Regime-Based 分配

Lesson Overview

In "Portfolio Strategies & Risk" → "动态分配", this lesson "Regime-Based 分配" builds knowledge you can apply immediately.

按regime分配需用当时已知指标，状态切换会带来周转与误判。不能用未来最赚钱策略给过去贴状态标签。 训练段定义状态→冻结映射权重→检查识别延迟→计切换成本→给未知状态回退方案。 本课作业：若规则高波动时A/B各30%/20%、现金50%，当前状态未知，应自动用高波动权重吗？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸按regime分配需用当时已知指标，状态切换会带来周转与误判。不能用未来最赚钱策略给过去贴状态标签。
• ▸训练段定义状态→冻结映射权重→检查识别延迟→计切换成本→给未知状态回退方案。
• ▸本课作业：若规则高波动时A/B各30%/20%、现金50%，当前状态未知，应自动用高波动权重吗？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "动态分配"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of Regime-Based 分配 on your own.