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January 15, 2017

December 30, 2016

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May 10, 2016

哩篇野令我諗起我之前自閉做BACK TESTING既日子...

雖然佢投入既時間同研究既成果都比我高一百萬倍, 但我同佢既出發點卻係如出一轍; 我地同樣都有一個信念!

如果賭馬都能夠設計出一個長遠賺大錢的交易程式, 為何期權不可?! 就係因為相信, 我就開始左一段天昏地暗既BACK TESTING生活... 由於我初期既DATA有限, 所以首先做既係最近一年既回測, 而剛剛開始既時後係好順利的, 但當回測既時間越做越長, 問題就一個一個咁接踵而來

在此都不能不讚頌一下BS MODEL既偉大... 諾貝爾奬得主果然並非浪得虛名! 當我堵塞左...

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May 11, 2017

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