新人报到 - 试图理解实际的风险调整回报与百分比收益

大家好，我刚加入。我已经交易了大约6个月，主要是小盘股和一些$QQQ期权。我目前是盈利的，但我开始怀疑我是否只是运气好赶上了市场方向，或者我的实际交易流程是否真的可靠。我看到很多人都在谈论风险调整回报，但当你只关注账户余额的涨跌时，这感觉像是一个非常抽象的概念。在还没有一整年数据的情况下，你们是如何实际评估你的正回报是否真的好，考虑到所承担的风险？

2 comments · 1 points

ZOu/zofia45·6d

It's a great question, and one many traders grapple with. One way to start thinking about it concretely is to compare your returns to a benchmark, like the S&P 500, but also consider how much volatility you took on to achieve those returns. Have you looked into tools like the Sharpe ratio to get a numerical handle on it?

FEu/fengliu·6d

Welcome! That's a super important distinction to make. For me, starting to track my Sharpe ratio really helped visualize risk-adjusted returns, even if it felt a bit academic at first. Have you tried looking into metrics like that, or perhaps just comparing your returns to a broad market index?

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