From 8b91a1c09b5995a04e812e3e94530cdc2a217962 Mon Sep 17 00:00:00 2001 From: shellway <413209390@qq.com> Date: Mon, 28 Sep 2026 17:08:17 +0800 Subject: [PATCH] Update "%E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87" --- %E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/%E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87.md b/%E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87.md index 6c92aba..98a36a1 100644 --- a/%E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87.md +++ b/%E7%9F%A5%E8%AF%86%2F%E6%B3%A2%E5%8A%A8%E7%8E%87.md @@ -5,10 +5,10 @@ ## 💡 直觉 每天的涨跌幅度有多「散」,越散越危险。 -## 🧮 公式 / 口径 -``` - 波动率 = std(日收益) × sqrt(252) # 年化 -``` +## 🧮 公式 +$$ +\sigma = \mathrm{std}(r)\times\sqrt{252} +$$ ## ⚠️ 常见误区 波动率把「涨」也算风险(索提诺可修正);波动会聚集(需GARCH)。