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有的人微信问我为啥原油单子一直有。在这里解释一下,我做的两种对冲,一个差价一个线性回归,差价合适就做差价,线性合适就做线性,现在这个琢磨不透的行情能不亏就不错,大家不敢奢求。正常线性的盈利在本金的百分之10左右,因为现在线性残差没到,所以做线性也不想拿那么长时间。因为一点就是单子浮亏小,清仓时间快,人比较安心。下0.1手睡不安稳的请点赞。大笑大笑

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