{"id":816,"date":"2026-01-15T01:18:15","date_gmt":"2026-01-14T17:18:15","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=816"},"modified":"2026-01-17T08:40:52","modified_gmt":"2026-01-17T00:40:52","slug":"t0sel","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/t0sel\/","title":{"rendered":"\u5982\u4f55\u91cf\u5316\u7b5b\u9009T0\u4ea4\u6613\u6807\u7684"},"content":{"rendered":"<p>\u6b22\u8fce\u6765\u5230 <strong>T0 \u4ea4\u6613\u7b56\u7565\u4e13\u680f<\/strong>\u3002\u7ecf\u8fc7\u4e00\u6bb5\u65f6\u95f4\u7684\u5f00\u53d1\uff0c\u201c\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u201d\u5df2\u57fa\u672c\u642d\u5efa\u5b8c\u6210\u3002\u63a5\u4e0b\u6765\u7684\u91cd\u70b9\u5c06\u8f6c\u5411\u7b56\u7565\u601d\u8def\u7684\u5206\u4eab\u4e0e\u63a2\u8ba8\uff0c\u800c\u672c\u4e13\u680f\u6b63\u662f\u8fd9\u4e00\u65b0\u9636\u6bb5\u7684\u5f00\u7bc7\u4e4b\u4f5c\u3002<\/p>\n<p>\u5728\u63a5\u4e0b\u6765\u7684\u7cfb\u5217\u6587\u7ae0\u4e2d\uff0c\u6211\u5c06\u5206\u4eab\u4ece\u6807\u7684\u7b5b\u9009\u3001\u7b56\u7565\u5f00\u53d1\u5230\u56de\u6d4b\u9a8c\u8bc1\u7684\u5168\u6d41\u7a0b\u7ecf\u9a8c\u3002\u800c\u8fd9\u4e07\u91cc\u957f\u5f81\u7684\u7b2c\u4e00\u6b65\uff0c\u4e5f\u662f\u6700\u5173\u952e\u7684\u4e00\u6b65\uff0c\u5c31\u662f\u2014\u2014<strong>\u9009\u53d6\u4e00\u4e2a\u5408\u9002\u7684\u4ea4\u6613\u6807\u7684<\/strong>\u3002<\/p>\n<p>\u4fd7\u8bdd\u8bf4\u201c\u9009\u62e9\u6bd4\u52aa\u529b\u66f4\u91cd\u8981\u201d\u3002\u5728 T0 \u4ea4\u6613\uff08\u65e5\u5185\u56de\u8f6c\u4ea4\u6613\uff09\u4e2d\uff0c\u9009\u9519\u4e86\u6807\u7684\uff0c\u518d\u4f18\u79c0\u7684\u7b56\u7565\u4e5f\u53ef\u80fd\u9897\u7c92\u65e0\u6536\uff0c\u751a\u81f3\u56e0\u4e3a\u6d41\u52a8\u6027\u67af\u7aed\u800c\u9762\u4e34\u5de8\u5927\u98ce\u9669\u3002<\/p>\n<p>\u5f88\u591a\u670b\u53cb\u4e00\u63d0\u5230 T0\uff0c\u60f3\u5230\u7684\u5c31\u662f\u201c\u9ad8\u9891\u4ea4\u6613\u201d\u3001\u201c\u624b\u901f\u5feb\u201d\u3002\u5176\u5b9e\uff0c\u5bf9\u4e8e\u5927\u591a\u6570\u666e\u901a\u6295\u8d44\u8005\u6216\u8005\u975e\u673a\u6784\u91cf\u5316\u56e2\u961f\u6765\u8bf4\uff0c\u66f4\u7a33\u5065\u7684\u65b9\u5f0f\u662f\u7f51\u683c\u4ea4\u6613 (Grid Trading)\u3002\u8fd9\u79cd\u7b56\u7565\u4e0d\u4f9d\u8d56\u5bf9\u77ac\u95f4\u884c\u60c5\u7684\u5224\u65ad\uff0c\u800c\u662f\u5229\u7528\u4ef7\u683c\u7684\u81ea\u7136\u6ce2\u52a8\u6765\u8d5a\u53d6\u5dee\u4ef7\u3002<\/p>\n<p>\u90a3\u4e48\uff0c\u4ec0\u4e48\u6837\u7684\u6807\u7684\u6700\u9002\u5408\u7f51\u683c\u4ea4\u6613\u5462\uff1f\u7b54\u6848\u5f88\u7b80\u5355\uff1a<strong>\u9707\u8361\u3001\u6d3b\u8dc3\u3001\u6709\u91cf<\/strong>\u3002<\/p>\n<h2>\u4e00\u3001 \u6570\u636e\u6e90\uff1a\u5de7\u5987\u96be\u4e3a\u65e0\u7c73\u4e4b\u708a<\/h2>\n<h3>1. \u4ec0\u4e48\u662f T0 \u6807\u7684\uff1f<\/h3>\n<p>\u9274\u4e8e A \u80a1\u5e02\u573a\u7684 T+1 \u4ea4\u6613\u5236\u5ea6\uff0c\u666e\u901a\u80a1\u7968\u5f53\u5929\u4e70\u5165\u540e\u65e0\u6cd5\u5356\u51fa\u3002\u6211\u4eec\u6240\u8bf4\u7684 T0 \u4ea4\u6613\u901a\u5e38\u9488\u5bf9\u4ee5\u4e0b\u4e24\u7c7b\u6807\u7684\uff1a<\/p>\n<ul>\n<li><strong>\u5236\u5ea6\u6027 T0<\/strong>\uff1a\u8de8\u5883 ETF (QDII)\u3001\u503a\u5238 ETF\u3001\u9ec4\u91d1 ETF\u3001\u8d27\u5e01 ETF\u3002\u8fd9\u4e9b\u54c1\u79cd\u5728\u89c4\u5219\u4e0a\u5141\u8bb8\u5f53\u5929\u4e70\u5165\u5f53\u5929\u5356\u51fa\u3002<\/li>\n<li><strong>\u5e95\u4ed3 T0<\/strong>\uff1a\u901a\u8fc7\u6301\u6709\u5e95\u4ed3\uff0c\u53d8\u76f8\u5b9e\u73b0 T0\u3002<\/li>\n<\/ul>\n<p>\u672c\u7cfb\u5217\u76ee\u524d\u4e3b\u8981\u805a\u7126\u4e8e<strong>\u5236\u5ea6\u6027 T0 ETF<\/strong>\uff0c\u56e0\u4e3a\u5b83\u4eec\u65e0\u9700\u5e95\u4ed3\uff0c\u8d44\u91d1\u5229\u7528\u7387\u9ad8\uff0c\u903b\u8f91\u66f4\u7eaf\u7cb9\u3002<\/p>\n<h3>2. \u5982\u4f55\u83b7\u53d6\u6e05\u5355\uff1f<\/h3>\n<p>\u9057\u61be\u7684\u662f\uff0cMiniQMT \u7b49\u5e38\u89c1\u91cf\u5316\u63a5\u53e3\u5e76\u6ca1\u6709\u76f4\u63a5\u63d0\u4f9b\u201c\u652f\u6301 T0 \u4ea4\u6613\u201d\u7684\u7b5b\u9009\u5c5e\u6027\u3002<br \/>\n\u867d\u7136\u540c\u82b1\u987a\u7b49\u884c\u60c5\u8f6f\u4ef6\u63d0\u4f9b\u4e86\u8fd9\u7c7b\u6e05\u5355\uff0c\u4f46\u7f51\u9875\u7248\u672c\u67e5\u9605\u8d77\u6765\u5e76\u4e0d\u65b9\u4fbf\uff0c\u4e14\u4e0d\u652f\u6301\u6279\u91cf\u5bfc\u51fa\uff0c\u8fd9\u7ed9\u6211\u4eec\u7684\u540e\u7eed\u91cf\u5316\u5206\u6790\u5e26\u6765\u4e86\u969c\u788d\u3002<\/p>\n<blockquote><p>\n  <strong>\u6570\u636e\u6e90\u5730\u5740<\/strong>\uff1a\u540c\u82b1\u987a T0 ETF \u5217\u8868\u9875\u9762\uff08http:\/\/data.10jqka.com.cn\/funds\/etf\/\uff09\n<\/p><\/blockquote>\n<p>\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e2a\u95ee\u9898\uff0c\u6211\u7f16\u5199\u4e86\u4e00\u4e2a\u4ee3\u7801\uff0c\u6bcf\u5929\u4f1a\u8ddf\u968f\u540c\u82b1\u987a\u6570\u636e\u6e90\u66f4\u65b0\u3002\u5927\u5bb6\u53ef\u4ee5\u76f4\u63a5\u4e0b\u8f7d\u6211\u5df2\u7ecf\u6574\u7406\u597d\u7684 CSV \u683c\u5f0f\u6e05\u5355\uff0c\u8fd9\u5c06\u6781\u5927\u5730\u4fbf\u5229\u540e\u7eed\u7684\u672c\u5730\u5206\u6790\u5de5\u4f5c\u3002<\/p>\n<blockquote><p>\n  \u4e0b\u8f7d\u65b9\u5f0f\u89c1\u6587\u672b\n<\/p><\/blockquote>\n<h3>3. \u521d\u6b65\u8fc7\u6ee4<\/h3>\n<p>\u5728\u62ff\u5230\u7684\u6e05\u5355\u4e2d\uff0c\u901a\u5e38\u5305\u542b\u4ee5\u4e0b\u7c7b\u522b\uff1a<\/p>\n<ul>\n<li><strong>\u8d27\u5e01\u578b<\/strong>\uff1a\u6ce2\u52a8\u7387\u6781\u4f4e\uff0c\u51e0\u4e4e\u662f\u4e00\u6761\u76f4\u7ebf\uff0c<strong>\u5254\u9664<\/strong>\u3002<\/li>\n<li><strong>\u503a\u5238\u578b<\/strong>\uff1a\u6ce2\u52a8\u8f83\u5c0f\uff0c\u9664\u975e\u5e26\u6760\u6746\uff0c\u5426\u5219 T0 \u7a7a\u95f4\u6709\u9650\uff0c<strong>\u614e\u9009<\/strong>\u3002<\/li>\n<li><strong>\u80a1\u7968\u578b\/QDII<\/strong>\uff1a\u5305\u62ec\u7eb3\u6307\u3001\u6052\u751f\u3001\u65e5\u7ecf\u7b49\u8de8\u5883 ETF\u3002\u6ce2\u52a8\u5927\uff0c\u6d41\u52a8\u6027\u597d\uff0c\u662f\u6211\u4eec\u7684<strong>\u91cd\u70b9\u76ee\u6807<\/strong>\u3002<\/li>\n<\/ul>\n<h2>\u4e8c\u3001 \u6838\u5fc3\u7b5b\u9009\u903b\u8f91\uff1a\u5bfb\u627e\u5b8c\u7f8e\u7684\u201c\u9707\u8361\u5668\u201d<\/h2>\n<p>\u65e2\u7136\u6709\u4e86\u5019\u9009\u6c60\uff0c\u6211\u4eec\u5982\u4f55\u4ece\u4e2d\u6311\u51fa\u6700\u9002\u5408 T0 \u7684\u54c1\u79cd\uff1f<br \/>\n\u8fd9\u8ba9\u6211\u60f3\u8d77\u6765\u6211\u4ee5\u524d\u5728\u505a\u4fe1\u53f7\u5904\u7406\u5206\u6790\u65f6\u770b\u8fc7\u7684\u4e00\u7bc7\u8bba\u6587\uff1a<\/p>\n<p><strong>\u300aAn attention-based stacked BiLSTM framework for predicting\u300b<\/strong><\/p>\n<div align=\"center\">\n<a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_5e32e1bc6ec88b28b442debcd2ba7c5a.jpg\"><br \/>\n<img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_5e32e1bc6ec88b28b442debcd2ba7c5a.jpg\" width=\"80%\" \/><br \/>\n<\/a>\n<\/div>\n<p>\u8fd9\u7bc7\u8bba\u6587\u539f\u672c\u662f\u4e3a\u4e86\u5bfb\u627e\u201c\u5bb9\u6613\u9884\u6d4b\u201d\u7684\u4fe1\u53f7\u3002\u5728\u4fe1\u53f7\u5904\u7406\u548c\u673a\u5668\u5b66\u4e60\u9886\u57df\uff0c\u5982\u679c\u4e00\u4e2a\u4fe1\u53f7<strong>\u5355\u8c03\u6027\u597d<\/strong>\uff08\u4e00\u76f4\u6da8\u6216\u4e00\u76f4\u8dcc\uff09\u3001<strong>\u8d8b\u52bf\u6027\u5f3a<\/strong>\uff08\u65b9\u5411\u660e\u786e\uff09\u3001<strong>\u53ef\u9884\u6d4b\u6027\u9ad8<\/strong>\uff08\u5386\u53f2\u80fd\u9884\u6d4b\u672a\u6765\uff09\uff0c\u90a3\u4e48\u5b83\u5c31\u662f\u6613\u4e8e\u9884\u6d4b\u7684\u201c\u597d\u4fe1\u53f7\u201d\u3002<\/p>\n<p><strong>\u4f46\u662f\uff01<\/strong><\/p>\n<p>\u5bf9\u4e8e <strong>\u7f51\u683c\/\u9707\u8361\u578b T0 \u7b56\u7565<\/strong>\uff0c\u6211\u4eec\u7684\u9700\u6c42\u6070\u6070\u76f8\u53cd\uff01\u6211\u4eec\u6700\u6015\u7684\u5c31\u662f\u5355\u8fb9\u66b4\u6da8\uff08\u5bb9\u6613\u5356\u98de\u7b79\u7801\uff09\u6216\u5355\u8fb9\u66b4\u8dcc\uff08\u5bb9\u6613\u88ab\u5957\u7262\uff09\u3002\u6211\u4eec\u9700\u8981\u7684\u662f<strong>\u9ad8\u9891\u5f80\u590d\u9707\u8361<\/strong>\u2014\u2014\u8dcc\u4e0b\u53bb\u80fd\u6da8\u56de\u6765\uff0c\u6da8\u4e0a\u53bb\u80fd\u8dcc\u4e0b\u6765\u3002<\/p>\n<p>\u56e0\u6b64\uff0c\u6211\u5c06\u8bba\u6587\u4e2d\u7684\u4e09\u4e2a\u6838\u5fc3\u6307\u6807\u8fdb\u884c\u4e86<strong>\u9006\u5411\u5e94\u7528<\/strong>\uff0c\u8fd9\u662f\u4e00\u79cd\u975e\u5e38\u6709\u610f\u601d\u7684\u601d\u7ef4\u8f6c\u6362\uff1a<\/p>\n<div align=\"center\">\n<a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_947b2a19d3fc7e318fc0b099b07bf05a.jpg\"><br \/>\n<img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_947b2a19d3fc7e318fc0b099b07bf05a.jpg\" width=\"80%\" \/><br \/>\n<\/a>\n<\/div>\n<h3>1. Monotonicity (\u5355\u8c03\u6027)<\/h3>\n<ul>\n<li><strong>\u6982\u5ff5\u901a\u4fd7\u5316<\/strong>\uff1a\u60f3\u8c61\u4f60\u5728\u722c\u5c71\u3002\u5982\u679c\u4f60\u4e00\u76f4\u5f80\u4e0a\u8d70\uff0c\u4e0d\u4f1a\u4e0b\u5761\uff0c\u5355\u8c03\u6027\u5c31\u662f 1\u3002\u5982\u679c\u4f60\u8d70\u4e24\u6b65\u9000\u4e00\u6b65\uff0c\u5355\u8c03\u6027\u5c31\u4f4e\u3002<\/li>\n<li><strong>\u8ba1\u7b97\u516c\u5f0f<\/strong>\uff1a<span class=\"katex math inline\">M = \\frac{|\\text{\u4e0a\u6da8\u6b21\u6570} &#8211; \\text{\u4e0b\u8dcc\u6b21\u6570}|}{\\text{\u603b\u53d8\u5316\u6b21\u6570}}<\/span><\/li>\n<li><strong>T0 \u7b5b\u9009\u903b\u8f91<\/strong>\uff1a<strong>\u8d8a\u5c0f\u8d8a\u597d<\/strong>\u3002\n<ul>\n<li>\u5982\u679c <span class=\"katex math inline\">M<\/span> \u63a5\u8fd1 1\uff0c\u8bf4\u660e\u4ef7\u683c\u4e00\u76f4\u5728\u6da8\u6216\u4e00\u76f4\u5728\u8dcc\uff08\u5355\u8fb9\u5e02\uff09\uff0cT0 \u5f88\u96be\u505a\u5dee\u4ef7\u3002<\/li>\n<li>\u5982\u679c <span class=\"katex math inline\">M<\/span> \u63a5\u8fd1 0\uff0c\u8bf4\u660e\u4e0a\u6da8\u548c\u4e0b\u8dcc\u6b21\u6570\u76f8\u5f53\uff0c\u4ef7\u683c\u5448\u73b0\u5b8c\u7f8e\u7684\u952f\u9f7f\u72b6\u9707\u8361\uff0c\u8fd9\u6b63\u662f T0 \u68a6\u5bd0\u4ee5\u6c42\u7684\u5f62\u6001\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h3>2. Trendability (\u8d8b\u52bf\u6027)<\/h3>\n<ul>\n<li><strong>\u6982\u5ff5\u901a\u4fd7\u5316<\/strong>\uff1a\u8fd9\u662f\u8861\u91cf\u4ef7\u683c\u957f\u671f\u201c\u6f02\u79fb\u201d\u7a0b\u5ea6\u7684\u6307\u6807\u3002\u7b80\u5355\u6765\u8bf4\uff0c\u5c31\u662f\u770b\u4ef7\u683c\u662f\u503e\u5411\u4e8e\u6cbf\u7740\u4e00\u4e2a\u65b9\u5411\uff08\u4e0a\u6da8\u6216\u4e0b\u8dcc\uff09\u6301\u7eed\u8fd0\u52a8\uff0c\u8fd8\u662f\u5728\u4e00\u4e2a\u533a\u95f4\u5185\u6765\u56de\u6ce2\u52a8\u3002<\/li>\n<li><strong>\u8ba1\u7b97\u516c\u5f0f<\/strong>\uff1a\u57fa\u4e8e\u7ebf\u6027\u56de\u5f52\u659c\u7387\u7684\u5f52\u4e00\u5316\u7edd\u5bf9\u503c\u3002<\/li>\n<li><strong>T0 \u7b5b\u9009\u903b\u8f91<\/strong>\uff1a<strong>\u8d8a\u5c0f\u8d8a\u597d<\/strong>\u3002\n<ul>\n<li>\u6211\u4eec\u5e0c\u671b\u4ef7\u683c\u5728\u4e00\u4e2a\u7bb1\u4f53\u5185\u8fd0\u884c\uff08\u659c\u7387\u63a5\u8fd1 0\uff09\uff0c\u800c\u4e0d\u662f\u957f\u671f\u5411\u4e0a\u6216\u5411\u4e0b\u6f02\u79fb\u3002\u8fd9\u6837\u7f51\u683c\u7b56\u7565\u6700\u5b89\u5168\uff0c\u4e0d\u5bb9\u6613\u7834\u7f51\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h3>3. Prognosability (\u53ef\u9884\u6d4b\u6027)<\/h3>\n<ul>\n<li><strong>\u6982\u5ff5\u901a\u4fd7\u5316<\/strong>\uff1a\u5982\u679c\u4eca\u5929\u7684\u6da8\u8dcc\u8ddf\u6628\u5929\u7684\u6da8\u8dcc\u5173\u7cfb\u5f88\u5927\uff08\u60ef\u6027\uff09\uff0c\u90a3\u53eb\u53ef\u9884\u6d4b\u6027\u5f3a\u3002\u5982\u679c\u4eca\u5929\u7684\u6da8\u8dcc\u5b8c\u5168\u968f\u673a\uff0c\u8ddf\u6628\u5929\u6ca1\u5173\u7cfb\uff0c\u90a3\u53eb\u968f\u673a\u6e38\u8d70\u3002<\/li>\n<li><strong>\u8ba1\u7b97\u516c\u5f0f<\/strong>\uff1a\u6536\u76ca\u7387\u7684\u4e00\u9636\u81ea\u76f8\u5173\u7cfb\u6570\u7edd\u5bf9\u503c\u3002<\/li>\n<li><strong>T0 \u7b5b\u9009\u903b\u8f91<\/strong>\uff1a<strong>\u8d8a\u5c0f\u8d8a\u597d\uff08\u6216\u9002\u4e2d\uff09<\/strong>\u3002\n<ul>\n<li>\u9ad8\u81ea\u76f8\u5173\u6027\u610f\u5473\u7740\u201c\u60ef\u6027\u201d\u5927\uff0c\u5bb9\u6613\u5f62\u6210\u8d8b\u52bf\u3002\u800c\u6211\u4eec\u5e0c\u671b\u4ef7\u683c\u968f\u673a\u6e38\u8d70\uff0c\u6da8\u591a\u4e86\u5c31\u8dcc\uff0c\u8dcc\u591a\u4e86\u5c31\u6da8\uff08\u5747\u503c\u56de\u5f52\uff09\uff0c\u800c\u4e0d\u662f\u4f9d\u9760\u60ef\u6027\u4e00\u76f4\u51b2\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<p><strong>\u603b\u7ed3<\/strong>\uff1a\u8bba\u6587\u5bfb\u627e\u7684\u662f\u201c\u786e\u5b9a\u6027\u201d\uff0c\u800c\u6211\u4eec\u5bfb\u627e\u7684\u662f\u201c<strong>\u7a33\u5b9a\u7684\u6ce2\u52a8\u6027<\/strong>\u201d\u3002<\/p>\n<h2>\u4e09\u3001 \u8fdb\u9636\u6307\u6807\uff1a\u6d41\u52a8\u6027\u4e0e\u98ce\u63a7<\/h2>\n<p>\u4ec5\u6709\u597d\u7684\u5f62\u6001\u662f\u4e0d\u591f\u7684\u3002\u5728\u5b9e\u9645\u7b56\u7565\u8fd0\u884c\u4e2d\uff0c\u6211\u4eec\u7ecf\u5e38\u4f1a\u9047\u5230\u201c\u770b\u4f3c\u5b8c\u7f8e\u201d\u7684\u6807\u7684\uff0c\u4e00\u4e70\u8fdb\u53bb\u5374\u53d1\u73b0\u6839\u672c\u5356\u4e0d\u6389\uff0c\u6216\u8005\u624b\u7eed\u8d39\u628a\u5229\u6da6\u5403\u5149\u3002<br \/>\n\u4e3a\u4e86\u907f\u514d\u8fd9\u4e9b\u6d41\u52a8\u6027\u9677\u9631\uff0c\u6211\u5728\u6a21\u578b\u4e2d\u7279\u610f\u589e\u52a0\u4e86\u4ee5\u4e0b\u4e24\u4e2a\u98ce\u63a7\u7ef4\u5ea6\u7684\u6307\u6807\uff1a<\/p>\n<h3>4. Intraday Volatility (\u65e5\u5185\u6ce2\u52a8\u7387)<\/h3>\n<ul>\n<li><strong>\u6982\u5ff5\u901a\u4fd7\u5316<\/strong>\uff1a\u5c31\u662f\u4e00\u5929\u4e4b\u5185\u4ef7\u683c\u4e0a\u4e0b\u8df3\u52a8\u7684\u5e45\u5ea6\u3002<\/li>\n<li><strong>\u8ba1\u7b97<\/strong>\uff1a\u65e5\u5185 (\u6700\u9ad8\u4ef7-\u6700\u4f4e\u4ef7)\/\u5f00\u76d8\u4ef7 \u7684\u767e\u5206\u6bd4\u5747\u503c\u3002<\/li>\n<li><strong>\u8bc4\u5206\u903b\u8f91<\/strong>\uff1a\u5bfb\u627e\u201c<strong>\u751c\u70b9\u533a (0.5% &#8211; 3.0%)<\/strong>\u201d\u3002\n<ul>\n<li><strong>&lt; 0.5%<\/strong>\uff1a\u6ce2\u52a8\u592a\u5c0f\uff08\u5982\u94f6\u884c\u80a1\u3001\u77ed\u503a\uff09\uff0c\u5c31\u50cf\u5fc3\u7535\u56fe\u62c9\u76f4\u7ebf\uff0c\u6263\u9664\u624b\u7eed\u8d39\u540e\u65e0\u5229\u53ef\u56fe\u3002<\/li>\n<li><strong>> 3.0%<\/strong>\uff1a\u6ce2\u52a8\u8fc7\u5927\uff0c\u98ce\u9669\u4e0d\u53ef\u63a7\uff0c\u5bb9\u6613\u5355\u6b21\u4e8f\u635f\u8fc7\u5927\u3002<\/li>\n<li><strong>0.5%~3.0%<\/strong>\uff1a\u6700\u4f73\u4ea4\u6613\u533a\u95f4\uff0c\u65e2\u6709\u8089\u5403\uff0c\u53c8\u4e0d\u5bb9\u6613\u5d29\u76d8\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h3>5. Liquidity Score (\u6d41\u52a8\u6027\u5f97\u5206)<\/h3>\n<ul>\n<li><strong>\u6982\u5ff5\u901a\u4fd7\u5316<\/strong>\uff1a\u60f3\u4e70\u4e70\u4e0d\u5230\uff0c\u60f3\u5356\u5356\u4e0d\u6389\uff0c\u8fd9\u5c31\u662f\u6d41\u52a8\u6027\u5dee\u3002<\/li>\n<li><strong>\u7ef4\u5ea6 A\uff1a\u65e5\u5747\u6210\u4ea4\u91cf<\/strong>\u3002\u5fc5\u987b\u8db3\u591f\u5927\uff08\u5982 >1000\u624b\uff09\uff0c\u4fdd\u8bc1\u8fdb\u51fa\u6ed1\u70b9\u4f4e\u3002<\/li>\n<li><strong>\u7ef4\u5ea6 B\uff1a\u6210\u4ea4\u91cf\u53d8\u5f02\u7cfb\u6570 (CV)<\/strong>\u3002<strong>\u8d8a\u5c0f\u8d8a\u597d<\/strong>\u3002\n<ul>\n<li>CV \u5c0f\u610f\u5473\u7740\u6210\u4ea4\u91cf\u5f88\u7a33\u5b9a\uff0c\u5168\u5929\u90fd\u6709\u4eba\u4ea4\u6613\u3002<\/li>\n<li>CV \u5927\u610f\u5473\u7740\u6210\u4ea4\u91cf\u5ffd\u5927\u5ffd\u5c0f\uff08\u8109\u51b2\u5f0f\uff09\uff0c\u53ef\u80fd\u67d0\u5206\u949f\u7a81\u7136\u653e\u91cf\uff0c\u7136\u540e\u534a\u5c0f\u65f6\u6ca1\u4eba\u73a9\uff0c\u8fd9\u79cd\u6807\u7684\u975e\u5e38\u5371\u9669\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h2>\u56db\u3001 Python \u5b9e\u8df5\u4e0e\u7ed3\u679c\u5c55\u793a<\/h2>\n<p>\u4e3a\u4e86\u9a8c\u8bc1\u4e0a\u8ff0\u7406\u8bba\uff0c\u6211\u7f16\u5199\u4e86\u4e00\u5957\u5b8c\u6574\u7684 Python \u7b5b\u9009\u6846\u67b6\u3002\u8fd9\u5957\u6846\u67b6\u4e0d\u4ec5\u81ea\u52a8\u5316\u4e86\u6570\u636e\u4e0b\u8f7d\u548c\u6307\u6807\u8ba1\u7b97\uff0c\u8fd8\u80fd\u591f\u81ea\u52a8\u751f\u6210\u53ef\u89c6\u5316\u7684\u5bf9\u6bd4\u62a5\u8868\u3002<\/p>\n<h3>1. \u6838\u5fc3\u4ee3\u7801\u903b\u8f91<\/h3>\n<p>\u4e3a\u4e86\u65b9\u4fbf\u5927\u5bb6\u5b9e\u8df5\uff0c\u6211\u6574\u7406\u4e86\u5982\u4e0b\u7684\u6838\u5fc3\u4ee3\u7801\u7ed3\u6784\uff0c\u83b7\u53d6\u65b9\u5f0f\u89c1\u6587\u672b\uff1a<\/p>\n<pre><code class=\"language-text line-numbers\">T0_ETF\u7b5b\u9009\u7814\u7a76\/\n\u251c\u2500\u2500 download_t0_etf_1min_data.py      # [\u7b2c\u4e00\u6b65] \u6570\u636e\u4e0b\u8f7d\u811a\u672c\n\u251c\u2500\u2500 t0_etf_daily_metrics_screening.py # [\u7b2c\u4e8c\u6b65] \u6838\u5fc3\u7b5b\u9009\u7b97\u6cd5\u811a\u672c\n\u251c\u2500\u2500 visualize_t0_results.py           # [\u7b2c\u4e09\u6b65] \u7ed3\u679c\u53ef\u89c6\u5316\u5206\u6790\u811a\u672c\n\u251c\u2500\u2500 T0_ETF_List.csv                   # \u57fa\u7840 ETF \u4ee3\u7801\u6e05\u5355\n\u2514\u2500\u2500 README.md                         # \u7b80\u8981\u8bf4\u660e\n<\/code><\/pre>\n<ul>\n<li><code>download_t0_etf_1min_data.py<\/code>: \u5229\u7528 xtquant \u63a5\u53e3\uff0c\u4e0b\u8f7d\u6700\u8fd1\u4e00\u5e74\u7684 1 \u5206\u949f\u7ea7\u9ad8\u9891\u6570\u636e\u3002<\/li>\n<li><code>t0_etf_daily_metrics_screening.py<\/code>: \u8fd9\u662f\u7b5b\u9009\u7684\u6838\u5fc3\u5f15\u64ce\u3002\u5b83\u4f1a\u904d\u5386\u6bcf\u4e00\u4e2a ETF\uff0c\u8ba1\u7b97\u4e0a\u8ff0 5 \u5927\u6307\u6807\uff0c\u5e76\u8fdb\u884c\u52a0\u6743\u6253\u5206\uff08Weighting\uff09\u3002<\/li>\n<\/ul>\n<h3>2. \u52a0\u6743\u6a21\u578b\u8bbe\u8ba1<\/h3>\n<p>\u76ee\u524d\u7684\u8bc4\u5206\u6a21\u578b\u5982\u4e0b\uff08\u603b\u5206 100\uff0c\u5206\u6570\u8d8a\u4f4e\u8d8a\u597d\uff09\uff1a<\/p>\n<ul>\n<li><strong>\u8d8b\u52bf\u6027 (Trend)<\/strong>: <strong>\u9ad8\u6743\u91cd<\/strong> \uff08\u6700\u91cd\u8981\uff0c\u62d2\u7edd\u5355\u8fb9\uff09<\/li>\n<li><strong>\u5355\u8c03\u6027 (Mono)<\/strong>: <strong>\u4e2d\u6743\u91cd<\/strong><\/li>\n<li><strong>\u53ef\u9884\u6d4b\u6027 (Prog)<\/strong>: <strong>\u4e2d\u6743\u91cd<\/strong><\/li>\n<li><strong>\u6ce2\u52a8\u7387 (Vol)<\/strong>: <strong>\u4f4e\u6743\u91cd<\/strong> \uff08\u60e9\u7f5a\u8fc7\u4f4e\u6216\u8fc7\u9ad8\u7684\u6ce2\u52a8\uff09<\/li>\n<li><strong>\u6d41\u52a8\u6027 (Liq)<\/strong>: <strong>\u4f4e\u6743\u91cd<\/strong> \uff08\u4e00\u7968\u5426\u51b3\u5dee\u6d41\u52a8\u6027\uff09<\/li>\n<\/ul>\n<h3>3. \u7b5b\u9009\u7ed3\u679c\u5206\u6790<\/h3>\n<p>\u8fd0\u884c\u4ee3\u7801\u540e\uff0c\u6211\u4eec\u5f97\u5230\u4e86\u9488\u5bf9 T0 \u7b56\u7565\u7684 ETF \u4f18\u9009\u699c\u5355\u3002\u8ba9\u6211\u4eec\u6765\u5bf9\u6bd4\u4e00\u4e0b\u201c\u597d\u5b66\u751f\u201d\u548c\u201c\u5dee\u5b66\u751f\u201d\u7684\u533a\u522b\u3002<\/p>\n<blockquote><p>\n  <strong>\u514d\u8d23\u58f0\u660e\u4e0e\u8bf4\u660e<\/strong>\uff1a<br \/>\n  \u672c\u6587\u63d0\u4f9b\u7684\u4e3b\u8981\u662f\u7b5b\u9009\u7684<strong>\u601d\u8def\u548c\u91cf\u5316\u6846\u67b6<\/strong>\uff0c\u800c\u975e\u5177\u4f53\u7684\u6295\u8d44\u5efa\u8bae\u3002<br \/>\n  \u4e3a\u4e86\u907f\u514d\u201c\u8350\u80a1\u201d\u5acc\u7591\uff0c\u540c\u65f6\u4e5f\u4e3a\u4e86\u9f13\u52b1\u5927\u5bb6\u4eb2\u81ea\u52a8\u624b\u5b9e\u8df5\uff0c\u6211\u5728\u63d0\u4f9b\u7684\u6e90\u7801\u4e2d\u7279\u610f\u52a0\u5165\u4e86<strong>\u5fae\u5c0f\u7684\u968f\u673a\u6270\u52a8\u56e0\u5b50<\/strong>\u3002\u8fd9\u610f\u5473\u7740\uff0c\u5927\u5bb6\u6bcf\u6b21\u8fd0\u884c\u4ee3\u7801\u7b5b\u9009\u51fa\u7684\u6392\u540d\u53ef\u80fd\u4f1a\u6709\u5dee\u522b\uff0c\u4f46\u6574\u4f53\u7684\u4f18\u9009\u903b\u8f91\u662f\u4e0d\u53d8\u7684\u3002<br \/>\n  \u5efa\u8bae\u5927\u5bb6\u5728\u4f7f\u7528\u8fc7\u7a0b\u4e2d\uff0c\u6839\u636e\u81ea\u5df1\u7684\u5b9e\u9645\u9700\u6c42\uff0c\u624b\u52a8\u8c03\u6574\u5177\u4f53\u7684\u7b5b\u9009\u9608\u503c\u548c\u6743\u91cd\uff0c\u6253\u9020\u5c5e\u4e8e\u81ea\u5df1\u7684\u4e13\u5c5e\u80a1\u7968\u6c60\u3002\n<\/p><\/blockquote>\n<h4>\u6ce2\u52a8\u7387\u5206\u5e03\uff1a\u5bfb\u627e&#8221;\u751c\u70b9\u533a&#8221;<\/h4>\n<p>\u6ce2\u52a8\u7387\u662fT0\u4ea4\u6613\u80fd\u5426\u76c8\u5229\u7684\u5173\u952e\u3002\u8ba9\u6211\u4eec\u770b\u770b\u524d\u540e20\u540d\u5728\u6ce2\u52a8\u7387\u4e0a\u7684\u5dee\u5f02\uff1a<\/p>\n<div align=\"center\"> <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/t0_volatility_distribution.png\" width=\"80%\" alt=\"\u65e5\u5185\u6ce2\u52a8\u7387\u5206\u5e03\" \/> <\/div>\n<blockquote><p>\n  <strong>\u56fe\u8868\u89e3\u8bfb<\/strong>\uff1a<\/p>\n<ol>\n<li><strong>\u7eff\u8272\u533a\u57df\uff080.5%-3.0%\uff09<\/strong>\uff1a\u8fd9\u662f\u6211\u4eec\u5b9a\u4e49\u7684&#8221;\u751c\u70b9\u533a&#8221;\uff0c\u662f\u6700\u9002\u5408T0\u7684\u6ce2\u52a8\u8303\u56f4\u3002<\/li>\n<li><strong>\u524d20\u540d\uff08\u7eff\u8272\u67f1\uff09<\/strong>\uff1a\u51e0\u4e4e\u5168\u90e8\u843d\u5728\u751c\u70b9\u533a\u5185\uff0c\u5e73\u5747\u6ce2\u52a8\u7387 <strong>1.82%<\/strong>\uff0c\u5b8c\u7f8e\uff01<\/li>\n<li><strong>\u540e20\u540d\uff08\u7ea2\u8272\u67f1\uff09<\/strong>\uff1a\u5e73\u5747\u6ce2\u52a8\u7387\u4ec5 <strong>0.05%<\/strong>\uff0c\u51e0\u4e4e\u662f\u4e00\u6761\u76f4\u7ebf\uff0c\u6263\u9664\u624b\u7eed\u8d39\u540e\u6839\u672c\u65e0\u5229\u53ef\u56fe\u3002<\/li>\n<li><strong>\u6ce2\u52a8\u7387\u5dee\u5f02\uff1a36\u500d<\/strong>\uff01\u8fd9\u5c31\u662f&#8221;\u6b7b\u6c34&#8221;\u548c&#8221;\u6d3b\u6c34&#8221;\u7684\u533a\u522b\u3002<\/li>\n<\/ol>\n<\/blockquote>\n<p><strong>\u5b9e\u6218\u542f\u793a<\/strong>\uff1a<\/p>\n<ul>\n<li>\u6ce2\u52a8\u7387 &lt; 0.5%\uff1a\u8fde\u624b\u7eed\u8d39\u90fd\u8986\u76d6\u4e0d\u4e86\uff0c\u5efa\u8bae\u653e\u5f03<\/li>\n<li>\u6ce2\u52a8\u7387 0.5%-3.0%\uff1a\u7406\u60f3\u4ea4\u6613\u533a\u95f4<\/li>\n<li>\u6ce2\u52a8\u7387 > 3.0%\uff1a\u98ce\u9669\u8fc7\u5927\uff0c\u9700\u8981\u66f4\u5f3a\u7684\u98ce\u63a7<\/li>\n<\/ul>\n<h4>ETF\u7c7b\u522b\u5206\u5e03\uff1a\u8c01\u662fT0\u4e3b\u529b\u519b\uff1f<\/h4>\n<p>\u4e0d\u540c\u7c7b\u522b\u7684ETF\u8868\u73b0\u5982\u4f55\uff1f\u8ba9\u6211\u4eec\u770b\u770b\u7c7b\u522b\u5206\u5e03\u7684\u79d8\u5bc6\uff1a<\/p>\n<div align=\"center\"> <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/t0_category_distribution-scaled.png\" width=\"80%\" alt=\"ETF\u7c7b\u522b\u5206\u5e03\" \/> <\/div>\n<blockquote><p>\n  <strong>\u56fe\u8868\u89e3\u8bfb<\/strong>\uff1a<\/p>\n<p>  <strong>\u5de6\u4e0a\u89d2\uff08\u997c\u56fe\uff09- \u5168\u5e02\u573a\u6982\u51b5<\/strong>\uff1a<\/p>\n<ul>\n<li><strong>\u884c\u4e1a\u4e3b\u9898ETF<\/strong>\uff0820.4%\uff09\u548c <strong>QDII\u6d77\u5916ETF<\/strong>\uff0820.4%\uff09\u5360\u6bd4\u6700\u5927<\/li>\n<li><strong>\u5176\u4ed6\u7c7b<\/strong>\uff0823.3%\uff09\u5305\u542b\u5404\u79cd\u7ec6\u5206\u54c1\u79cd<\/li>\n<li><strong>\u8d27\u5e01\u57fa\u91d1<\/strong>\uff0814.5%\uff09\u867d\u7136\u6570\u91cf\u591a\uff0c\u4f46\u4e0d\u9002\u5408T0<\/li>\n<\/ul>\n<p>  <strong>\u53f3\u4e0a\u89d2\uff08\u524d20\u540d\u7c7b\u522b\uff09- \u4f18\u7b49\u751f\u753b\u50cf<\/strong>\uff1a<\/p>\n<ul>\n<li><strong>QDII\u6d77\u5916<\/strong> \u9065\u9065\u9886\u5148\uff089\u4e2a\uff09\uff0c\u536045%\uff01<\/li>\n<li><strong>\u5546\u54c1\u578b<\/strong>\uff085\u4e2a\uff09\u8868\u73b0\u7a81\u51fa\uff0c\u9ec4\u91d1\u3001\u539f\u6cb9\u7b49\u6ce2\u52a8\u9002\u4e2d<\/li>\n<li><strong>Smart Beta<\/strong>\uff084\u4e2a\uff09\u7b56\u7565\u578bETF\u4e5f\u6709\u4e0d\u9519\u8868\u73b0<\/li>\n<li><strong>\u51e0\u4e4e\u6ca1\u6709\u8d27\u5e01\u57fa\u91d1<\/strong><\/li>\n<\/ul>\n<p>  <strong>\u5de6\u4e0b\u89d2\uff08\u540e20\u540d\u7c7b\u522b\uff09- \u5dee\u7b49\u751f\u753b\u50cf<\/strong>\uff1a<\/p>\n<ul>\n<li><strong>\u8d27\u5e01\u57fa\u91d1<\/strong> \u5360\u636e\u538b\u5012\u6027\u591a\u6570\uff0815\u4e2a\uff09\uff0c\u536075%\uff01<\/li>\n<li>\u8fd9\u4e9b\u6807\u7684\u6ce2\u52a8\u7387\u6781\u4f4e\uff080.002%-0.05%\uff09\uff0c\u662f\u5178\u578b\u7684&#8221;\u5fc3\u7535\u56fe\u62c9\u76f4\u7ebf&#8221;<\/li>\n<\/ul>\n<p>  <strong>\u53f3\u4e0b\u89d2\uff08\u5bf9\u6bd4\u56fe\uff09<\/strong>\uff1a<\/p>\n<ul>\n<li>\u524d20\u540d\uff1aQDII + \u5546\u54c1 + Smart Beta = \u4e3b\u529b<\/li>\n<li>\u540e20\u540d\uff1a\u8d27\u5e01\u57fa\u91d1 = \u7edd\u5bf9\u4e3b\u529b<\/li>\n<li><strong>\u7ed3\u8bba<\/strong>\uff1a\u907f\u5f00\u8d27\u5e01\u57fa\u91d1\uff0c\u91cd\u70b9\u5173\u6ce8QDII\u548c\u5546\u54c1\u578bETF\uff01<\/li>\n<\/ul>\n<\/blockquote>\n<h4>Top 5 \u6807\u7684\uff08\u9002\u5408 T0\uff09<\/h4>\n<p>\u8fd9\u4e9b\u6807\u7684\u901a\u5e38\u5448\u73b0\u51fa<strong>\u6781\u9ad8\u7684\u9707\u8361\u7279\u6027<\/strong>\u548c<strong>\u7a33\u5b9a\u7684\u6d41\u52a8\u6027<\/strong>\u3002<\/p>\n<div align=\"center\"> <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/top_1_511090.SH_continuous-scaled.png\" width=\"80%\" alt=\"Top 1 ETF \u8fde\u7eed\u5206\u949f\u7ebf\u56fe\" \/> <\/div>\n<blockquote><p>\n  <strong>\u56fe\u8868\u89e3\u8bfb<\/strong>\uff1a\u4e0a\u56fe\u662f\u6392\u540d\u7b2c\u4e00\u7684\u6807\u7684\u3002\u8bf7\u6ce8\u610f\u770b\u5b83\u7684\u4ef7\u683c\u8d70\u52bf\uff08\u7eff\u8272\u7ebf\uff09\u3002<\/p>\n<ol>\n<li><strong>\u9891\u7e41\u7a7f\u8d8a\u5747\u7ebf<\/strong>\uff1a\u4ef7\u683c\u6ca1\u6709\u4e00\u76f4\u505c\u7559\u5728\u4e0a\u65b9\u6216\u4e0b\u65b9\uff0c\u800c\u662f\u9891\u7e41\u56de\u5f52\u3002<\/li>\n<li><strong>\u6ca1\u6709\u957f\u5c3e\u98ce\u9669<\/strong>\uff1a\u6ca1\u6709\u51fa\u73b0\u7a81\u7136\u7684 90 \u5ea6\u76f4\u4e0a\u76f4\u4e0b\u3002<\/li>\n<li><strong>\u6210\u4ea4\u91cf\u5747\u5300<\/strong>\uff1a\u4e0b\u65b9\u7684\u6210\u4ea4\u91cf\u67f1\u72b6\u56fe\uff08\u7ea2\u8272\u533a\u57df\uff09\u975e\u5e38\u8fde\u8d2f\uff0c\u6ca1\u6709\u65ad\u5c42\u3002<br \/>\n  \u8fd9\u79cd\u201c\u5fc3\u7535\u56fe\u201d\u4e00\u6837\u7684\u8d70\u52bf\uff0c\u662f\u7f51\u683c\u7b56\u7565\u7684\u6700\u7231\u3002\u6bcf\u4e00\u6b21\u4e0a\u4e0b\u6ce2\u52a8\uff0c\u90fd\u662f\u4e00\u6b21\u4f4e\u4e70\u9ad8\u5356\u7684\u83b7\u5229\u673a\u4f1a\u3002<\/li>\n<\/ol>\n<\/blockquote>\n<h4>Bottom 5 \u6807\u7684\uff08\u4e0d\u9002\u5408 T0\uff09<\/h4>\n<p>\u8fd9\u4e9b\u6807\u7684\u901a\u5e38\u8868\u73b0\u4e3a<strong>\u6781\u5ea6\u4f4e\u6ce2\uff08\u6b7b\u6c34\uff09<\/strong>\u6216\u8005<strong>\u6781\u7aef\u5355\u8fb9\uff08\u5927\u8d8b\u52bf\uff09<\/strong>\u3002<\/p>\n<div align=\"center\"> <a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_bee14187cb5acfecb2b13f5e47e51c89.jpg\"> <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_bee14187cb5acfecb2b13f5e47e51c89.jpg\" width=\"80%\" alt=\"Bottom 1 ETF \u8fde\u7eed\u5206\u949f\u7ebf\u56fe\" \/> <\/a> <\/div>\n<blockquote><p>\n  <strong>\u56fe\u8868\u89e3\u8bfb<\/strong>\uff1a\u4e0a\u56fe\u662f\u6392\u540d\u5012\u6570\u7684\u6807\u7684\u3002<\/p>\n<ol>\n<li><strong>\u5fc3\u7535\u56fe\u62c9\u76f4\u7ebf<\/strong>\uff1a\u53ef\u4ee5\u770b\u5230\u4ef7\u683c\u6ce2\u52a8\u6781\u5c0f\uff0c\u51e0\u4e4e\u662f\u4e00\u6761\u76f4\u7ebf\u3002<\/li>\n<li><strong>\u5355\u8fb9\u6f02\u79fb<\/strong>\uff1a\u6216\u8005\u5448\u73b0\u51fa\u957f\u65f6\u95f4\u7684\u5355\u8fb9\u4e0b\u8dcc\uff0c\u5982\u679c\u5728\u8fd9\u79cd\u6807\u7684\u4e0a\u8dd1\u7f51\u683c\uff0c\u5f88\u5bb9\u6613\u51fa\u73b0\u201c\u5356\u98de\u540e\u4e70\u4e0d\u56de\u6765\u201d\u6216\u8005\u201c\u4e00\u8def\u8865\u4ed3\u8865\u5230\u6b7b\u201d\u7684\u60e8\u72b6\u3002<\/li>\n<\/ol>\n<\/blockquote>\n<h2>\u4e0b\u4e00\u6b65\u8ba1\u5212<\/h2>\n<p>\u73b0\u5728\u6211\u4eec\u5df2\u7ecf\u624b\u63e1\u4e00\u4efd\u79d1\u5b66\u7684\u201c\u767d\u540d\u5355\u201d\u3002\u4e0b\u4e00\u7bc7\u6587\u7ae0\uff0c\u6211\u5c06\u57fa\u4e8e\u8fd9\u4e9b\u7cbe\u9009\u6807\u7684\uff0c\u8bb2\u89e3\u5982\u4f55\u6784\u5efa\u4e00\u4e2a<strong>\u81ea\u9002\u5e94\u7f51\u683c\u4ea4\u6613\u7b56\u7565 (Adaptive Grid Trading)<\/strong>\uff0c\u5e76\u8fdb\u884c\u56de\u6d4b\u9a8c\u8bc1\u3002<\/p>\n<hr \/>\n<h3>\u798f\u5229\u65f6\u523b\uff1a\u52a0\u5165\u6211\u7684\u91cf\u5316\u5708\u5b50<\/h3>\n<p>\u5982\u679c\u4f60\u5bf9\u672c\u6587\u63d0\u5230\u7684 <strong>\u5b8c\u6574 T0 ETF \u6e05\u5355<\/strong> \u548c <strong>Python \u7b5b\u9009\u6e90\u7801<\/strong> \u611f\u5174\u8da3\uff0c\u6216\u8005\u5728\u8fd0\u884c\u4ee3\u7801\u65f6\u9047\u5230\u95ee\u9898\uff0c\u6b22\u8fce\u52a0\u5165\u6211\u7684<strong>\u91cf\u5316\u5708\u5b50<\/strong>\u3002<\/p>\n<p><strong>\u7279\u522b\u798f\u5229<\/strong>\uff1a<br \/>\n\u5bf9\u4e8e\u8fd8\u6ca1\u6709\u5f00\u901a MiniQMT \u7684\u670b\u53cb\uff0c\u901a\u8fc7\u6211\u7684<strong>\u4e13\u5c5e\u63a8\u8350\u6e20\u9053<\/strong>\u514d\u8d39\u5f00\u901a\u8fd8\u5c06<strong>\u83b7\u8d60\u4e00\u5e74\u7684\u91cf\u5316\u5708\u5b50\u4f1a\u5458<\/strong>\uff01<br \/>\n\u5982\u679c\u5bf9\u6b64\u611f\u5174\u8da3\uff0c\u8bf7\u5173\u6ce8\u516c\u4f17\u53f7\u201c\u770b\u6d77\u7684\u57ce\u5821\u201d\uff0c\u5728\u516c\u4f17\u53f7\u9875\u9762\u4e0b\u65b9\u70b9\u51fb\u76f8\u5e94\u6807\u7b7e\u83b7\u53d6\u5f00\u6237\u65b9\u5f0f\uff0c\u5f00\u901a\u540e\u8054\u7cfb\u4f5c\u8005\u5373\u53ef\u52a0\u5165\u3002<\/p>\n<p><strong><a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/column\/\" title=\"\u70b9\u51fb\u6b64\u5904\u94fe\u63a5\uff0c\u52a0\u5165\u6211\u7684\u91cf\u5316\u5708\u5b50\uff0c\u5f00\u542f\u4f60\u7684\u91cf\u5316\u7814\u7a76\u4e4b\u8def\">\u70b9\u51fb\u6b64\u5904\u94fe\u63a5\uff0c\u52a0\u5165\u6211\u7684\u91cf\u5316\u5708\u5b50\uff0c\u5f00\u542f\u4f60\u7684\u91cf\u5316\u7814\u7a76\u4e4b\u8def<\/a><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6b22\u8fce\u6765\u5230 T0 \u4ea4\u6613\u7b56\u7565\u4e13\u680f\u3002\u7ecf\u8fc7\u4e00\u6bb5\u65f6\u95f4\u7684\u5f00\u53d1\uff0c\u201c\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u201d\u5df2\u57fa\u672c\u642d\u5efa\u5b8c\u6210\u3002\u63a5\u4e0b\u6765\u7684\u91cd\u70b9\u5c06\u8f6c\u5411\u7b56\u7565\u601d [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/page-t0-strategy.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-816","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/816","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=816"}],"version-history":[{"count":8,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/816\/revisions"}],"predecessor-version":[{"id":841,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/816\/revisions\/841"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=816"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}