{"id":6012,"date":"2021-07-05T01:42:56","date_gmt":"2021-07-04T17:42:56","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=6012"},"modified":"2021-07-05T01:42:56","modified_gmt":"2021-07-04T17:42:56","slug":"%e6%8a%95%e8%b3%87%e6%b8%a9%e5%ba%a6%e8%a8%88","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2021\/07\/%e6%8a%95%e8%b3%87%e6%b8%a9%e5%ba%a6%e8%a8%88\/","title":{"rendered":"\u6295\u8cc7\u6e29\u5ea6\u8a08"},"content":{"rendered":"
<\/p>\n
\u51fa\u5bb6\u9580\u53e3\u524d\uff0c\u8981\u6c7a\u5b9a\u7740\u5e7e\u591a\u886b\uff0c\u5e36\u4e0d\u5e36\u906e\uff0c\u4e00\u4e9b\u4eba\u6703\u6191\u611f\u89ba\uff0c\u4f46\u66f4\u591a\u4eba\u6703\u671b\u4e00\u671b\u5929\u6c23\u8cc7\u8a0a\uff1b\u540c\u6a23\uff0c\u9a45\u52d5\u6295\u8cc7\u7684\u6c7a\u7b56\uff0c\u9664\u4e86\u6191\u611f\u89ba\uff0c\u9084\u9700\u8981\u4e00\u5927\u5806\u8cc7\u8a0a\u53bb\u8f14\u52a9\u3002<\/span><\/p>\n <\/p>\n MPFDIY \u53ca<\u7a4d\u91d1\u5927\u53cd\u64ca><\/span>\u7684\u5341\u4e8c\u7a2e\u4e0d\u540c\u7684\u5f37\u7a4d\u91d1\u6295\u8cc7\u7b56\u7565<\/span>\uff0c\u5927\u591a\u4f9d\u9760\u300c\u57fa\u91d1\u50f9\u683c\u300d\u9019\u4e00\u9805\u8cc7\u8a0a\u3002\u4f8b\u5982\u7b2c\u4e8c\u62db\u5e73\u5747\u7dda<\/a>\uff0c\u7b2c\u56db\u62db\u50f9\u503c\u5e73\u5747<\/a>\uff0c\u8207\u53ca\u7b2c\u4e94\u62db\u79fb\u52d5\u5e73\u5747<\/a>\uff0c\u90fd\u662f\u4ee5\u57fa\u91d1\u50f9\u683c\u53bb\u4f5c\u70ba\u6295\u8cc7\u7684\u6e29\u5ea6\u8a08\u3002<\/span><\/p>\n <\/p>\n \u7b46\u8005\u500b\u4eba\u8a8d\u70ba\u5e73\u5747\u7dda\u662f\u6709\u7279\u5b9a\u610f\u7fa9\uff0c\u4e0d\u662f\u73a9\u5f04\u6578\u5b57\u7684\u6280\u8853\u8a08\u7b97\u3002\u5047\u8a2d\u6709\u4e00\u516c\u53f8\u53ea\u670910\u80a1\uff0c10\u4f4d\u6295\u8cc7\u8005\u5404\u4eba\u7528$10\u8cb7\u4e86\u4e00\u80a1\uff0c\u90a3\u9ebc\uff0c\u8a72\u516c\u53f8\u7684\u80a1\u7968\u50f9\u683c\u5e73\u5747\u503c\u4fbf\u662f$10\uff0c\u4e4b\u5f8c\uff0c\u7576\u5e02\u5834\u51fa\u73fe\u4e86\u4e00\u500b1\u80a1$12\u7684\u4ea4\u6613\uff0c\u96d6\u7136\u4e0d\u77e5\u662f\u90a3\u4e00\u4f4d\u80a1\u6771\u8ce3\u51fa\uff0c\u4f46\u53ef\u77e5\u9053\u8ce3\u51fa\u7684\u80a1\u6771\u4e00\u5b9a\u6709\u8cfa\uff0c\u800c\u672a\u8ce3\u7684\u80a1\u6771\u662f\u7b49\u5f85\u8cfa\u591a\u5572\u3002\u4ea4\u6613\u5f8c\u7684\u80a1\u6771\u9580\u5e73\u5747\u6301\u8ca8\u50f9\u4fbf\u662f($10×9 + $12) \/10 = $10.2 \u3002\u63a5\u7740\uff0c\u5982\u679c\u51fa\u73fe$10.1 \u7684\u6210\u4ea4\u50f9\u683c\uff0c\u5373\u610f\u5473\u5e73\u5747\u4f86\u8aaa\u662f\u6709\u80a1\u6771\u8755\u4f4f\u8d70\u3002<\/span><\/p>\n <\/p>\n \u500b\u5225\u516c\u53f8\u80a1\u7968\u53ef\u4ee5\u7528VWAP<\/a> \u6216\u80a1\u7968\u6d41\u901a\u91cf\u53bb\u8003\u616e\u5e73\u5747\u7dda\u7684\u5206\u6bcd\u80a1\u4efd\u6578\u91cf\uff0c\u4f46\u5927\u5e02\u53ca\u5927\u578b\u6307\u6578\u5982S&P500 \u6216\u5f37\u7a4d\u91d1\u7684\u6210\u4efd\u57fa\u91d1\uff0c\u4fbf\u53ef\u4ee5\u76f4\u63a5\u7528\u5e73\u5747\u6578\u8a08\u7b97\uff0c\u52a0\u4ee5\u5929\u6578\u6708\u6578\u4f5c\u70ba\u5206\u6bcd\u8003\u616e\u3002\u4f8b\u5982200\u5929\u621610\u500b\u6708\u662f\u4eba\u5011\u5e38\u7528\u65bc\u7f8e\u80a1\u6295\u8cc7\u3002<\/span><\/p>\n <\/p>\n \u50f9\u683c\u4e4b\u5916\u4fbf\u662f\u76ee\u6a19\u6295\u8cc7\u50f9\u683c\u56de\u5831\uff0c\u7b2c\u516d\u62db<\/a>\u53ca\u7b2c\u516b\u62db<\/a>\u662f\u52d5\u529b\u6295\u8cc7\u662f\u7528\u56de\u5831\u4f5c\u8003\u616e\uff0c\u6ce2\u5e45\u4ea6\u662f\u8003\u616e\u4e4b\u4e00\uff0c\u7b2c\u4e5d\u62db<\/a>\u53ca\u7b2c\u5341\u4e8c\u62db<\/a>\u5c31\u662f\u7528\u6ce2\u5e45<\/a>\u4f5c\u6e29\u5ea6\u8a08\uff0c\u7b2c\u5341\u62db<\/a>\u662f\u7528\u6295\u8cc7\u7269\u4ee5\u5916\u7684\u6295\u8cc7\u7269\u50f9\u683c\u4f5c\u70ba\u6e29\u5ea6\u8a08\uff0cDAA \u5167\u7684\u91d1\u7d72\u96c0\u662f\u7528\u5916\u9593\u7684\u80a1\u7968\u53ca\u50b5\u5238\u4f5c\u6e29\u5ea6\u8a08\uff0c\u5927\u5bb6\u6709\u8208\u8da3\u7684\u5c31\u7ffb\u95b1\u524d\u6587<\/a>\u3002<\/span><\/p>\n <\/p>\n VIX \u6050\u614c\u6307\u6578\u662f\u7b46\u8005\u8fd1\u5e74\u7684\u81f3\u611b\u7684\u6e29\u5ea6\u8a08\uff0cS&P500 \u7684VIX \uff0c\u5982\u679c\u4ee520 \u53ca40 \u70ba\u754c\u7dda\uff0c\u8207\u524d\u6587ETF<\/a> \u7684\u505a\u6cd5\u76f8\u4f3c\uff0cVIX 20 \u4ee5\u4e0b\u4e3b\u529b\u6295\u8cc7\u80a1\u7968\uff0cVIX 20\u81f340 \u4ee5\u80a1\u50b5\u6df7\u5408\uff0cVIX 40\u4ee5\u4e0a\u53ef\u4ee5\u8da8\u52e2\u6027\u907f\u96aa\u6216\u8005\u50f9\u503c\u6027\u6488\u5e95\uff0c\u662f\u80fd\u63d0\u5347Sharpe ratio \u3002<\/span><\/p>\n <\/p>\n Ray Dalio \u7684 All Weather Portfolio<\/a>\uff0c\u51764 \u500b\u754c\u57df\u7684\u5206\u91ce\u5373\u5546\u54c1\u50f9\u683c\u53ca\u901a\u8139\u7387\u4ea6\u53ef\u4ee5\u6210\u70ba\u6e29\u5ea6\u8a08\u3002\u898b\u524d\u6587ETF \u4ee5\u9ec3\u91d1<\/a>\uff0c\u6728\u6750<\/a>\u53ca\u901a\u8139\u7387<\/a> \u800c\u9032\u884c\u8cc7\u7522\u914d\u7f6e\u3002<\/span><\/p>\n <\/p>\n \u81f3\u65bcAll Weather Portfolio \u5167\u6709\u95dc\u516c\u53f8\u589e\u9577\u53ca\u7d93\u6fdf\u64f4\u5f35\u7684\u6e29\u5ea6\u8a08\uff0c\u7b46\u8005\u8a8d\u70ba\u4ee5discretionary stock ETF<\/span> vs staples stock ETF<\/span> \u7684relative strength \u4f5c\u8003\u616e\u662f\u65b9\u6cd5\u4e4b\u4e00\u3002<\/span><\/p>\n <\/p>\n \u5c07\u4e0a\u8ff0\u7684\u6e29\u5ea6\u8a08\u7d9c\u5408\u8d77\u4f86\uff0c\u53ef\u4ee5\u505a\u51fa\u8b8a\u5316\u842c\u5343\u7684\u6295\u8cc7\u7b56\u7565\uff0c\u7528\u65bc\u5f37\u7a4d\u91d1\u66f4\u662f\u5982\u9b5a\u5f97\u6c34\uff0c\u662f\u7b46\u8005\u672a\u4f86\u767c\u5c55\u7b2c\u5341\u4e09\u62db\u7684\u95dc\u9375\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n \u5f8c\u8a18\uff1a<\/span><\/strong><\/p>\n <\/p>\n \u4e0b\u5716\u7684TAA \u75312009\u5e74 \u81f3 2021\u5e746\u6708\u7684\u5e74\u5747\u56de\u5831\u670924.6% , \u6309\u6708\u6ce2\u5e45\u67094.8% , \u6bd4\u7387\u70ba (24.6%\/4.8% = ) 5.1,\u00a0 MDD \u70ba -20.3% , \u6700\u5dee\u5e74\u4efd\u7684\u56de\u5831\u70ba -4.8% , \u7b97\u662f\u4e00\u500b\u6b63\u5e38\u6563\u6236\u53ef\u7528\u7684\u5927\u8defTAA \u3002<\/span><\/p>\n <\/p>\n