通过这种方式，策略能够在市场波动性增加时获利，同时在市场波动性下降时减少损失。下面就是QMT自动化交易跨式合约的源代码：#coding:gbk"""跨式期权策略（1）认沽期权和认购期权的隐含波动率大于50etf波动率时，以标的资产当前的价格作为行权价买入相同数量、相同标的资产和相同行权日的认购和认沽期权开仓（2）认沽期...
投资人要搞清楚关于美国国债的几个关于利率的概念: 派息率(coupon rate): 决定你每年进入口袋的利息;到期收益率(YTM: yield to maturity), 是指你购入后一直持有会得到的收益率; 而你的实际收益率 (return), 则是相对你购入和卖出价格之间的回报。 简单的打个比方: 派息率(coupon rate): 股票分红; 到期收益...
Risk-Free Rate 0.0% 0.0% Time in Market 99.0% 99.0% Cumulative Return 453.06% 1,245.84% CAGR﹪ 12.24% 19.19% Sharpe 0.93 1.11 Prob. Sharpe Ratio 99.8% 99.97% Sortino 1.33 1.6 Sortino/√2 0.94 1.13 Omega 1.23 1.23 Max Drawdown -28.57% -35.8% Longest DD Days 569 566 Gain/Pain Ratio 0...
(annual_return - daily_risk_free_rate) / annual_std # Calculate Maximum Drawdown df_asset['Cumulative_Return'] = (df_asset['Strategy_Return'] + 1).cumprod() df_asset['Rolling_Max'] = df_asset['Cumulative_Return'].rolling(window=250, min_periods=1).max() df_asset['Drawdown'] = ...
Invest every month through a diversified portfolio of the best ETFs, with simple tools to tailor, automatically rebalance and reduce volatility, and minimize your commissions and taxes.
#etf买卖扣除费率后获利函数 #author:wq #date:2024/2/29 #买卖etf扣除手续费,纯利计算,numbers为etf数量,buyingPrice是购买价格,sellingPrice是卖出价格 def counting4etf(numbers, buyingPrice, sellingPrice): #费率为万分之1.5 rate = 0.00015 if buyingPrice*numbers*rate <= 5: return ((sellingPrice * ...
ETF With the Highest 10-Year Return Past performance is no guarantee of future results, but the 10-year return of ETFs can be a starting point. Marguerita ChengFeb. 20, 2025 7 Best Energy ETFs to Buy Now The energy sector is likely to experience high volatility as new tariff policies rip...
Learn everything you need to know about Global X Interest Rate Hedge ETF (RATE) and how it ranks compared to other funds. Research performance, expense ratio, holdings, and volatility to see if it's the right fund for you.
Source: Fidelity Investments, as of January 8, 2025. Within equity ETFs, sector-themed ETFs saw disparity heading into 2025. Q4 ETF flows were overwhelmingly positive for financials ($8.2 billion), tech ($6.5 billion), and industrials ($3.9 billion), while health care (-$3.4 billion), con...
In a falling interest rate environment, now is an ideal time for advisors to add a diversified... News U.S. ETF Assets Reach $10 Trillion Milestone Elle Caruso FitzgeraldSep 27, 2024 2024-09-27 The ETF industry reached a major milestone this week. Energy Infrastructure Channel Investor...