商品期货市场运用Optimal F研究

On the Aplication of Optimal F on commodity futures markets

资金管理主要用于具有杠杆的金融工具交易中头寸的管理,是影响商品期货交易成败的重要因素。本文针对我国商品期货市场运用Optimal F资金管理方法;并对于理论的应用过程中以及实际交易中可能遇到的一些问题进行分析,努力给出可行的解决办法;而对于那些目前不易解决的问题,也指出其结症所在和对未来解决方法预期。文章重点研究保证金限制的F和收益和亏损的F。

Capital positions, and it＇ cus on the use of application of the sis, and strive to management is mainly used for leverage trading of financial instruments in the management of the s an important factor in the success or failure of the commodity futures trading. This paper put fo- the Optimal F funds management method on China＇ s commodity futures market, process for the theory, as well as some of the problems that may be encountered in the actual transaction analy- give a feasible solution. The paper focuses on the margin limit F and the F gains and losses.