From 78cc5e54a5eb9646db188d62dc8f59598494c40c Mon Sep 17 00:00:00 2001
From: shellway <413209390@qq.com>
Date: Mon, 28 Sep 2026 17:08:10 +0800
Subject: [PATCH] Update
 "%E7%9F%A5%E8%AF%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87"

---
 ...%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/%E7%9F%A5%E8%AF%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87.md b/%E7%9F%A5%E8%AF%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87.md
index 938aa57..1a09935 100644
--- a/%E7%9F%A5%E8%AF%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87.md
+++ b/%E7%9F%A5%E8%AF%86%2F%E7%B4%A2%E6%8F%90%E8%AF%BA%E6%AF%94%E7%8E%87.md
@@ -5,10 +5,10 @@
 ## 💡 直觉
 涨得多（上行波动）不该被当成风险扣分。
 
-## 🧮 公式 / 口径
-```
-    索提诺 = (年化收益 − 无风险利率) / 下行波动率
-```
+## 🧮 公式
+$$
+Sortino = \frac{R_p - R_f}{\sigma_{down}},\quad \sigma_{down}=\sqrt{\frac{1}{N}\sum_{r_t<0} r_t^{2}}
+$$
 
 ## ⚠️ 常见误区
 下行波动的算法口径不一（用 0 还是目标收益作阈）。