0c\u901a\u901a\u90fd\u662f\u7531\u7b97\u5f0f\u800c\u63a8\u6f14\u7684\u6295\u8cc7\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u6295\u8cc7\u65bc\u7b97\u5f0f\u5f88\u865b\u64ec\uff1f\u5f88\u591a\u79d1\u5b78\u5bb6\u8a8d\u70ba\u5927\u81ea\u7136\u4ea6\u53ea\u662f\u4e00\u5806<span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u7684\u6295\u5c04\uff0c\u661f\u9ad4\u904b\u884c\u7684\u8ecc\u8de1\u5f88\u865b\u64ec\u55ce\uff1f\u91cf\u5b50\u529b\u5b78\u5f88\u865b\u64ec\uff1f\u5927\u81ea\u7136\u7528\u7b97\u5f0f\u5411\u4eba\u985e\u5448\u73fe\u51fa\u81ea\u5df1\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u6700\u8fd1\u671f\u7684NFT (non-fungible token)\uff0c\u70ba\u7b97\u5f0f\u53ca\u865b\u64ec\u62ab\u4e0a\u4e86\u300c\u5be6\u969b\u300d\u7684\u5916\u8868\uff0c\u8cb7\u4e00\u5806\u8996\u89ba\u4e0afigure\u3001\u88dd\u5099\u3001\u5716\u50cf\uff0c\u5176\u5be6\u4ea6\u662f\u8cb7\u4e86\u4e00\u58060101 \u53ca\u7b97\u5f0f\u3002\u00a0<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\"><a href=\"https:\/\/www.mpfdiy.com\/2021\/05\/%e7%a7%81%e4%ba%ba%e7%8f%8d%e8%97%8f%e7%9a%84taa\/\" target=\"_blank\" rel=\"noopener noreferrer\">TAA<\/a> \u8cb7\u4e86\u80a1\u7968\u53ca\u50b5\u5238\u55ce\uff1fTAA \u4ee5\u7b97\u5f0f\u70ba\u57fa\u790e\uff0c\u80a1\u50b5\u70ba\u5de5\u5177\uff0cTAA \u7684alpha \u5be6\u969b\u4e0a\u662f\u500b\u4eba\u7b97\u5f0f\u904b\u4f5c\u7684\u56de\u5831\uff0cbeta \u662f\u5927\u773e\u7b97\u5f0f\u904b\u4f5c\u7684\u56de\u5831\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u524d\u6587\u554f\u5927\u5bb6<a href=\"https:\/\/www.mpfdiy.com\/2021\/05\/%e6%8a%95%e8%b3%87%e5%88%9d%e5%93%a5%e8%87%aa%e8%82%a5%e4%bc%81%e7%94%bb\/\" target=\"_blank\" rel=\"noopener noreferrer\">re-balance<\/a> \u7684\u56de\u5831\u4f55\u4f86\uff1f\u662f\u514d\u8cbb\u4e0d\u7528\u4ed8\u51fa\u7684\u55ce\uff1f\u5f9e\u7b46\u8005\u7684\u65b9\u5ea6\u770b\u4f86\uff0cre-balance \u7684\u56de\u5831\u4f86\u81eare-balance <span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u7684\u904b\u4f5c\u3002\u6240\u4ee5\u6295\u8cc7\u65bc\u7b97\u5f0f\u9019\u9805\u6d3b\u52d5\uff0c\u5927\u5bb6\u4e00\u65e9\u5df2\u7d93\u5927\u91cf\u5730\u53c3\u8207\uff0cbitcoin \u53ea\u662f\u65b0\u7684\u7b97\u5f0f\u800c\u5df2\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u7576\u4ed4\u7d30\u53bb\u6aa2\u8996\u6295\u8cc7\u80cc\u5f8c\u7684\u7b97\u5f0f\uff0c\u624d\u6703\u77e5\u9053\u7b97\u5f0f\u7684\u9650\u5236\u53ca\u908a\u754c\u3002Alpha \u53cabeta \u662f\u8207\u5927\u5e02\u6bd4\u8f03\u7684\u7b97\u5f0f\uff0c<a href=\"https:\/\/www.mpfdiy.com\/2021\/05\/%e5%a6%82%e4%bd%95%e9%80%b2%e8%a1%8cbacktest%e5%8f%8a%e6%af%94%e8%bc%83%e7%ad%96%e7%95%a5%e6%95%88%e6%9e%9c\/\" target=\"_blank\" rel=\"noopener noreferrer\">PV<\/a> \u6703\u6709\u986f\u793a\uff0c\u4e0d\u7528\u81ea\u5df1\u8a08\u7b97\uff1b\u56de\u5831\u53ca\u6ce2\u5e45\u662f\u6295\u8cc7\u7269\u6216\u6295\u8cc7\u7b56\u7565\u81ea\u5df1\u7684\u6b77\u53f2\u8868\u73fe\uff0c<a href=\"https:\/\/www.mpfdiy.com\/2021\/05\/%e5%a6%82%e4%bd%95%e9%80%b2%e8%a1%8cbacktest%e5%8f%8a%e6%af%94%e8%bc%83%e7%ad%96%e7%95%a5%e6%95%88%e6%9e%9c\/\" target=\"_blank\" rel=\"noopener noreferrer\">PV<\/a> \u4ea6\u6709\u986f\u793a\u3002\u5f9e\u9019\u4e9b\u7b97\u5f0f\uff0c\u6211\u5011\u53ef\u4ee5\u5224\u65b7\u7576\u4e0b\u7684\u6295\u8cc7\u7269\u6216\u6295\u8cc7\u7b56\u7565\u662f\u5426\u9069\u5408\u81ea\u5df1\uff0c\u6709\u98a8\u96aa\u7a7a\u9593\u7684\u8a71\uff0c\u53ef\u4ee5\u904b\u7528<a href=\"https:\/\/www.mpfdiy.com\/?s=Kelly\" target=\"_blank\" rel=\"noopener noreferrer\">Kelly criterion<\/a> \u7684\u7b97\u5f0f\u53bb\u589e\u5927\u69d3\u687f\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u9000\u4f11\u91d1\u8981\u7528\u76e1\u5230\u4eba\u751f\u6700\u5f8c\u4e00\u79d2\uff0c<a href=\"https:\/\/www.mpfdiy.com\/2021\/06\/%e5%8f%af%e6%8c%81%e7%ba%8c%e5%8f%8a%e6%b0%b8%e5%ad%98%e7%ba%8c%e7%9a%84%e9%80%80%e4%bc%91%e9%87%91%e6%8f%90%e5%8f%96%e7%8e%87\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u300c4%\u6cd5\u5247\u300d<\/a>\u4fbf\u662f\u5178\u578b\u7684\u7b97\u5f0f\uff0c\u63d0\u53d6\u7387\u6240\u4f9d\u9760\u7684\uff0c\u5c31\u662f<span style=\"color: #04b2f2;\">\u7b97\u5f0f<\/span>\u904b\u4f5c\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u9999\u6e2f\u6563\u6236\u958b\u53e3\u57cb\u53e3\u8a71\u81ea\u5df1\u7528<a href=\"https:\/\/www.mpfdiy.com\/2020\/11\/%e7%94%a8%e6%81%92%e6%8c%87%e6%89%93%e6%95%97%e6%81%92%e6%8c%871-%e5%83%b9%e5%80%bc%e6%8a%95%e8%b3%87\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u50f9\u503c\u6295\u8cc7<\/a>\uff0c\u50f9\u503c\u5c31\u662f\u7531\u7b97\u5f0f\u6240\u5806\u780c\u800c\u6210\u7684\uff0c\u8a73\u898bGraham \u7684 Security Analysis\uff0c\u8207bitcoin \u662f\u7531\u7b97\u5f0f\u5806\u780c\u800c\u6210\u6c92\u6709\u5169\u6a23\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><a href=\"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/06\/security-analysis.jpg?ssl=1\" target=\"_blank\" rel=\"noopener noreferrer\"><img data-recalc-dims=\"1\" title=\" \"loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-5970 size-full\" src=\"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/06\/security-analysis.jpg?resize=479%2C854&#038;ssl=1\" alt=\" \" width=\"479\" height=\"854\" srcset=\"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/06\/security-analysis.jpg?w=479&amp;ssl=1 479w, https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/06\/security-analysis.jpg?resize=168%2C300&amp;ssl=1 168w\" sizes=\"auto, (max-width: 479px) 100vw, 479px\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u90a3\u9ebc\uff0c\u6709\u6771\u897f\u4e0d\u662f\u7b97\u5f0f\u55ce\uff1f\u7576\u7136\u6709\u5f88\u591a\uff0c\u8cb7\u6a13\u6709\u77f3\u5c4e\u540c\u57cb\u9435\u679d\uff0c\u8cb7\u7c73\u6709\u70ad\u6c34\u5316\u5408\u7269\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u90a3\u9ebc\uff0cbitcoin \u7b49\u865b\u64ec\u8ca8\u5e63\u662f\u5426\u503c\u5f97\u6295\u8cc7\u5462\uff1f\u7b46\u8005\u66ab\u6642\u90fd\u662f\u7dad\u6301<a href=\"https:\/\/www.mpfdiy.com\/2020\/08\/%e6%96%b0%e4%b8%96%e4%bb%a3%e8%b3%87%e7%94%a2%e9%85%8d%e7%bd%ae-bitcoin\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u4e4b\u524d<\/a>\u7684\u60f3\u6cd5\uff0c\u5c31\u662f\u4e0d\u8981\u8d85\u904e5% \u8cc7\u7522\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p><span style=\"font-size: 14pt;\">\u65b0\u7684\u6295\u8cc7\u7269\u662f\u5443\u4eba\uff0c\u53c8\u6703\u4f7f\u4eba\u767c\u9054\uff0c\u53ea\u8981\u5e73\u5e38\u5fc3\u770b\u5f85\uff0c\u5404\u6a23\u6295\u8cc7\u7269\u90fd\u53ef\u4ee5\u7528\u5f97\u5176\u6240\u3002<\/span><\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u865b\u64ec\u7269\u7684\u6295\u8cc7 &nbsp; \u8fd1\u5e74\u4f86\u52a0\u5bc6\u8ca8\u5e63\u7684\u51fa\u73fe\uff0c\u88ab\u4eba\u8aaa\u662f\u6ce1\u6cab\u3001\u7121\u50f9\u503c\u3001\u9a19\u6848\u3002\u5c24\u5176\u662f\u82b1\u9322\u8cb7\u4e00\u5806\u7b97\u5f0f(algor&#8230;<\/p>\n","protected":false},"author":1,"featured_media":5968,"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":[54,22,7,40,27],"class_list":["post-5953","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-1","tag-position-sizing","tag-22","tag-7","tag-40","tag-27"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"https:\/\/i0.wp.com\/www.mpfdiy.com\/wp-content\/uploads\/2021\/06\/virtual.jpg?fit=1024%2C576&ssl=1","jetpack_sharing_enabled":true,"jetpack_shortlink":"https:\/\/wp.me\/p7Tc20-1y1","jetpack-related-posts":[],"_links":{"self":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5953","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=5953"}],"version-history":[{"count":5,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5953\/revisions"}],"predecessor-version":[{"id":5973,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/posts\/5953\/revisions\/5973"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media\/5968"}],"wp:attachment":[{"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/media?parent=5953"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/categories?post=5953"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.mpfdiy.com\/wp-json\/wp\/v2\/tags?post=5953"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
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