avatar
· Views 1,003
新套息组合20年1月至今滚算,极端风险回撤57%,年化波动率25%,年化掉期25%,显式杠杆使用率10.5倍,对冲后杠杆使用率6.5倍。

Disclaimer: The views expressed are solely those of the author and do not represent the official position of Followme. Followme does not take responsibility for the accuracy, completeness, or reliability of the information provided and is not liable for any actions taken based on the content, unless explicitly stated in writing.

Reply 0

Leave Your Message Now

  • tradingContest