天驭学院 · 教学材料 · Capital Management System
Course Notes
In "Capital Management System" → "波动率调仓", this lesson "波动率 regime 识别" builds knowledge you can apply immediately.
Regime应由事前指标和阈值定义，例如滚动波动率，不以未来赚钱的区间倒推。阈值附近频繁切换需要迟滞或最短观察规则。 用训练段定阈值→记录当前已知波动→分类→规定边界与缺值→在未来段冻结判断方式。 本课作业：教学阈值ATR>3为高波动，当前ATR=3。若规则用严格大于，属于哪类？为何不能临时改≥？
These points align with the video walkthrough—take notes as you watch.
After studying, complete the companion practice lesson to move from understanding to doing.
Key Takeaways
完成标记仅记录个人学习，不代表能力认证。练习使用教学假设或合成数据，不要求真实开户、入金或交易。