1"use strict";(self.webpackChunkhavocfuture=self.webpackChunkhavocfuture||[]).push([[333],{34154:(e,t,s)=>{s.r(t),s.d(t,{assets:()=>o,contentTitle:()=>l,default:()=>c,frontMatter:()=>r,metadata:()=>n,toc:()=>g});var n=s(42368),a=s(74848),i=s(28453);const r={slug:"lift-rates-yield-backtesting",title:"\u5347\u606f\u3001\u6b96\u5229\u7387\u5012\u52fe\u7b49\u73fe\u8c61\u5c0d\u80a1\u5e02\u50b5\u5e02\u5f71\u97ff\u3001\u6b77\u53f2\u6578\u64da\u56de\u6e2c",authors:"havohej",tags:["\u7f8e\u80a1","\u91cf\u5316\u6295\u8cc7"],date:new Date("2022-05-17T00:00:00.000Z"),description:"\u7f8e\u570b\u806f\u6e96\u6703\u5728\u7d93\u6b77\u4e09\u5e74\u4f86\u672a\u66fe\u5347\u606f\uff0c\u806f\u90a6\u57fa\u6e96\u5229\u7387(fed funds rates)\u5e7e\u4e4e\u63a5\u8fd1\u65bc\u96f6\u5f8c\uff0c\u5728\u4eca\u5e74\u4e09\u6708\u5ba3\u4f48\u5347\u606f\u4e00\u78bc\uff0c\u7136\u5f8c\u53c8\u5728\u7f8e\u67714\u65e5\u4e0b\u53482\u6642\uff08\u53f0\u70635\u65e5\u51cc\u66682\u6642\uff09\u5ba3\u5e03\u5347\u606f\u5169\u78bc\uff0c\u4eca\u5e74\u4f30\u8a08\u9084\u8981\u518d\u5347\u606f 4~8 \u78bc\u90fd\u6709\u5728\u50b3\u805e\uff0c \u5347\u606f\u5230\u5e95\u5c0d\u80a1\u5e02\u3001\u50b5\u5e02\u6709\u4ec0\u9ebc\u5f71\u97ff\uff1f",image:"/img/lift-rates-yield-backtesting/2022-05-10_174805.png"},l=void 0,o={authorsImageUrls:[void 0]},g=[{value:"\u5347\u606f",id:"\u5347\u606f",level:2}];function d(e){const t={a:"a",h2:"h2",p:"p",strong:"strong",...(0,i.R)(),...e.components};return(0,a.jsxs)(a.Fragment,{children:[(0,a.jsx)(t.h2,{id:"\u5347\u606f",children:"\u5347\u606f"}),"\n",(0,a.jsx)(t.p,{children:"\u7f8e\u570b\u806f\u6e96\u6703\u5728\u7d93\u6b77\u4e09\u5e74\u4f86\u672a\u66fe\u5347\u606f\uff0c\u806f\u90a6\u57fa\u6e96\u5229\u7387(fed funds rates)\u5e7e\u4e4e\u63a5\u8fd1\u65bc\u96f6\u5f8c\uff0c\u5728\u4eca\u5e74\u4e09\u6708\u5ba3\u4f48\u5347\u606f\u4e00\u78bc\uff0c\u7136\u5f8c\u53c8\u5728\u7f8e\u67714\u65e5\u4e0b\u53482\u6642\uff08\u53f0\u70635\u65e5\u51cc\u66682\u6642\uff09\u5ba3\u5e03\u5347\u606f\u5169\u78bc\uff0c\u4eca\u5e74\u4f30\u8a08\u9084\u8981\u518d\u5347\u606f 4~8 \u78bc\u90fd\u6709\u5728\u50b3\u805e\uff0c\n\u5347\u606f\u5230\u5e95\u5c0d\u80a1\u5e02\u3001\u50b5\u5e02\u6709\u4ec0\u9ebc\u5f71\u97ff\uff1f\u5f9e\u7c21\u55ae\u7684\u7d93\u6fdf\u6a21\u578b\u4f86\u770b"}),"\n",(0,a.jsx)(t.p,{children:(0,a.jsx)(t.strong,{children:"\u5347\u606f => \u8cc7\u91d1\u6d41\u5411\u5b58\u6b3e\uff0c\u96e2\u958b\u80a1\u5e02 => \u80a1\u5e02\u4e0b\u8dcc"})}),"\n",(0,a.jsx)(t.p,{children:(0,a.jsx)(t.strong,{children:"\u5347\u606f => \u6b96\u5229\u7387\u4e0a\u5347 => \u50b5\u5e02\u4e0b\u8dcc"})}),"\n",(0,a.jsxs)(t.p,{children:["\u4f46\u4e4b\u524d\u7684\u56de\u6e2c\u3010",(0,a.jsx)(t.a,{href:"/blog/backtesting-spy-tlt",children:"\u8cc7\u7522\u70ba\u4ec0\u9ebc\u8981\u914d\u7f6e\u50b5\u5238\uff1f\u56de\u6e2cS&P500\u52a020\u5e74\u671f\u4ee5\u4e0a\u7f8e\u570b\u516c\u50b5ETF"}),"\u3011\uff0c\u53c8\u8aaa\u660e\u80a1\u50b5\u5e02\u5f7c\u6b64\u9593\u662f\u5448\u73fe\u8ca0\u76f8\u95dc\uff0c\u4f3c\u4e4e\u53c8\u6709\u9ede\u77db\u76fe\uff1f"]})]})}function c(e={}){const{wrapper:t}={...(0,i.R)(),...e.components};return t?(0,a.jsx)(t,{...e,children:(0,a.jsx)(d,{...e})}):d(e)}},42368:e=>{e.exports=JSON.parse('{"permalink":"/blog/lift-rates-yield-backtesting","source":"@site/blog/2022-04-28-lift-rates-yield-backtesting.mdx","title":"\u5347\u606f\u3001\u6b96\u5229\u7387\u5012\u52fe\u7b49\u73fe\u8c61\u5c0d\u80a1\u5e02\u50b5\u5e02\u5f71\u97ff\u3001\u6b77\u53f2\u6578\u64da\u56de\u6e2c","description":"\u7f8e\u570b\u806f\u6e96\u6703\u5728\u7d93\u6b77\u4e09\u5e74\u4f86\u672a\u66fe\u5347\u606f\uff0c\u806f\u90a6\u57fa\u6e96\u5229\u7387(fed funds rates)\u5e7e\u4e4e\u63a5\u8fd1\u65bc\u96f6\u5f8c\uff0c\u5728\u4eca\u5e74\u4e09\u6708\u5ba3\u4f48\u5347\u606f\u4e00\u78bc\uff0c\u7136\u5f8c\u53c8\u5728\u7f8e\u67714\u65e5\u4e0b\u53482\u6642\uff08\u53f0\u70635\u65e5\u51cc\u66682\u6642\uff09\u5ba3\u5e03\u5347\u606f\u5169\u78bc\uff0c\u4eca\u5e74\u4f30\u8a08\u9084\u8981\u518d\u5347\u606f 4~8 \u78bc\u90fd\u6709\u5728\u50b3\u805e\uff0c \u5347\u606f\u5230\u5e95\u5c0d\u80a1\u5e02\u3001\u50b5\u5e02\u6709\u4ec0\u9ebc\u5f71\u97ff\uff1f","date":"2022-05-17T00:00:00.000Z","tags":[{"inline":true,"label":"\u7f8e\u80a1","permalink":"/blog/tags/\u7f8e\u80a1"},{"inline":true,"label":"\u91cf\u5316\u6295\u8cc7","permalink":"/blog/tags/\u91cf\u5316\u6295\u8cc7"}],"readingTime":8.755,"hasTruncateMarker":true,"authors":[{"name":"Eric Cheng","title":"JAVA \u5f8c\u7aef\u5de5\u7a0b\u5e2b","imageURL":"https://github.com/havohej.png","key":"havohej","page":null}],"frontMatter":{"slug":"lift-rates-yield-backtesting","title":"\u5347\u606f\u3001\u6b96\u5229\u7387\u5012\u52fe\u7b49\u73fe\u8c61\u5c0d\u80a1\u5e02\u50b5\u5e02\u5f71\u97ff\u3001\u6b77\u53f2\u6578\u64da\u56de\u6e2c","authors":"havohej","tags":["\u7f8e\u80a1","\u91cf\u5316\u6295\u8cc7"],"date":"2022-05-17T00:00:00.000Z","description":"\u7f8e\u570b\u806f\u6e96\u6703\u5728\u7d93\u6b77\u4e09\u5e74\u4f86\u672a\u66fe\u5347\u606f\uff0c\u806f\u90a6\u57fa\u6e96\u5229\u7387(fed funds rates)\u5e7e\u4e4e\u63a5\u8fd1\u65bc\u96f6\u5f8c\uff0c\u5728\u4eca\u5e74\u4e09\u6708\u5ba3\u4f48\u5347\u606f\u4e00\u78bc\uff0c\u7136\u5f8c\u53c8\u5728\u7f8e\u67714\u65e5\u4e0b\u53482\u6642\uff08\u53f0\u70635\u65e5\u51cc\u66682\u6642\uff09\u5ba3\u5e03\u5347\u606f\u5169\u78bc\uff0c\u4eca\u5e74\u4f30\u8a08\u9084\u8981\u518d\u5347\u606f 4~8 \u78bc\u90fd\u6709\u5728\u50b3\u805e\uff0c \u5347\u606f\u5230\u5e95\u5c0d\u80a1\u5e02\u3001\u50b5\u5e02\u6709\u4ec0\u9ebc\u5f71\u97ff\uff1f","
1image":"/img/lift-rates-yield-backtesting/2022-05-10_174805.png"},"unlisted":false,"prevItem":{"title":"\u53f0\u7063\u8ca1\u91d1\u90e8\u843d\u683c\u3001\u81ea\u5a92\u9ad4\uff0c\u6d41\u91cf\u6392\u540d\u53ca\u6d41\u91cf\u4f86\u6e90\u5206\u6790 2022-04","permalink":"/blog/finance-blog-similarweb"},"nextItem":{"title":"Saul \u7f8e\u80a1\u6301\u80a1\u6295\u8cc7\u7e3e\u6548\u8ffd\u8e64 2022-04","permalink":"/blog/saul-investing-202204"}}')}}]);
Line numbers count LF bytes from the start of the resource, as the search results do. Vendor segments are library code the classifier recognised; they are stored but not indexed. Bytes are shown as Latin1 characters, one per byte.