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可转债双低量化策略怎么回测？如何申请测试账号？_我的网站

A |     Samantha Ruth Prabhu and Raj Nidimoru entered wedlock a few days ago! While the newlyweds are still receiving congratulatory messages, we have learnt that the couple would collaborate professionally to bankroll films.          Samantha, Raj collaborate professionally     Much before their wedding, Samantha and Raj collaborated as director and actor, and also as a co-producer. Last year, Samantha launched her production house, Tralala Moving Pictures under which she produced the film, Subham. Raj was credited as creative producer for the film while one of his associates oversaw the production. Similarly, for Samantha’s upcoming film, Maa Inti Bangaram, Raj is the creative producer. But according to sources, Raj would be elevated to not just overseeing creative aspects but also involved in financial decisions, officially. Samantha worked with Raj for projects like The Family Man and Citadel: Honey Bunny. She knew his rich experience as a producer will come in handy in bringing down the cost of her production ventures. So going forward, we can see Raj would be credited as ‘producer’ for all Samantha’s films. On the other hand, Raj continues to work on his own web series in collaboration with DK (aka Krishna Dasarakothapalli). The duo reportedly has a couple of Hindi web shows lined up, apart from two theatrical releases.          Sam-Raj to continue work from Hyderabad     While Samantha and Raj have a residence in Mumbai, they continue to operate from Hyderabad where they also have a home. Both of them are set to return home shortly and resume work for their respective projects. Samantha is also in talks to headline a couple of Telugu films. It is being speculated that she is likely to announce them shortly. While balancing production (in collaboration with her husband Raj Nidimoru), Samantha aspires to act in films, although she is selective in picking up films.     Also Read: Samantha Ruth Prabhu Reacts to Sheetal Nidimoru’s Heartfelt Post on Wedding。    可转债双低策略是近几年非常流行的量化策略，核心思想是买入"价格低+溢价率低"的可转债，等待价值回归。但很多人不知道如何正确地回测这个策略。先说结论：可转债双低策略的回测需要同时考虑价格、溢价率、信用评级、剩余期限等多个因素，简单的"按双低值排序买入"并不够，需要加入过滤条件和风控逻辑。双低值的计算双低值=可转债价格+转股溢价率×100比如一只可转债价格110元、转股溢价率20%，双低值=11...。

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