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。
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