1# zxg2010


推荐华泰联合的：“华泰联合-股指期货高频趋势交易-100730.PDF”：

目录
趋势交易......................................................................................................................................3
股指期货适合日内高频交易..............................................................................................3
趋势存在的检验..................................................................................................................4
趋势定义 ..............................................................................................................................4
趋势时长和获利空间分布..................................................................................................5
策略设计......................................................................................................................................6
策略原理 ..............................................................................................................................6
止损不止盈机制..................................................................................................................6
参数敏感性..........................................................................................................................6
策略的实证结果...........................................................................................................................7
总结..............................................................................................................................................9

  多谢分享