天驭学院 · 教学材料 · Trading Risk Management
Text walkthrough
相关性风险
A self-paced text walkthrough, without video or audio. See the article below for worked examples and materials.
Course Notes
In "Trading Risk Management" → "组合层风控", this lesson "相关性风险" builds knowledge you can apply immediately.
相关性反映一段样本的共同波动，不等于稳定因果。两笔不同货币对可能共同暴露于美元或风险情绪；事件冲击时平常低相关也会失效。 把每笔拆成多空货币因子→汇总共同方向→比较常态与冲击情景→同时列总止损预算和尾部暴露。 本课作业：EUR/USD多头风险100USD、GBP/USD多头风险150USD。给出共同因子、总计划风险及不能保证的损失上限。
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。