摘要
通过对头寸规模量化控制相关理论进行梳理,认为头寸规模量化控制的步骤与方法包含初始头寸规模的确定、头寸规模的调整;头寸规模的确定涉及到的相关参数主要有风险倍数、获胜概率、止损幅度、个股只数,交易频率等,运用的策略有构建交易系统、制定交易计划、在失败中学习等。
Through researching position size of quantitative control related theory which hold that the steps and method of the quantitative control of position size include determining the size of the initial positions, position size adjustment. The related parameters mainly include risk multiples, winning probability, stop-loss amplitude and number of stocks, trading frequency and so on. The strategies include building trading system , makeing trading plan and learning from failure.
出处
《嘉兴学院学报》
2014年第1期126-130,共5页
Journal of Jiaxing University
关键词
证券投资
头寸规模
量化控制
Securities Investment
Position Size
Quantitative Control
