1.今天你阅读到的有价值的全文内容链接
Volatility Trading (期权波动率交易).
https://bbs.pinggu.org/thread-3389027-1-1.html
2.今天你阅读到的有价值的内容段落摘录
(1) An athletics coach would not tell his charges to "run faster" and expect them to improve. They already know they need to run faster.
    They not to know how.
(2) As a rough rule of thumb, and this is dependent on numerous variables, a 10 percent drawdown will cause marketing issues and uncomfortable questions and a 30 percent drawdown starts to raise questions of survival.
(3) Seeing how they change over time is important. They can point out the degradation of a strategy more rapidly than raw P/L numbers. They can also provide early signals of style drift. Finally, the more we dissert our results the better.
(4) Finding good longs requires a different thought process to finding good shorts.
     
3.今天你阅读到的有价值信息的自我思考点评感想
   交易过程中, 要特别关注最大回撤的指标,一般而言,10%左右的回撤就会引发来自投资方的压力和质疑,30%的回撤则会涉及到生死存亡的问题。因此在设计产品或实际交易过程中,临近清盘线附近的操作就非常关键, 必须提前计划相应的操作方案。对交易绩效保持持续深入的跟踪是量化交易的一个重要的步骤。
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20小时