看到标准偏差突然下降到2？这看起来像我浮动资产曲线的倒数。就在几天前，这个篮子几乎没有盈亏平衡，美元走势真的看到了价值的上升。即使套期保值比率发生变化，它们只是用于进入，只要你在下一次交易中更新它，图表就仍然有效。(See that standard deviation suddenly spike down towards 2? this looks like the inverse of my floating equity curve. Just a few days ago the basket was near breakeven, with the dollar movement really saw value shoot up. even though the hedge ratios change, they are just used for entry and the chart remains valid as long as you update it on the next trade.)