Moreover, the profit of contrarian strategies is significantly improved when the mean-standard deviation ratio optimization allocation is used.
均值-标准差比率优化配置可以显著地提高反向策略的赢利。
Stocks Momentum and Contrarian Effects of the function. Output use of these two strategies cumulative gain holding period.
说明：股票动量效应和反转效应的函数。输出利用这两种策略的持有期累计收益。
Stocks Momentum and Contrarian Effects of the function. Output use of these two strategies cumulative gain holding period.
说明：股票动量效应和反转效应的函数。输出利用这两种策略的持有期累计收益。
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