{"id":11729,"date":"2026-03-24T11:12:01","date_gmt":"2026-03-24T03:12:01","guid":{"rendered":"https:\/\/www.invbus.com\/blog\/?p=11729"},"modified":"2026-03-24T11:12:01","modified_gmt":"2026-03-24T03:12:01","slug":"%e9%87%8f%e5%8c%96%e4%ba%a4%e6%98%93%e6%8a%80%e6%9c%af%e7%af%87%e7%b3%bb%e5%88%97-10%e7%a7%8d%e7%bb%8f%e5%85%b8%e9%87%8f%e5%8c%96%e7%ad%96%e7%95%a5","status":"publish","type":"post","link":"https:\/\/www.invbus.com\/blog\/?p=11729","title":{"rendered":"\u91cf\u5316\u4ea4\u6613\u6280\u672f\u7bc7\u7cfb\u5217-10\u79cd\u7ecf\u5178\u91cf\u5316\u7b56\u7565"},"content":{"rendered":"\n<p>\u642d\u5efa\u4e00\u5957\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u6d89\u53ca\u591a\u4e2a\u6a21\u5757\u548c\u7ec4\u4ef6\u7684\u534f\u540c\u5de5\u4f5c\uff0c\u5305\u62ec\u6570\u636e\u91c7\u96c6\u3001\u91cf\u5316&nbsp;\u7b56\u7565\u3001\u53ef\u89c6\u5316\u6a21\u5757\u3001\u6570\u636e\u5904\u7406\u3001\u56de\u6d4b\u8bc4\u4f30\u3001\u81ea\u52a8\u4ea4\u6613\u7b49\u7b49\uff0c\u672c\u6587\u91cd\u70b9\u4ecb\u7ecd10\u79cd\u7ecf\u5178\u91cf\u5316\u7b56\u7565\u3002<\/p>\n\n\n\n<p>\u91cf\u5316\u4ea4\u6613\u7b56\u7565\u662f\u5229\u7528\u6570\u5b66\u3001\u7edf\u8ba1\u548c\u8ba1\u7b97\u673a\u6280\u672f\uff0c\u4ece\u5386\u53f2\u6570\u636e\u4e2d\u6316\u6398\u89c4\u5f8b\u5e76\u81ea\u52a8\u6267\u884c\u7684\u4ea4\u6613\u65b9\u6cd5\u3002\u4ee5\u4e0b\u662f\u5e38\u89c1\u7684\u91cf\u5316\u7b56\u7565\u5206\u7c7b\u53ca\u793a\u4f8b\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>1. \u8d8b\u52bf\u8ddf\u8e2a\u7b56\u7565\uff08Trend Following\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u8ddf\u968f\u5e02\u573a\u8d8b\u52bf\uff0c\u4e0a\u6da8\u65f6\u505a\u591a\uff0c\u4e0b\u8dcc\u65f6\u505a\u7a7a\u3002<\/li>\n\n\n\n<li><strong>\u5e38\u7528\u6307\u6807<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u79fb\u52a8\u5e73\u5747\u7ebf\uff08MA\u3001EMA\uff09\u4ea4\u53c9<\/li>\n\n\n\n<li>\u5e03\u6797\u5e26\uff08Bollinger Bands\uff09\u7a81\u7834<\/li>\n\n\n\n<li>MACD\uff08\u79fb\u52a8\u5e73\u5747\u6536\u655b\u53d1\u6563\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u7279\u70b9<\/strong>\uff1a\u9002\u5408\u6ce2\u52a8\u5f3a\u70c8\u7684\u5e02\u573a\uff0c\u4f46\u9707\u8361\u5e02\u4e2d\u53ef\u80fd\u4e8f\u635f\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>2. \u5747\u503c\u56de\u5f52\u7b56\u7565\uff08Mean Reversion\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u4ef7\u683c\u56f4\u7ed5\u5747\u503c\u6ce2\u52a8\uff0c\u504f\u79bb\u540e\u4f1a\u56de\u5f52\u3002<\/li>\n\n\n\n<li><strong>\u5e38\u7528\u65b9\u6cd5<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u7edf\u8ba1\u5957\u5229\uff08\u914d\u5bf9\u4ea4\u6613\uff0c\u5982\u4e24\u53ea\u76f8\u5173\u6027\u9ad8\u7684\u80a1\u7968\u4ef7\u5dee\u4ea4\u6613\uff09<\/li>\n\n\n\n<li>RSI\uff08\u76f8\u5bf9\u5f3a\u5f31\u6307\u6570\uff09\u8d85\u4e70\u8d85\u5356\u4fe1\u53f7<\/li>\n\n\n\n<li>\u6ce2\u52a8\u7387\u56de\u5f52\uff08\u5982\u671f\u6743\u6ce2\u52a8\u7387\u4ea4\u6613\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u7279\u70b9<\/strong>\uff1a\u9002\u5408\u9707\u8361\u5e02\u573a\uff0c\u9700\u8bbe\u7f6e\u4e25\u683c\u7684\u6b62\u635f\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>3. \u7edf\u8ba1\u5957\u5229\u7b56\u7565\uff08Statistical Arbitrage\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u5229\u7528\u8d44\u4ea7\u4ef7\u683c\u7684\u7edf\u8ba1\u5173\u7cfb\uff08\u5982\u534f\u6574\u6027\u3001\u76f8\u5173\u6027\uff09\u8fdb\u884c\u5957\u5229\u3002<\/li>\n\n\n\n<li><strong>\u7ecf\u5178\u6a21\u578b<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u914d\u5bf9\u4ea4\u6613\uff08Pair Trading\uff09<\/li>\n\n\n\n<li>\u591a\u56e0\u5b50\u6a21\u578b\uff08\u5982\u80a1\u7968\u57fa\u672c\u9762\u56e0\u5b50\u7ec4\u5408\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u7279\u70b9<\/strong>\uff1a\u9700\u9ad8\u9891\u6570\u636e\u652f\u6301\uff0c\u5bf9\u6a21\u578b\u7a33\u5b9a\u6027\u8981\u6c42\u9ad8\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>4. \u9ad8\u9891\u4ea4\u6613\u7b56\u7565\uff08HFT\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u5728\u6beb\u79d2\u7ea7\u65f6\u95f4\u5185\u6355\u6349\u5fae\u5c0f\u4ef7\u5dee\u3002<\/li>\n\n\n\n<li><strong>\u5b50\u7b56\u7565<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u505a\u5e02\u5546\u7b56\u7565\uff08\u63d0\u4f9b\u4e70\u5356\u62a5\u4ef7\u8d5a\u53d6\u4ef7\u5dee\uff09<\/li>\n\n\n\n<li>\u95ea\u7535\u5d29\u76d8\u5957\u5229\uff08\u6355\u6349\u6781\u7aef\u884c\u60c5\u6d41\u52a8\u6027\u5931\u8861\uff09<\/li>\n\n\n\n<li>\u8ba2\u5355\u7c3f\u52a8\u6001\u5206\u6790\uff08Level 2 \u6570\u636e\u6316\u6398\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u7279\u70b9<\/strong>\uff1a\u4f9d\u8d56\u4f4e\u5ef6\u8fdf\u786c\u4ef6\u548c\u4ea4\u6613\u6240\u76f4\u8fde\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>5. \u673a\u5668\u5b66\u4e60\u7b56\u7565\uff08Machine Learning\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u7528\u7b97\u6cd5\u4ece\u6570\u636e\u4e2d\u81ea\u52a8\u5b66\u4e60\u4ea4\u6613\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u5e38\u7528\u6a21\u578b<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u76d1\u7763\u5b66\u4e60\uff08\u5982LSTM\u9884\u6d4b\u4ef7\u683c\u3001\u968f\u673a\u68ee\u6797\u5206\u7c7b\uff09<\/li>\n\n\n\n<li>\u65e0\u76d1\u7763\u5b66\u4e60\uff08\u5982\u805a\u7c7b\u5206\u6790\u677f\u5757\u8f6e\u52a8\uff09<\/li>\n\n\n\n<li>\u5f3a\u5316\u5b66\u4e60\uff08\u5982DQN\u4f18\u5316\u4ea4\u6613\u8def\u5f84\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u98ce\u9669<\/strong>\uff1a\u5bb9\u6613\u8fc7\u62df\u5408\uff0c\u9700\u8c28\u614e\u56de\u6d4b\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>6. \u4e8b\u4ef6\u9a71\u52a8\u7b56\u7565\uff08Event-Driven\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u5229\u7528\u65b0\u95fb\u3001\u8d22\u62a5\u3001\u653f\u7b56\u7b49\u4e8b\u4ef6\u5f15\u53d1\u7684\u5e02\u573a\u53cd\u5e94\u3002<\/li>\n\n\n\n<li><strong>\u793a\u4f8b<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u8d22\u62a5\u516c\u5e03\u540e\u7684\u80a1\u4ef7\u8df3\u7a7a\u4ea4\u6613<\/li>\n\n\n\n<li>\u6307\u6570\u6210\u5206\u80a1\u8c03\u6574\u5957\u5229<\/li>\n\n\n\n<li>\u5b8f\u89c2\u7ecf\u6d4e\u6570\u636e\u53d1\u5e03\u540e\u7684\u5916\u6c47\u6ce2\u52a8\u4ea4\u6613<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>7. \u6ce2\u52a8\u7387\u7b56\u7565\uff08Volatility Trading\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u4ea4\u6613\u6ce2\u52a8\u7387\u800c\u975e\u4ef7\u683c\u65b9\u5411\u3002<\/li>\n\n\n\n<li><strong>\u5de5\u5177<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u671f\u6743\u6ce2\u52a8\u7387\u66f2\u9762\u4ea4\u6613\uff08\u5982\u8de8\u5f0f\u7ec4\u5408\uff09<\/li>\n\n\n\n<li>VIX\u671f\u8d27\u5957\u5229<\/li>\n\n\n\n<li>GARCH\u6a21\u578b\u9884\u6d4b\u6ce2\u52a8\u7387<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>8. \u591a\u56e0\u5b50\u9009\u80a1\u7b56\u7565\uff08Multi-Factor Model\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u903b\u8f91<\/strong>\uff1a\u7efc\u5408\u591a\u4e2a\u56e0\u5b50\uff08\u5982\u4ef7\u503c\u3001\u52a8\u91cf\u3001\u8d28\u91cf\uff09\u7b5b\u9009\u80a1\u7968\u3002<\/li>\n\n\n\n<li><strong>\u7ecf\u5178\u56e0\u5b50<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>Fama-French\u4e09\u56e0\u5b50\uff08\u5e02\u573a\u3001\u5e02\u503c\u3001\u4f30\u503c\uff09<\/li>\n\n\n\n<li>\u52a8\u91cf\u56e0\u5b50\uff08\u8fc7\u53bb12\u4e2a\u6708\u6536\u76ca\u7387\uff09<\/li>\n\n\n\n<li>\u4f4e\u6ce2\u52a8\u56e0\u5b50<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>9. \u5957\u5229\u7b56\u7565\uff08Arbitrage\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u7c7b\u578b<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u8de8\u5e02\u573a\u5957\u5229\uff08\u5982A\u80a1\/H\u80a1\u4ef7\u5dee\uff09<\/li>\n\n\n\n<li>\u8de8\u671f\u5957\u5229\uff08\u671f\u8d27\u4e0d\u540c\u5408\u7ea6\u4ef7\u5dee\uff09<\/li>\n\n\n\n<li>ETF\u4e00\u7ea7\/\u4e8c\u7ea7\u5e02\u573a\u5957\u5229<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>10. \u53e6\u7c7b\u6570\u636e\u7b56\u7565\uff08Alternative Data\uff09<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li>\n<ul class=\"wp-block-list\">\n<li><strong>\u6570\u636e\u6e90<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u536b\u661f\u56fe\u50cf\uff08\u5982\u505c\u8f66\u573a\u8f66\u8f86\u6570\u9884\u6d4b\u96f6\u552e\u4e1a\u7ee9\uff09<\/li>\n\n\n\n<li>\u793e\u4ea4\u5a92\u4f53\u60c5\u7eea\u5206\u6790\uff08\u5982Twitter\u60c5\u611f\u6307\u6807\uff09<\/li>\n\n\n\n<li>\u4f9b\u5e94\u94fe\u6570\u636e\uff08\u5982\u6e2f\u53e3\u8d27\u8fd0\u91cf\uff09<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h4 class=\"wp-block-heading\"><a><\/a><strong>\u5173\u952e\u6ce8\u610f\u4e8b\u9879<\/strong><\/h4>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\n<ol class=\"wp-block-list\">\n<li>\n<ol class=\"wp-block-list\">\n<li><strong>\u56de\u6d4b\u4e0e\u8fc7\u62df\u5408<\/strong>\uff1a\u5386\u53f2\u8868\u73b0\u4e0d\u4ee3\u8868\u672a\u6765\uff0c\u9700\u907f\u514d\u8fc7\u5ea6\u4f18\u5316\u3002<\/li>\n\n\n\n<li><strong>\u4ea4\u6613\u6210\u672c<\/strong>\uff1a\u9ad8\u9891\u7b56\u7565\u9700\u8003\u8651\u624b\u7eed\u8d39\u548c\u6ed1\u70b9\u3002<\/li>\n\n\n\n<li><strong>\u98ce\u9669\u63a7\u5236<\/strong>\uff1a\u8bbe\u7f6e\u6b62\u635f\u3001\u4ed3\u4f4d\u7ba1\u7406\u548c\u6ce2\u52a8\u7387\u7ea6\u675f\u3002<\/li>\n\n\n\n<li><strong>\u5e02\u573a\u53d8\u5316<\/strong>\uff1a\u7b56\u7565\u53ef\u80fd\u5931\u6548\uff0c\u9700\u6301\u7eed\u8fed\u4ee3\u3002<\/li>\n<\/ol>\n<\/li>\n<\/ol>\n<\/li>\n<\/ol>\n\n\n\n<p>\u5df2\u4e8e\u00a02025-04-09 09:52:17\u00a0\u4fee\u6539<br><a href=\"https:\/\/blog.csdn.net\/CHINA_OPC\/article\/details\/147085110\">https:\/\/blog.csdn.net\/CHINA_OPC\/article\/details\/147085110<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u642d\u5efa\u4e00\u5957\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u6d89\u53ca\u591a\u4e2a\u6a21\u5757\u548c\u7ec4\u4ef6\u7684\u534f\u540c\u5de5\u4f5c\uff0c\u5305\u62ec\u6570\u636e\u91c7\u96c6\u3001\u91cf\u5316&nbsp;\u7b56\u7565\u3001\u53ef\u89c6\u5316\u6a21\u5757\u3001\u6570\u636e\u5904\u7406\u3001\u56de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-11729","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=\/wp\/v2\/posts\/11729","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=11729"}],"version-history":[{"count":0,"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=\/wp\/v2\/posts\/11729\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=11729"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=11729"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.invbus.com\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=11729"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}