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一 | 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。

二 | On the occasion of Ram Charan’s birthday on Friday, and also to mark the auspicious occasion of the festival Sri Rama Navami, the makers of the upcoming film Peddi unveiled a striking glimpse of the actor. Peddi Pehelwan glimpse Ram Charan will be seen in the titular role in Peddi, and the makers have released a video glimpse of the actor’s character, Peddi Pehelwan. The clip opens with a voiceover that establishes the protagonist's resolve to get into the sport, wrestling. “Wresting isn’t a sport of bats and balls, but a battlefield of survival.” The video shows the rise of Peddi Pehelwan as he endures brutal training, scaling brick walls, lifting massive sandbags, and mastering the conventional mace with unwavering grit. Ram Charan’s transformation Ram Charan’s transformation for his role of wrestler looks authentic. Cinematographer Rathnavelu’s lens beautifully takes us through the sweat-soaked intensity and efforts the actor has put in for the part. Six-pack abs, toned body, ripped muscles, and an intensity that burns through the screen, Ram Charan embodies a true Pehelwan. And the one-liner “Choodamme… Aate Naa Pogaru,” (sport is my pride) encapsulates Peddi’s passion to excel in the sport. While the Rangasthalam star maintains an athletic body through a rigorous regime including daily one hour workout, his transformation for the role of wrestler is inspiring. His trainer for recent projects, Shivoham, emphasized a raw, functional approach to his body work. Director Buchi Babu Sana showcases Charan in the way fans wanted to see him – rugged, raw, rustic and intense.The actor’s never-before-seen avatar from the glimpse is expected to further build massive hype around the film. The glimpse not only celebrates Ram Charan’s birthday but also signals the emergence of a force, Peddi Pehelwan. And amid rumours of a possible postponement, Peddi makers reinforce that the rustic sports drama is slated for release as scheduled on April 30.Also Read:Happy Birthday Ram Charan; The Flamboyant Actor Turns 41。

三 | 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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Published on:06:33:15