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布欧的量化日记
专职搞量化5年，本实盘策略为多因子驱动的量化中性组合，采用动态因子库与风险平价框架，通过以下机制确保持续Alpha： 因子生成层： 覆盖技术面、量价、另类数据三大类因子池（当前有效因子32个） 因子权重基于IC-IR（信息比率信息系数）动态调整，半衰期设为20个交易日 组合优化层： 每日计算因子正交化后的纯因子收益矩阵 通过约束条件（行业中性/市值中性/VaR控制）优化头寸
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High leverage
API Trading
Days Trading
54
Copiers
5/200
Total Copiers
11
Closed Portfolios
3
Performance
30 Days
ROI
PnL
-1.30%
-6.84
Copier PnL
-432.30 USDT
Sharpe Ratio
1.07
MDD
10.81%
Win Rate
54.78%
Win Positions
126
Total Positions
230
30 Days
Lead Trader Overview
AUM
1,822.77 USDT
Profit Sharing
10.00%
Leading Margin Balance
517.12 USDT
Minimum Copy Amount
10/10 USDT
Asset Preferences
30 Days
*Figures are refreshed every 1-2 hours.
SymbolSizeEntry PriceMark PriceMarginPNL (ROE)