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可转债轮动策略(2018.5-2020.12)(转债价格+溢价率×100)

 4 years ago
source link: https://www.jisilu.cn/question/273614
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可转债轮动策略(2018.5-2020.12)(转债价格+溢价率×100) - ===================策略提出背景========================180515现有交易的70只可转债对可转债价格和溢价率*100进行相加,值越小排名越排前。统计结果如下90-100:1只100-110:8只110-...

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