我的交易系統完成 (複利年回報 15.38%)

  剛加入注碼管理的操作機制： 2011 1st half 13.37% 2010 2nd half -1.02% 2010 1st half -2.08% 2009 2nd half 0.46% 2009 1st half 39.08% 2008 2nd half 74.56% 2008 1st half 17.08% 2007 2nd half 12.29% 2007 1st half 6.83% 2006 2nd half 3.30% 2006 1st half 0.91% 2005 2nd half 3.54% 2005 1st half -2.02% 2004 2nd half 2.34% 2004 1st half -3.84% 2003 2nd half 0.83% 2003 1st half -2.68% 2002 2nd half 2.43% 2002 1st half -1.15% 以複式回報來算是 15.38%，同期恆指是 6.6%，我想暫時沒有能力進一步提升了，本 post 也就此完結，謝謝閱讀。 順帶一提，要開發 trading system 要時刻緊記不要出現＂未來回饋＂的情況，就是避免用＂未來＂的數據放入 formula。