量化交易指南針 by Stevaney Algorithm

量化交易指南針 by Stevaney Algorithm Financial management is critical. Risk comes from uncertainties. Taking a new step, we are sharing o

HF Quant最終回特別分享-7月IB嘅月回報7月淨收益HKD 130,920* (月回報104.74%)此分享以一張恆生指數期貨(HSI Futures)，即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7...
02/08/2021

HF Quant最終回特別分享-7月IB嘅月回報

7月淨收益HKD 130,920* (月回報104.74%)
此分享以一張恆生指數期貨(HSI Futures)，
即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至01/08/2021-03:00-每月更新

Detailed profit and loss for the month end July 2021
Net profit HKD 130,920 (104.74% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 125,000.

Background:
Intraday trading
Switched to new broker from June 2021
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT

https://stevaneyalgorithm.com/2021/08/02/hf-quant-%e6%9c%80%e7%b5%82%e5%9b%9e/







7月淨收益HKD 130,920* (月回報104.74%)此分享以一張恆生指數期貨(HSI Futures)，即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/08/2021-03:00-每月更新 Detailed profit and loss for the month end July ...

如果大家仲用緊MultiCharts，除左IB同招銀外SAXO都可以駁MultiChartsIB出名按金高,招銀就有要用中國版MultiCharts大家可以多個選擇，用盡啲槓桿。
27/07/2021

如果大家仲用緊MultiCharts，除左IB同招銀外
SAXO都可以駁MultiCharts
IB出名按金高,招銀就有要用中國版MultiCharts
大家可以多個選擇，用盡啲槓桿。





如果大家仲用緊MultiCharts，除左IB同招銀外SAXO都可以駁MultiChartsIB出名按金高,招銀就有要用中國版MultiChartsSAXO 按金就跟港交所要求(暫時仲係)大家可以多個選擇，用盡啲槓桿。…

6月淨收益HKD 84,030* (月回報67.22%)此分享以一張恆生指數期貨(HSI Futures)，即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/07/20...
03/07/2021

6月淨收益HKD 84,030* (月回報67.22%)
此分享以一張恆生指數期貨(HSI Futures)，
即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至01/07/2021-03:00-每月更新

Detailed profit and loss for the month end June 2021
Net profit HKD 84,030 (67.22% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 125,000.

Background:
Intraday trading
Switched to new broker from June 2021
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT








6月淨收益HKD 84,030* (月回報67.22%)此分享以一張恆生指數期貨(HSI Futures)，即HKD125,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/07/2021-03:00-每月更新 Detailed profit and loss for the month end June 20...

5月淨收益HKD 139,100* (月回報77.28%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/06/2...
01/06/2021

5月淨收益HKD 139,100* (月回報77.28%)
此分享以一張恆生指數期貨(HSI Futures)，
即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至01/06/2021-03:00-每月更新

Detailed profit and loss for the month end May 2021
Net profit HKD 139,100 (77.28% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT








5月淨收益HKD 139,100* (月回報77.28%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/06/2021-03:00-每月更新 Detailed profit and loss for the month end May 20...

4月淨收益HKD 92,170* (月回報51.20%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/05/20...
01/05/2021

4月淨收益HKD 92,170* (月回報51.20%)
此分享以一張恆生指數期貨(HSI Futures)，
即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至01/05/2021-03:00-每月更新

Detailed profit and loss for the month end April 2021
Net profit HKD 92,170 (51.20 % monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT








4月淨收益HKD 92,170* (月回報51.20%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至01/05/2021-03:00-每月更新 Detailed profit and loss for the month end April 2...

3月淨收益HKD 172,080* (月回報86.04%)此分享以一張恆生指數期貨(HSI Futures)，即HKD200,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/03/2...
05/04/2021

3月淨收益HKD 172,080* (月回報86.04%)
此分享以一張恆生指數期貨(HSI Futures)，即HKD200,000保證金(本金)計算
七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至31/03/2021-00:00 -每月更新

Detailed profit and loss for the month end March 2021
Net profit HKD 172,080 (86.04% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 200,000.
Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT









3月淨收益HKD 172,080* (月回報86.04%)此分享以一張恆生指數期貨(HSI Futures)，即HKD200,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/03/2021-00:00 -每月更新 Detailed profit and loss for the month end March...

2月淨收益HKD 128,150* (月回報71.19)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至27/02/20...
27/02/2021

2月淨收益HKD 128,150* (月回報71.19)
此分享以一張恆生指數期貨(HSI Futures)，
即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，
約6.7倍年回報穩定地以高值博率做交易
*截至27/02/2021-13:00-每月更新

Detailed profit and loss for the month end February 2021
Net profit HKD 128,150 (71.19% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT

https://stevaneyalgorithm.com/2021/02/27/hf-quant-hkex-is-costly/







2月淨收益HKD 128,150* (月回報71.19)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至27/02/2021-13:00-每月更新 Detailed profit and loss for the month end Februar...

1月淨收益HKD 225,710* (月回報125.39%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/01/...
30/01/2021

1月淨收益HKD 225,710* (月回報125.39%)
此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算
七年歷史數據，3.16%MDD，約6.7倍年回報
穩定地以高值博率做交易
*截至31/01/2021-03:00-每月更新

Detailed profit and loss for the month end January 2021
Net profit HKD 225,710 (125.39% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT
https://stevaneyalgorithm.com/2021/01/30/hf-quant-tsla-gme/








無論市況如何，特定嘅市場行為都會靜靜地不斷發生。長線投資者同量化交易員都有異曲同工之妙，希望大家都可以喺股票交易上長期獲利。 言歸正傳，1月淨收益HKD 225,710* (月回報125.39%)此分享以一張恆生指數期貨(HSI Futures)，.....

12月淨收益HKD 94,070* (月回報52.26%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/12/2...
01/01/2021

12月淨收益HKD 94,070* (月回報52.26%)
此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算
七年歷史數據，3.16%MDD，約6.7倍年回報
穩定地以高值博率做交易
*截至31/12/2020-13:00-每月更新

Detailed profit and loss for the month end December 2020
Net profit HKD 94,070 (52.66% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT








12月淨收益HKD 94,070* (月回報52.26%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/12/2020-13:00-每月更新 Detailed profit and loss for the month end Decemb...

11月淨收益HKD 119,330* (月回報66.29%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至1/12/2...
01/12/2020

11月淨收益HKD 119,330* (月回報66.29%)
此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算
七年歷史數據，3.16%MDD，約6.7倍年回報
穩定地以高值博率做交易
*截至1/12/2020-03:00-每月更新

Detailed profit and loss for the month end November 2020
Net profit HKD 119,330 (66.29% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT








https://stevaneyalgorithm.com/2020/12/01/hf-quant-%e4%bb%8a%e9%9d%9e%e6%98%94%e6%af%94/

10月淨收益HKD 93,460* (月回報51.9%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/10/2020-03:00-每月更新 Detailed profit and loss for the month end October...

10月淨收益HKD 93,460* (月回報51.9%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/10/20...
03/11/2020

10月淨收益HKD 93,460* (月回報51.9%)
此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算
七年歷史數據，3.16%MDD，約6.7倍年回報
穩定地以高值博率做交易

*截至31/10/2020-03:00-每月更新

Detailed profit and loss for the month end October 2020

Net profit HKD 93,460 (51.9% monthly return)
The above is calculated by one HSI Futures contract with capital HKD 180,000.

Background:
Intraday trading
Go live in January 2019
7 Years backtesting data from January 2013
Simulation is run for forward testing
No strategy optimization is performed
Commission and slippage are included
Quantitative model and Econometric model are used
NOT FOR SALE and NOT FOR RENT

https://stevaneyalgorithm.com/2020/11/03/hf-quant-%e5%a0%85%e6%8c%81%e6%89%8d%e6%9c%89%e5%b8%8c%e6%9c%9b/






10月淨收益HKD 93,460* (月回報51.9%)此分享以一張恆生指數期貨(HSI Futures)，即HKD180,000保證金(本金)計算七年歷史數據，3.16%MDD，約6.7倍年回報穩定地以高值博率做交易*截至31/10/2020-03:00-每月更新 Detailed profit and loss for the month end Septemb...

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