\documentclass[10pt,a4paper]{article} % Packages \usepackage{fancyhdr} % For header and footer \usepackage{multicol} % Allows multicols in tables \usepackage{tabularx} % Intelligent column widths \usepackage{tabulary} % Used in header and footer \usepackage{hhline} % Border under tables \usepackage{graphicx} % For images \usepackage{xcolor} % For hex colours %\usepackage[utf8x]{inputenc} % For unicode character support \usepackage[T1]{fontenc} % Without this we get weird character replacements \usepackage{colortbl} % For coloured tables \usepackage{setspace} % For line height \usepackage{lastpage} % Needed for total page number \usepackage{seqsplit} % Splits long words. %\usepackage{opensans} % Can't make this work so far. Shame. Would be lovely. \usepackage[normalem]{ulem} % For underlining links % Most of the following are not required for the majority % of cheat sheets but are needed for some symbol support. \usepackage{amsmath} % Symbols \usepackage{MnSymbol} % Symbols \usepackage{wasysym} % Symbols %\usepackage[english,german,french,spanish,italian]{babel} % Languages % Document Info \author{AlexYao} \pdfinfo{ /Title (cs36878.pdf) /Creator (Cheatography) /Author (AlexYao) /Subject (经典量化策略 Cheat Sheet) } % Lengths and widths \addtolength{\textwidth}{6cm} \addtolength{\textheight}{-1cm} \addtolength{\hoffset}{-3cm} \addtolength{\voffset}{-2cm} \setlength{\tabcolsep}{0.2cm} % Space between columns \setlength{\headsep}{-12pt} % Reduce space between header and content \setlength{\headheight}{85pt} % If less, LaTeX automatically increases it \renewcommand{\footrulewidth}{0pt} % Remove footer line \renewcommand{\headrulewidth}{0pt} % Remove header line \renewcommand{\seqinsert}{\ifmmode\allowbreak\else\-\fi} % Hyphens in seqsplit % This two commands together give roughly % the right line height in the tables \renewcommand{\arraystretch}{1.3} \onehalfspacing % Commands \newcommand{\SetRowColor}[1]{\noalign{\gdef\RowColorName{#1}}\rowcolor{\RowColorName}} % Shortcut for row colour \newcommand{\mymulticolumn}[3]{\multicolumn{#1}{>{\columncolor{\RowColorName}}#2}{#3}} % For coloured multi-cols \newcolumntype{x}[1]{>{\raggedright}p{#1}} % New column types for ragged-right paragraph columns \newcommand{\tn}{\tabularnewline} % Required as custom column type in use % Font and Colours \definecolor{HeadBackground}{HTML}{333333} \definecolor{FootBackground}{HTML}{666666} \definecolor{TextColor}{HTML}{333333} \definecolor{DarkBackground}{HTML}{A3A3A3} \definecolor{LightBackground}{HTML}{F3F3F3} \renewcommand{\familydefault}{\sfdefault} \color{TextColor} % Header and Footer \pagestyle{fancy} \fancyhead{} % Set header to blank \fancyfoot{} % Set footer to blank \fancyhead[L]{ \noindent \begin{multicols}{3} \begin{tabulary}{5.8cm}{C} \SetRowColor{DarkBackground} \vspace{-7pt} {\parbox{\dimexpr\textwidth-2\fboxsep\relax}{\noindent \hspace*{-6pt}\includegraphics[width=5.8cm]{/web/www.cheatography.com/public/images/cheatography_logo.pdf}} } \end{tabulary} \columnbreak \begin{tabulary}{11cm}{L} \vspace{-2pt}\large{\bf{\textcolor{DarkBackground}{\textrm{经典量化策略 Cheat Sheet}}}} \\ \normalsize{by \textcolor{DarkBackground}{AlexYao} via \textcolor{DarkBackground}{\uline{cheatography.com/175844/cs/36878/}}} \end{tabulary} \end{multicols}} \fancyfoot[L]{ \footnotesize \noindent \begin{multicols}{3} \begin{tabulary}{5.8cm}{LL} \SetRowColor{FootBackground} \mymulticolumn{2}{p{5.377cm}}{\bf\textcolor{white}{Cheatographer}} \\ \vspace{-2pt}AlexYao \\ \uline{cheatography.com/alexyao} \\ \end{tabulary} \vfill \columnbreak \begin{tabulary}{5.8cm}{L} \SetRowColor{FootBackground} \mymulticolumn{1}{p{5.377cm}}{\bf\textcolor{white}{Cheat Sheet}} \\ \vspace{-2pt}Not Yet Published.\\ Updated 4th February, 2023.\\ Page {\thepage} of \pageref{LastPage}. \end{tabulary} \vfill \columnbreak \begin{tabulary}{5.8cm}{L} \SetRowColor{FootBackground} \mymulticolumn{1}{p{5.377cm}}{\bf\textcolor{white}{Sponsor}} \\ \SetRowColor{white} \vspace{-5pt} %\includegraphics[width=48px,height=48px]{dave.jpeg} Measure your website readability!\\ www.readability-score.com \end{tabulary} \end{multicols}} \begin{document} \raggedright \raggedcolumns % Set font size to small. Switch to any value % from this page to resize cheat sheet text: % www.emerson.emory.edu/services/latex/latex_169.html \footnotesize % Small font. \begin{multicols*}{4} \begin{tabularx}{3.833cm}{x{0.81891 cm} x{1.12221 cm} x{1.09188 cm} } \SetRowColor{DarkBackground} \mymulticolumn{3}{x{3.833cm}}{\bf\textcolor{white}{绩效指标}} \tn % Row 0 \SetRowColor{LightBackground} 回报率 & Rate of Return, RR & \seqsplit{总体利润比(包含股息)} \tn % Row Count 3 (+ 3) % Row 1 \SetRowColor{white} \seqsplit{回报波动} & Volatility of Returns, VOL & \seqsplit{RR的方差,衡量风险} \tn % Row Count 5 (+ 2) % Row 2 \SetRowColor{LightBackground} \seqsplit{最大回撤} & Maximum Drawdown & \seqsplit{利润峰值到谷值的差,衡量风险} \tn % Row Count 8 (+ 3) % Row 3 \SetRowColor{white} \seqsplit{夏普比率} & Sharpe Ratio, SR & \seqsplit{衡量资产在相同风险下收益率,见夏普1994年修正的公式} \tn % Row Count 14 (+ 6) % Row 4 \SetRowColor{LightBackground} \seqsplit{信息比率} & Information Ratio, IR & \seqsplit{定义为有效收益除以跟踪误差。它代表了投资者每单位风险增加所获得的额外回报} \tn % Row Count 22 (+ 8) % Row 5 \SetRowColor{white} \seqsplit{基本面分析与技术分析} & Fundamental Analysis vs Technical Analysis & \seqsplit{做出投资决定的方法分为两大类,前者通过内在价值分析,后者则仅通过去市场交易数据分析} \tn % Row Count 31 (+ 9) \end{tabularx} \par\addvspace{1.3em} \vfill \columnbreak \begin{tabularx}{3.833cm}{x{0.81891 cm} x{1.12221 cm} x{1.09188 cm} } \SetRowColor{DarkBackground} \mymulticolumn{3}{x{3.833cm}}{\bf\textcolor{white}{绩效指标 (cont)}} \tn % Row 6 \SetRowColor{LightBackground} \seqsplit{凯利准则和最佳投注法} & The Kelly Criterion and Optimal Betting & \seqsplit{对于1个单位} \seqsplit{的投资,有概率p获得额外的正回报L,并且有概率1−p获得额外的负回报M。} \seqsplit{进一步假设每项投资的比例} 为 x(0 ≤ x ≤ \seqsplit{1),最大化预期的对数收益率} \tn % Row Count 16 (+ 16) \hhline{>{\arrayrulecolor{DarkBackground}}---} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{3.833cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{3.833cm}}{\bf\textcolor{white}{\seqsplit{双均线策略(Two-Average} Strategy)}} \tn \SetRowColor{white} \mymulticolumn{1}{x{3.833cm}}{\seqsplit{双均线策略也被称为交叉策略,是主要的移动平均线策略之一。常用的策略是使用两套均线:一套窗口较长,一套较短。当较短的MA向上与较长的MA交叉时,这是一个买入信号,因为它表明趋势正在向上转变。这被称为} "黄金交叉"。 \seqsplit{同时,当短期MA向下与长期MA交叉时,这是一个卖出信号,因为它表明趋势正在向下转移。这被称为} \seqsplit{"死叉/死叉"。常采用的MA计算方法如下:} \newline % Row Count 10 (+ 10) {\bf{Simple Moving Average (SMA)}} \newline % Row Count 11 (+ 1) \seqsplit{SMA是移动平均线的最简单形式。} \seqsplit{每个输出值是前N个值的平均值,用于指示一段时间内的价格趋势。} \newline % Row Count 14 (+ 3) {\bf{Exponential Moving Average (EMA)}} \newline % Row Count 15 (+ 1) \seqsplit{指数移动平均线(EMA)是金融分析的主要手段,被用于大量的技术指标中。与SMA不同,EMA是一个累积性指标,但过去的数值对平均值的贡献越来越小,而最近的数值则贡献更大。这种方法使移动平均数对数据的变化反应更加灵敏。} \newline % Row Count 22 (+ 7) {\bf{Adaptive Moving Average (AMA)}} \newline % Row Count 23 (+ 1) \seqsplit{自适应移动平均线(AMA)增加对价格波动的敏感性。当价格向某个方向移动时,自适应移动平均线会变得更加敏感,而当价格平稳或波动时,自适应移动平均线对价格运动的敏感度会降低。} \newline % Row Count 28 (+ 5) {\bf{AMA with EMA}} \newline % Row Count 29 (+ 1) \seqsplit{在AMA中引入新的平滑系数,使其能够体现当前上下趋势,或平缓的价格走势} \newline % Row Count 31 (+ 2) } \tn \end{tabularx} \par\addvspace{1.3em} \vfill \columnbreak \begin{tabularx}{3.833cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{3.833cm}}{\bf\textcolor{white}{\seqsplit{双均线策略(Two-Average} Strategy) (cont)}} \tn \SetRowColor{white} \mymulticolumn{1}{x{3.833cm}}{{\bf{AMA with SMA}} \newline % Row Count 1 (+ 1) \seqsplit{这个指标出现的主要原因是EMA的AMA已经在业界得到大规模的应用,使其在市场中变得不再明显,使用SMA的版本不那么有名,所以会有作用。} \newline % Row Count 5 (+ 4) {\bf{问题}} \newline % Row Count 6 (+ 1) \seqsplit{基于MA的双均线策略在有明显趋势的条件下工作得相当好,但在波动较大的市场环境表现很差,无论为MA选择多大的时间窗口,这种问题都会发生。}% Row Count 10 (+ 4) } \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} % That's all folks \end{multicols*} \end{document}