> For the complete documentation index, see [llms.txt](https://www.bfm-unity.org/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://www.bfm-unity.org/invest-method/group-1/qi-dong-ping-da-shu-tou-zi-23-jiao-yi-fa-ze-xiang-nong-deemo.md).

# 齐东平《大数投资》2/3交易法则 & 香农的恶魔

## 齐东平《大数投资》2/3交易法则 & 香农的恶魔

### 2/3交易法则 <a href="#id-23-jiao-yi-fa-ze" id="id-23-jiao-yi-fa-ze"></a>

​<https://xueqiu.com/3010668768/24691029>​​<http://blog.sina.com.cn/s/blog_b41645190102wiy6.html>​按照“2/3交易法则”，将买入股票市值占全部现有投资总额的比例达到2/3作为买入股票的最高限制标准，以后无论股票是涨是跌，投资人都有办法应对。如果股票下跌，投资人按照1/3为现金、2/3为股票的原则，从备用的现金中拿出一部分继续买进股票；如果股票上涨，投资人卖出一部分股票，使现金和股票的比例保持在1/3比2/3的状态。股票连续下跌、连续上涨或涨跌互见的波动中均可以按照上述方法操作。

### 香农的恶魔 <a href="#xiang-nong-deemo" id="xiang-nong-deemo"></a>

​<http://blog.sina.com.cn/s/blog_627cde030101165t.html>​香农是信息论之父，也曾经在投资上赚了一笔。这篇博文介绍一种他提出的投资组合管理算法，被称为 香农的恶魔 (Shannon's Demon)。 在投资组合的文章中这个算法也被称为 Constant Rebalanced Portfolios (CRP)，CRP可以看作是Kelly的一个特例。​<https://www.douban.com/note/69527867/>​


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