精选75CoinDesk(RSS)研究与分析
比特币仓位配置回测:持有方式与持有量同等重要
Crypto Long & Short: Putting the bitcoin sizing question to the test
推荐理由
对加密投资者,这是一份可复用的回测方法,比较了不同持有方式在牛熊市中的表现,值得研究仓位管理策略。
In a follow-up to his essay on sizing crypto risk, Lionsoul Global's Gregory Mall backtests bitcoin in a 60/40 across bull, bear and sideways regimes, showing how a straight bitcoin position, a large-cap basket and a trend-managed sleeve part ways and why the way you hold bitcoin can matter as much as how much you hold.
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力