策略介绍:
This strategy specializes in statistical arbitrage within the Hong Kong banking sector, executing long and short pairs-trading exclusively on CCB (00939.HK) and ICBC (01398.HK). Designed for investors with a capital of HKD 100,000, it eliminates leverage risks while utilizing short selling to capture market inefficiencies. It delivers an aggressive annualized return of 31.4% and a high Sharpe ratio of 1.72. Featuring a 54% win rate and a maximum drawdown of 21%, this strategy aims for exceptional risk-adjusted alpha in any market condition.
「降龍十八掌」又一新作推出！「見龍在田」策略專注於港股銀行板塊的統計套利，進行多空配對交易。本策略起始本金為10萬港元，不進行任何槓桿操作，同時透過賣空機制捕捉市場定價失衡。它帶來高達31.4%的年化回報及1.72的超高夏普比率。憑藉54%的勝率和21%的最大回撤，該策略旨在不論市場牛熊均能創造卓越的超額收益。
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