前段时间测了各种马丁ea,最近又研究了凯利公式,结论就是只要你的系统不是正收益的,那爆仓是早晚的事情。凯利公式是基于利润最大化设计的,在股市里用用还行,在杠杆市场里需要考虑风险最大化,连续止损的情况。所以我现在对短期暴利手法已经不抱任何期望了,按我操作手法,每月能有百分之十的安全收益就不错了
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