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**三角洲交易模型 課程大綱** **本內容來自30個公開帳號，經過最久三年的實測。邏輯和策略皆可複製並執行。** **學成後，投報率可以自行決定。** ### 前言 1. Open your mind, you can see the other side. 2. 任何方法都是好方法，只要能找到並解決問題，就能使用。 3. 工具和方法是中性的，一旦主觀認為不好，就無法看到其優點，反之亦然。 4. 邏輯通了，就能考慮是否要執行。 ### 第一篇：邏輯校正&對標 #### 第一章 - 每月2%複利數學公式毋庸置疑，可以開始討論每月2%的可行性。 - 師法臨摹已存在的現象。 - 物質不滅定律：找出十賭九輸的去向。 #### 第二章 - 本多終勝，那麼是否注小必贏？ #### 第三章 - 算牌的只有賭客，莊家只管設定機率。 ### 第二篇：執行邏輯 1. 瑞士起司理論 2. 主被動安全設計：人為介入、分倉分帳號、鎖倉量、新舊幣 3. 馬丁大於1，小於1的是？合在一起變成delta 4. 一百個籃子裝一百顆雞蛋 5. 在不傷身的基礎上挑戰績效 #### 總結 - 太陽升起不是因為你早起，而是你早起看到了太陽升起。 ### 第三篇：施行細則 #### 前言 - 量化交易的迷思：不是自動化、不是高頻，而是具體可描述的。太陽粒子之有必要再針扎 #### 持續性工作 1. 了解賽道（商品） 2. 下賽道試跑 3. 策略打造 4. 重複1-3動態持續優化 5. Buff持續疊加：最大虧損、最大連續虧損、牛皮幣、不爆倉馬丁、鍊幣 6. 用機器人取代大部分勞作人還是根本，一千萬下一萬的輕鬆狀態 7. 相關係數越低越好，你也可以打造對沖基金 8. 策略的成交數量vs有效樣本（策略打造） 9. 策略的易複製性（包含熟悉度以及維護難易度） 10. 量化到牙齒：回測量化、策略量化、下單量化、思考量化、吸收量化 11. 人工干預的有效性&局限性 12. 科技樹可橫向也可直向 13. 研究方向範例：一個月翻三倍，三個月爆一次（可行） 14. 編碼之重要性（圖表、訊號&帳號名稱） #### 每日工作 1. 新上架重點抽查、已上架定期巡檢（策略跑掉） 2. 策略持續回測與開發 3. 老船長航向定奪（要不要參與、氣象預報、吃水量評估） 4. 一分鐘待命班（插針、重大消息參與） 5. 獲利提取、帳號運營（不提取資金利用率會降低） 6. 定期演訓（能及時反映） 上述事件SOP建立（持續、每日、一分鐘待命班）包含行動裝置演訓 ### 第四篇：打造策略（交易模型）要點&範例 #### 前言 - 勝率、RR、損益線穩定通常不可兼得 #### 策略建立範例 - 一定%逢1買，獲利逢九賣 - 突破、盤整型策略，順勢、逆勢 - 可用DELTA加倉，也可以用策略單次停損（加倉與曲線平滑） - 能否適用或掛載第三篇項目（越多越好） - 以汽車打造舉例，只要市面上的都能抓進來用 --- 希望這樣的整理對你有幫助，如果有任何需要修改或補充的地方，隨時告訴我哦！ 😊
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