report_bkt_191023

80b40ddd · rongqiming · 80b40ddd · 80b40ddd · 80b40ddd · 80b40ddd
Commit 80b40ddd authored Oct 15, 2019 by rongqiming
38 changed files
--- a/ToTaipei/上海Robo回测报告_V3.pdf
+++ b/ToTaipei/上海Robo回测报告_V3.pdf
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_drift_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_history_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_1_1.69.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_2_1.97.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.015_blackwindow_15_FT_3_2.32.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_4_1.7.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_5_1.84.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.03_blackwindow_15_FT_6_2.16.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_7_1.77.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_8_2.13.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/portfolio_record_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
--- a/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/~$portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx
+++ b/ToTaipei/附件1（ft_all_poem_pt1_Taipei）/~$portfolio_out_ft_all_poem_pt1_Taipei_E3_多空系数_rebalancerule_0_cvarsign2_rebanlancesign_0_bands_0.045_blackwindow_15_FT_9_2.82.xlsx