一个投资系统产生越多的交易机会,会带来两个好处。其一,通过大量的交易机会使系统符合大数定律,最终胜率才有意义,系统变得稳定;其二,用周转提高收益率。众所周知,ROE是杠杆率、毛利率和周转率的结合,在这里,杠杆率就是加杠杆、毛利率就是寻找牛股、而周转率就是提高换手。
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