From 6a5a7191e70f894fbd98cfca70f1f748a571f4da Mon Sep 17 00:00:00 2001 From: shellway <413209390@qq.com> Date: Mon, 28 Sep 2026 17:08:24 +0800 Subject: [PATCH] Update "%E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87" --- %E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/%E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87.md b/%E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87.md index a9dd428..adeaa98 100644 --- a/%E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87.md +++ b/%E7%9F%A5%E8%AF%86%2F%E6%8D%A2%E6%89%8B%E7%8E%87.md @@ -5,10 +5,10 @@ ## 💡 直觉 换手越高,交易越频繁,成本越重;高换手策略对成本极敏感。 -## 🧮 公式 / 口径 -``` - 换手率 ≈ Σ|w_新 − w_旧| / 2 -``` +## 🧮 公式 +$$ +Turnover \approx \frac{1}{2}\sum_i \lvert w_i^{new}-w_i^{old}\rvert +$$ ## ⚠️ 常见误区 回测里加「换手上限」能抑制噪音交易、提升稳健性。