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觅食的仓鼠
觅食的仓鼠
回测赚钱，就代表实盘也能赚钱吗？ 不一定。过拟合、手续费、滑点和市场环境变化，都可能让历史上的优秀策略在真实交易中失效。 真正重要的不是收益曲线有多漂亮，而是策略能否经受样本外测试和现实交易成本的检验。 你认为回测最容易忽略哪个风险？
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11:10 · 11/12/26·815 views·Posted on OKX Orbit

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