LTCM的盈利策略就是不断的寻找市场定价的微小偏差，然后猛加杠杆，把微小偏差放大来挣钱。最后碰见一次市场反着来就挂了。

来源: QuantFields 于 2024-10-10 10:45:25 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

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