量化交易模型1（全球ETF价值轮动）

关灯吃面。

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自定义股票池":["510300.SH","510800.SH",‘159915.SZ‘,"159937.SZ","512800.SH","512010.SH","513100.SH","513850.SH","159655.SZ",‘159509.SZ‘,"159518.SZ",‘159981.SZ‘,‘159985.SZ‘,"159937.SZ",‘511130.SH‘,‘511090.SH‘,"513210.SH","513550.SH",‘159691.SZ‘],"自定义股票池名称":["沪深300ETF","上证50ETF建信",‘创业板ETF‘,"A500ETF",‘银行ETF‘,‘医药ETF易方达‘,"标普ETF",‘纳斯达克ETF‘,"美国ETF易大达","标普油气ETF嘉实","能源化工ETF建信",‘豆粕ETF华夏‘,"黄金ETF","30年国债ETF博时",‘30年国债ETF鹏扬‘,‘可转债ETF‘,‘恒生ETF易方达‘,"港股通50ETF华泰柏瑞","港股通红利ETF工银"],
标的进一步优化。收益缓慢上升，争取不发生大的回撤

对参数进行优化，尽量选择T0品种。