{"id":1484,"date":"2014-08-20T05:52:57","date_gmt":"2014-08-19T21:52:57","guid":{"rendered":"http:\/\/kangjian.net\/blog\/?p=1484"},"modified":"2014-08-20T05:52:57","modified_gmt":"2014-08-19T21:52:57","slug":"%e5%81%9a%e4%ba%a4%e6%98%93%ef%bc%8c%e4%bd%a0%e5%ba%94%e8%af%a5%e7%9f%a5%e9%81%93%e4%bb%80%e4%b9%88%e6%98%afsqn%e6%8c%87%e6%95%b0","status":"publish","type":"post","link":"https:\/\/kangjian.net\/blog\/1484\/","title":{"rendered":"\u505a\u4ea4\u6613\uff0c\u4f60\u5e94\u8be5\u77e5\u9053\u4ec0\u4e48\u662fSQN\u6307\u6570"},"content":{"rendered":"<p>Van Tharp\u66fe\u7ecf\u63d0\u51fa\u4e00\u4e2a\u975e\u5e38\u91cd\u8981\u7684\u6982\u5ff5\uff0c\u5373SQN\u6307\u6570\u3002\u8fd9\u662f\u4e00\u4e2a\u7528\u6765\u8861\u91cf\u4ea4\u6613\u7cfb\u7edf\u597d\u574f\u7a0b\u5ea6\u7684\u6307\u6570\u3002<\/p>\n<h2 id=\"sqn\">SQN\u6307\u6570\u662f\u4ec0\u4e48<\/h2>\n<p>SQN\u6307\u6570\u7684\u8ba1\u7b97\u516c\u5f0f\u662f\uff1a<\/p>\n<blockquote>\n<p>SQN=root(n) * expectancy\/stdev(R)<\/p>\n<p>SQN=\u4ea4\u6613\u6b21\u6570N\u7684\u5e73\u65b9\u6839 * \u4ea4\u6613\u7cfb\u7edf\u7684\u671f\u671b\u503c \/ \u671f\u671b\u503c\u7684\u6807\u51c6\u5dee<\/p>\n<\/blockquote>\n<p>\u5176\u4e2d\uff1a<br \/>\n- root(n) \u2013 \u4ea4\u6613\u6b21\u6570\u7684\u5e73\u65b9\u6839<br \/>\n- expectancy \u2013 \u4ea4\u6613\u7cfb\u7edf\u7684\u671f\u671b\u503c\uff0c\u4ee5\u500d\u6570\uff08\u98ce\u9669\u56de\u62a5\u6bd4\uff09\u8868\u793a<br \/>\n- stdev(R) \u2013 \u671f\u671b\u503c\u7684\u6807\u51c6\u5dee<\/p>\n<p>\u663e\u7136\uff0cSQN\u6307\u6570\u5177\u6709\u5982\u4e0b\u610f\u4e49\uff1a<\/p>\n<ul>\n<li>\n<p>\u4ea4\u6613\u6b21\u6570\u8d8a\u591a\uff0c\u83b7\u5229\u673a\u4f1a\u8d8a\u5927\u3002<\/p>\n<\/li>\n<li>\n<p>\u98ce\u9669\u56de\u62a5\u6bd4\u8d8a\u5927\u8d8a\u597d\u3002<\/p>\n<\/li>\n<li>\n<p>\u98ce\u9669\u56de\u62a5\u6bd4\u7684\u6807\u51c6\u5dee\u8d8a\u5c0f\uff0c\u4ea4\u6613\u7ed3\u679c\u8d8a\u89c4\u5f8b\uff0c\u56de\u64a4\u8d8a\u5c0f\u3002<\/p>\n<\/li>\n<\/ul>\n<h2 id=\"sqn\">SQN\u6307\u6570\u7684\u542b\u4e49<\/h2>\n<p>\u5f88\u663e\u7136\uff0c\u5982\u679c\u4f60\u8981\u4f18\u5316SQN\u6307\u6570\uff0c\u9700\u8981\u505a\u7684\u4e8b\u8bf7\u5305\u62ec\uff1a\u4f7f\u4ea4\u6613\u6b21\u6570\u548c\u5e73\u5747\u98ce\u9669\u56de\u62a5\u6bd4\u7684\u4e58\u79ef\u5c3d\u53ef\u80fd\u5927\uff1b\u4f7f\u516c\u5f0f\u4e2d\u7684\u6807\u51c6\u5dee\u5c3d\u53ef\u80fd\u5c0f\u3002<\/p>\n<table>\n<caption id=\"sqnn100\">SQN\u6307\u6570\u7684\u542b\u4e49 (n=100\u65f6)<\/caption>\n<col style=\"text-align:center\" \/>\n<col style=\"text-align:center\" \/>\n<thead>\n<tr>\n<th style=\"text-align:center\">SQN \u503c<\/th>\n<th style=\"text-align:center\">\u4ea4\u6613\u7cfb\u7edf\u7684\u8d28\u91cf<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td style=\"text-align:center\">1.6&#8211;1.9<\/td>\n<td style=\"text-align:center\">Poor but tradable \u4e0d\u600e\u4e48\u6837\uff0c\u53ef\u4ee5\u51d1\u5408\u7528<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">2.0&#8211;2.4<\/td>\n<td style=\"text-align:center\">Average \u666e\u901a<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">2.5&#8211;2.9<\/td>\n<td style=\"text-align:center\">Good \u597d<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">3.0&#8211;5.0<\/td>\n<td style=\"text-align:center\">Excellent \u6770\u51fa<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">5.0&#8211;6.9<\/td>\n<td style=\"text-align:center\">Superb \u4e00\u6d41<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">7.0-<\/td>\n<td style=\"text-align:center\">Holy Grail \u5723\u676f<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2 id=\"sqn\">SQN\u6307\u6570\u7684\u5c40\u9650\u4e0e\u4fee\u6b63<\/h2>\n<p>\u5728\u8fd9\u91cc\uff0c\u6211\u4eec\u5e94\u8be5\u5173\u6ce8\u7684\u662f\u98ce\u9669\u56de\u62a5\u6bd4\u5747\u503c\u548c\u5176\u6807\u51c6\u5dee\u4e4b\u95f4\u7684\u6bd4\u503c\u3002\u4ea4\u6613\u6b21\u6570\u7684\u5e73\u65b9\u6839\u5728\u8fd9\u91cc\u4e0d\u662f\u6700\u91cd\u8981\u7684\u56e0\u7d20\uff0c\u4f60\u53ef\u4ee5\u5f88\u8f7b\u677e\u7684\u901a\u8fc7\u589e\u51cf\u4ea4\u6613\u6b21\u6570\u3001\u5728\u4f60\u7684\u6295\u8d44\u7ec4\u5408\u91cc\u589e\u52a0\u66f4\u591a\u7684\u4ea4\u6613\u54c1\u79cd\u6765\u6539\u53d8\u5b83\u3002<\/p>\n<p>\u4e3e\u4e2a\u4f8b\u5b50\uff1a\u6211\u4eec\u62e5\u6709\u4e00\u4e2a\u98ce\u9669\u56de\u62a5\u6bd4\u4e3a0.80R\u3001\u6807\u51c6\u5dee2.5\u7684\u4ea4\u6613\u7cfb\u7edf\uff0c\u6211\u4eec\u5728\u4e00\u5e74\u5185\u7528\u8fd9\u4e2a\u7cfb\u7edf\u8fdb\u884c\u4e86100\u7b14\u4ea4\u6613\uff0c\u8fd9\u4e2a\u7cfb\u7edf\u7684SQN\u6307\u6570\u662f\uff1a<\/p>\n<blockquote>\n<p>SQN = root(100) * 0.80 \/ 2.5 = 10 * 0.80 \/ 2.5 = 3.20 <\/p>\n<\/blockquote>\n<p>\u663e\u7136\uff0c\u8fd9\u662f\u4e00\u4e2a\u6770\u51fa\u7684\u4ea4\u6613\u7cfb\u7edf\u3002<\/p>\n<p>\u73b0\u5728\u5047\u8bbe\u4e00\u5e74\u5185\u4f60\u8fdb\u884c\u4e86200\u7b14\u4ea4\u6613\uff0c\u73b0\u5728SQN\u6307\u6570\u53d8\u6210\u4e8614.14*0.80\/2.5=4.52\u3002\u4ea4\u6613\u7684\u6210\u7ee9\u53d8\u5f97\u66f4\u597d\u4e86\u3002<\/p>\n<p>\u518d\u5047\u8bbe\u4f60\u4e00\u5e74\u5185\u53ea\u8fdb\u884c\u4e8625\u7b14\u4ea4\u6613\uff0cSQN\u6307\u6570\u7acb\u523b\u4e0b\u964d\u5230\u4e861.60\u3002<\/p>\n<p>\u53ef\u89c1\uff0c\u4ea4\u6613\u6b21\u6570\u7684\u591a\u5be1\u4f1a\u4f7fSQN\u6307\u6570\u51fa\u73b0\u5f88\u663e\u8457\u7684\u6ce2\u52a8\u3002\u5bf9\u6b64\uff0cVan Tharp\u7ed9\u51fa\u7684\u65b9\u6cd5\u662f\uff0c\u6309\u7167\u4ea4\u6613\u6b21\u6570\u8ba1\u7b97\u5176\u5e73\u65b9\u6839\uff0c\u4f46\u8d85\u8fc7100\u7b14\u4ea4\u6613\uff0c\u4ea4\u6613\u6b21\u6570\u4ee5100\u8ba1\u7b97\u3002<\/p>\n<p>\u8fd9\u91cc\u7ed9\u51fa\u53e6\u4e00\u4e2a\u4fee\u6b63\u7684\u601d\u8def\u3002<\/p>\n<p>\u8bf7\u6ce8\u610f\uff0c\u5728\u4e0a\u9762\u7684\u4e09\u79cd\u60c5\u51b5\u91cc\uff0c\u98ce\u9669\u56de\u62a5\u6bd4\u548c\u6807\u51c6\u5dee\u7684\u6bd4\u503c\u59cb\u7ec8\u56fa\u5b9a\u57280.32\u8fd9\u4e2a\u503c\u4e0a\u3002<\/p>\n<p>\u56e0\u6b64\uff0c\u6211\u4eec\u53ef\u4ee5\u53bb\u6389\u4ea4\u6613\u6b21\u6570\u7684\u53d8\u91cf\uff0c\u5c06SQN\u6307\u6570\u8fdb\u4e00\u6b65\u4fee\u6b63\u4e00\u4e0b\uff1a<\/p>\n<table>\n<caption id=\"sqn\">SQN\u6307\u6570\u7684\u542b\u4e49 (\u5254\u9664\u4ea4\u6613\u6b21\u6570\u5f71\u54cd\u65f6)<\/caption>\n<col style=\"text-align:center\" \/>\n<col style=\"text-align:center\" \/>\n<thead>\n<tr>\n<th style=\"text-align:center\">\u98ce\u9669\u56de\u62a5\u6bd4\u4e0e\u6807\u51c6\u5dee\u7684\u6bd4\u503c<\/th>\n<th style=\"text-align:center\">\u4ea4\u6613\u7cfb\u7edf\u7684\u8d28\u91cf<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td style=\"text-align:center\">0.16&#8211;0.19<\/td>\n<td style=\"text-align:center\">Poor but tradable \u4e0d\u600e\u4e48\u6837\uff0c\u53ef\u4ee5\u51d1\u5408\u7528<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">0.20&#8211;0.24<\/td>\n<td style=\"text-align:center\">Average \u666e\u901a<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">0.25&#8211;0.29<\/td>\n<td style=\"text-align:center\">Good \u597d<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">0.30&#8211;0.50<\/td>\n<td style=\"text-align:center\">Excellent \u6770\u51fa<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">0.50&#8211;0.69<\/td>\n<td style=\"text-align:center\">Superb \u4e00\u6d41<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align:center\">0.70-<\/td>\n<td style=\"text-align:center\">Holy Grail \u5723\u676f<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2 id=\"\">\u5c0f\u7ed3<\/h2>\n<p>SQN\u6307\u6570\u5f88\u91cd\u8981\u3002\u8d8a\u9ad8\u7684SQN\u6307\u6570\u610f\u5473\u7740\u4ea4\u6613\u7cfb\u7edf\u8d8a\u597d\u3002\u4f7f\u7528SQN\u6307\u6570\u8d8a\u9ad8\u7684\u7cfb\u7edf\uff0c\u63a7\u5236\u597d\u4ed3\u4f4d\uff0c\u6211\u4eec\u4e5f\u5c31\u8d8a\u5bb9\u6613\u5b9e\u73b0\u6211\u4eec\u7684\u4ea4\u6613\u76ee\u6807\u3002\u81f3\u4e8e\u662f\u5426\u4f18\u5316\u2014\u2014\u5254\u9664\u4ea4\u6613\u6b21\u6570\u53d8\u91cf\uff0c\u8fd8\u662f\u4ee5100\u6b21\u4e3a\u4e0a\u9650\u2014\u2014\u5168\u770b\u4f60\u7684\u5174\u8da3\u4e86\uff0c\u90fd\u884c\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Van Tharp\u66fe\u7ecf\u63d0\u51fa\u4e00\u4e2a\u975e\u5e38\u91cd\u8981\u7684\u6982\u5ff5\uff0c\u5373SQN\u6307\u6570\u3002\u8fd9\u662f\u4e00\u4e2a\u7528\u6765\u8861\u91cf\u4ea4\u6613\u7cfb\u7edf\u597d\u574f\u7a0b\u5ea6\u7684\u6307\u6570\u3002 SQN\u6307 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[3],"tags":[138,151,219,223,351,546,845],"class_list":["post-1484","post","type-post","status-publish","format-standard","hentry","category-trading","tag-sqn","tag-van-tharp","tag-219","tag-223","tag-351","tag-546","tag-845"],"views":3339,"jetpack_featured_media_url":"","jetpack-related-posts":[{"id":1733,"url":"https:\/\/kangjian.net\/blog\/1733\/","url_meta":{"origin":1484,"position":0},"title":"\u591a\u8d5a\u70b9\u94b1\uff1f\u2014\u2014\u5c0f\u5fc3\u80a5\u539a\u7684\u5de6\u4fa7\u5c3e\u90e8","author":"\u5eb7\u5065","date":"2017 \u5e74 6 \u6708 22 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