历时2年，终于把Arms系列EA组合打包完成，从拿到模型到研发修改花费了巨大精力，日本和德国的量化同行也给予了非常大的帮助，模型架构的初衷是建立在微型资金上的高效率使用，控制回撤再谈利润，2021年实盘入金USD300开始测试，两年时间，年化收益率超额（目标100%/年，实际收益率超额为200%，最大回撤27%），今年再次优化模型架构，升级本金USD500，从5月至今也已超额完成，目前已录得收益率350%，最大回撤16%），策略继续偏向一次一单，带止盈止损，以多币对冲为主，继续观察至年底，测试长期稳定性（欣辰量化）
Edited 24 Oct 2022, 14:06
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