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量化策略回测中常见的“陷阱”:为何模拟很美实盘却亏?_城市资讯网

《给阿嬷的情书》凭啥口碑炸裂

个常见的陷阱是“未来函数”。所谓未来函数,是指策略在计算历史信号时,使用了尚未发生的数据。举例说明:某策略逻辑是“在全天收盘价高于开盘价时,以开盘价买入”。在回测系统中,这可能被...

中,这可能被...

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