A股沪深300动量对冲策略:300只成份股中动量选股Top5 + IF期货等名义对冲,周频调仓。5年回测+248.4%,CAGR 25.5%。
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Updated
Aug 7, 2026 - Python
A股沪深300动量对冲策略:300只成份股中动量选股Top5 + IF期货等名义对冲,周频调仓。5年回测+248.4%,CAGR 25.5%。
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