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ETF账户周报 2019.9.13 #79

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adsfgs opened this issue Sep 13, 2019 · 1 comment
Open

ETF账户周报 2019.9.13 #79

adsfgs opened this issue Sep 13, 2019 · 1 comment
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@adsfgs
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adsfgs commented Sep 13, 2019

起始日 2017.10.20
总仓位 121%
总收益 4%

但愿人长久,千里共婵娟。

本周简单回测了再平衡的频率问题,得出结论:再平衡不能过频,以半年或一年为宜。因此,多品种不宜独立做目标市值(始终平衡),而要组合做目标市值。

同时更新了目标市值组合表格,将2个品种合并到一个表格里。这些思考和改进,相信对1.5个月后的目标市值首次调仓,会有帮助。

@adsfgs adsfgs added the finance label Sep 13, 2019
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adsfgs commented Sep 14, 2019

更正:重新考虑了各种场景,如同涨同跌、不同涨同跌,等分投入不甚合理,决定各品种独立做目标市值。
目标市值不用每半年额外再平衡,因为每季度都在平衡。

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