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[Python/Fin]打造股票質押計算器(3):歷史數據滾動回測模擬

[Python/금융] 주식 담보대출 계산기 만들기 (3): 히스토리컬 데이터 롤링 백테스트 시뮬레이션

Why it matters

This article uses real historical data of Taiwan's 0050 ETF to backtest a leveraged stock pledge (margin lending) strategy, comparing different maintenance ratio settings (300% vs 500% vs no leverage). The 2008 crash showed that a 500% maintenance ratio safely survived while 300% barely held; from 2019 onward, higher leverage amplified gains significantly, with the 300% group reaching 184% of the no-leverage portfolio by 2024.

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股票質押回測0050槓桿維持率

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