Group 1 - The core strategy of the participant "屈身守份" in the trading competition is based on the Turtle Trading Rules, optimized with trend-following strategies and a small amount of swing trading [1] - "屈身守份" employs a unique model of "quantitative + subjective" trading, where strategy execution is fully automated, but selection of instruments is based on subjective judgment [1] - The participant has achieved significant profits from various instruments, including stock index futures,焦煤 (coking coal), carbon lithium, and polysilicon [1] Group 2 - The journey in quantitative trading has not been smooth, with challenging market conditions from March to June affecting trend-following strategies [2] - The participant emphasizes the importance of risk control, advocating for conservative position sizes and using spare funds for investment to ensure long-term survival in the market [2] - "屈身守份" believes that execution ability is the most valuable quality for quantitative traders, highlighting the need for discipline in both profit-taking and loss acceptance [2]
量化交易 赢在执行
Qi Huo Ri Bao Wang·2025-10-30 00:49