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可转债双低量化策略怎么回测？如何申请测试账号？_我的网站

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一 | 可转债双低策略是近几年非常流行的量化策略，核心思想是买入"价格低+溢价率低"的可转债，等待价值回归。

二 | In a brutal act of slaughter in broad daylight, a Hindu shopkeeper was allegedly beheaded by two Muslims in the historical city of Udaipur in Rajasthan.,The deceased had reportedly shared a social media post supporting Nupur Sharma, the suspended spokeswoman of India's ruling Bharatiya Janata Party (BJP) who made disparaging remarks about the Prophet Mohammed during a live TV debate on 26 May.,The killers posted a video of the decapitation and threatened to take the lives of Prime Minister Narendra Modi and Nupur Sharma as well.,State administrators have deployed hundreds of security personnel as protests erupt across the western Indian city. Shops in several parts of the city have been closed since the incident.,State chief Ashok Gehlot promised that those who had been involved in the murder would be strictly punished and appealed to citizens to maintain peace and not share any related videos.,"This is a very worrying incident. It is unfortunate and shameful. There are palpable tensions across the country. The atmosphere needs to be fixed. I appeal to Prime Minister Modi and the Home Minister [Amit Shah] to address the nation and calm the atmosphere," Gehlot said.,The state chief, who is from the opposition Congress party, has said that the atmosphere is so tense that whoever, Hindu or Muslim, is in the minority in number in any small town or village feels "insecure and threatened by the majority".,Udaipur Police have launched an inquiry to find the accused.,Sharma's comments prompted protests and complaints from several Muslim countries, including Qatar and Kuwait. Hundreds of people have been arrested across India during public unrest。

三 | 但很多人不知道如何正确地回测这个策略。先说结论：可转债双低策略的回测需要同时考虑价格、溢价率、信用评级、剩余期限等多个因素，简单的"按双低值排序买入"并不够，需要加入过滤条件和风控逻辑。双低值的计算双低值=可转债价格+转股溢价率×100比如一只可转债价格110元、转股溢价率20%，双低值=11...。

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Published on:03:17:10