栏目：居转户落户上海咨询    人气：0    日期：2023-06-27

免费提供最新落户政策及一对一落户上海方案

留学生/应届生/非婚子女 落户上海咨询

时间：1月6日10：00-11：30

地点：文荟楼201室

主讲：北爱尔兰Queen'sUniversityBelfast在读博士刘嘉栋

摘要：

Anewtypeofmomentumbasedontheprobabilityofreturnsignsisintroduced.Positionsignalsaregeneratedwhentheaverageofpastreturnssignsisabove(long)orbelow(short)acertainthreshold.Weconsiderfixedandtime-varyingvaluesforthisthreshold.Wecreateaportfoliowhichinvestsin55oftheworld'smostliquidcommodityandfinancialfutures.Investmentstrategiesusingreturnssignalmomentumresultofteninhigherreturns,higherSharperatioandlowerdrawdownwhencomparedtothenaive1/N,simplepricemovingaverageandtimeseriesmomentumstrategies.Returnssignalmomentumcan,hence,beconsideredasaneffectivestrategyforspeculationandhedgingbymarketparticipants.

详细内容请点击下载观看