交易浅谈
交易圣杯本身就是个伪命题，没吃亏是时间不够。任何系统任何策略，都有局限性。敞口决定风险，无敞口即无盈利。交易员的驾驭能力体现在对敞口的控制能力和调整能力。参数设计并不复杂，全面适应的参数也并不存在。合格的交易员对风险预判是提前一个大周期来设置参数变动，才有可能维持系统稳定。一般来说交易员即系统设计者往往会理解的透彻一些。
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