2016/05/09(一)盤勢閒聊 - 理財
By Poppy
at 2016-05-09T22:13
at 2016-05-09T22:13
Table of Contents
整個想知道答案 Orz
http://i.imgur.com/xUTiNAO.jpg
這張破產機率圖 "計算" 的原始出處可能來自
Money Management Strategies for Futures Traders (Nauzer J. Balsara 1992)
ISBN-10: 0471522155
ISBN-13: 978-0471522157
翻了一下在第二章 (The Dynamics of Ruin)
變因有三個
1. The probability of success (勝率)
2. The payoff ratio,
or the ratio of the average trade win to the average trade loss (風險報酬比)
3. The fraction of capital exposed to trading (交易佔資金的比例)
這張是交易佔資金 10% 的計算結果，計算方式有點複雜，就不掉書包了
這本書在談的是資金管理，簡單的說就是除了勝率跟風險報酬比之外
每次交易佔資金的比例也很重要
--
http://i.imgur.com/xUTiNAO.jpg
這張破產機率圖 "計算" 的原始出處可能來自
Money Management Strategies for Futures Traders (Nauzer J. Balsara 1992)
ISBN-10: 0471522155
ISBN-13: 978-0471522157
翻了一下在第二章 (The Dynamics of Ruin)
變因有三個
1. The probability of success (勝率)
2. The payoff ratio,
or the ratio of the average trade win to the average trade loss (風險報酬比)
3. The fraction of capital exposed to trading (交易佔資金的比例)
這張是交易佔資金 10% 的計算結果，計算方式有點複雜，就不掉書包了
這本書在談的是資金管理，簡單的說就是除了勝率跟風險報酬比之外
每次交易佔資金的比例也很重要
--
Tags:
理財
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