量化投資基本功---什麼是乖離率?如何在python中回測乖離率指標效果?

2021 15:29
Synopsis
在財經節目中,常常會聽到乖離過大這麼名詞。究竟什麼是乖離? 乖離指標可靠嗎? 如何在Python裡計算乖離率並進行驗證?
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