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文章內容:

https://www.patreon.com/posts/mian-fei-gong-yu-105433818

Comments

EMPatreon

請問美股推薦用什麼Data source做backtest呢?

CL

想请问关于sharpe ratio的算法对intraday是否和平常不一样?

阿程量化交易

是的,time horizon 要adjust返,但道理都是一樣。去到intraday high frequency要考慮的平時Interday 多很多,遲下寫篇文解釋多些。