策略原理:
SpaceShip系列采用了动量因子来设计策略。当市场动量非常强大,但是动量的增量开始锐减,且价格达到市场的支撑阻力位置时,往往意味着反转的到来,基于这一原理我们设计出了该系列的策略。为了减少策略之间相关性,No.1和No.2的策略参数做了差异处理,同时品种上也有不同,但是策略表现上两者不相上下,非常适合专业的投资者纳入投资组合。
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