{"version":"1.0","provider_name":"Fortune Insight","provider_url":"https:\/\/prime.fortuneinsight.com\/web","author_name":"\u9322\u741b","author_url":"https:\/\/prime.fortuneinsight.com\/web\/posts\/author\/chinshun","title":"\u64cd\u4f5c\u7c21\u55ae\u800c\u6709\u9ad8\u7206\u767c\u529b\u7684\u975e\u884d\u751f\u5de5\u5177\uff0c\u53c8\u8c48\u6b62\u6bd4\u7279\u5e63\uff1f - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/495829\">\u64cd\u4f5c\u7c21\u55ae\u800c\u6709\u9ad8\u7206\u767c\u529b\u7684\u975e\u884d\u751f\u5de5\u5177\uff0c\u53c8\u8c48\u6b62\u6bd4\u7279\u5e63\uff1f<\/a><\/blockquote>\n<script type='text\/javascript'>\n<!--\/\/--><![CDATA[\/\/><!--\n\t\t!function(c,d){\"use strict\";var e=!1,n=!1;if(d.querySelector)if(c.addEventListener)e=!0;if(c.wp=c.wp||{},!c.wp.receiveEmbedMessage)if(c.wp.receiveEmbedMessage=function(e){var 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class=\"wp-embedded-content\"><\/iframe>","thumbnail_url":"https:\/\/prime.fortuneinsight.com\/web\/wp-content\/uploads\/2021\/02\/btc_tsla_tsm_spy_scatter_matrix-1.png","thumbnail_width":1920,"thumbnail_height":963,"description":"\u6bd4\u7279\u5e63\u56de\u8abf\u4e86\u4e00\u9ede\uff0c\u5c31\u591a\u4e86\u5f88\u591a\u670b\u53cb\u554f\u6211\u61c9\u5426\u8cb7\u6bd4\u7279\u5e63\u3002Long only\u3001\u5de5\u5177\u64cd\u4f5c\u76f8\u5c0d\u7c21\u55ae\u3001\u7206\u767c\u529b\u53c8\u9ad8\uff0c\u96e3\u602a\u6210\u70ba\u65b0\u624b\u5fc3\u982d\u597d\u3002\u53ef\u662f\uff0c\u985e\u4f3c\u7684\u5de5\u5177\uff0c\u53c8\u662f\u5426\u53ea\u6709\u6bd4\u7279\u5e63\uff1f \u9019\u88cf\u60f3\u7528\u50b3\u7d71\u975e\u884d\u751f\u5de5\u5177\u9032\u884c\u6bd4\u8f03\uff0c\u5176\u4e2d\u4e00\u7a2e\u8cc7\u7522\u5c31\u662f\u80a1\u7968\u3002\u8981\u7559\u610f\uff0c\u5f88\u591a\u7d30\u50f9\u80a1\u90fd\u6709\u7206\u767c\u529b\uff0c\u4f46\u7531\u65bc\u6d41\u52d5\u6027\/\u5e02\u5834\u6df1\u5ea6\u4e0d\u8db3\uff0c\u4e5f\u975e\u9019\u6b21\u8a0e\u8ad6\u7684\u7bc4\u570d\u3002 \u9019\u6b21\u60f3\u6bd4\u8f03\u856d\u82e5\u5143\u63d0\u51fa\u7684\u767c\u9054\u4e09\u5bf6\uff1a\u6bd4\u7279\u5e63\uff08BTC\uff09\u3001Tesla\uff08TSLA\uff09\u53ca\u7f8e\u570b\u4e0a\u5e02\u7684\u53f0\u7a4d\u96fb\uff08TSM\uff09\uff0c\u770b\u770b\u8cb7\u5165\u54ea\u96bb\u7684\u8868\u73fe\u8f03\u300c\u597d\u300d\u3002 \u8cb7\u5165\u7684\u7b56\u7565\uff0c\u8207\u4e4b\u524d\u63d0\u53calong BTC\u7684\u8a2d\u5b9a\u4e00\u6a23\uff0c\u90fd\u662f\u53ea\u7528\u5c11\u65bcportfolio\u76845%\uff0c\u56e0\u70ba\u4e09\u8005\u7684drawdown\u90fd\u53ef\u4ee5\u5f88\u9ad8\u3002\u8a73\u60c5\u8acb\u7559\u610f\u4ee5\u4e0b\u6587\u7ae0\uff1a https:\/\/mewe.com\/p\/%E9%8C%A2%E7%90%9B\/show\/5feb4164c1710d62834b5809 \u9996\u5148\u4ee52020\u5e741\u6708\u9996\u81f3\u4e0a\u661f\u671f\u4e94\u7684\u65e5\u6578\u64da\uff0c\u8a08\u7b97\u4e09\u8005\u8207SPY\u7684\u76f8\u95dc\u6027\u77e9\u9663\uff08correlation matrix\uff09\u3002\u4e0b\u5716\u4ee5heatmap\u5f62\u5f0f\u8996\u50cf\u5316\u4e86\u6578\u64da\uff1a \u518d\u9644\u4e0a\u4e00\u5e45\u540c\u6642\u671f\u7684\u9ede\u9663\u5716\u77e9\u9663\uff08scatter matrix\uff09\uff0c\u4ee5\u53ca\u50f9\u683c\u8da8\u52e2\u5716\uff0c\u8b93\u5404\u4f4d\u4f7f\u7528\u4e09\u5f35\u5716\u4e92\u76f8\u53c3\u8003\u3002 \u96d6\u7136\u76f8\u95dc\u6027\u9245\u9663\u548c\u9ede\u9663\u5716\u77e9\u9663\u7684y\u548cx 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