{"id":"QNT-043","title":"策略收益自相關","chart":"line","metric":"自相關（−1至1）","secondary":"基準／成本後回報（%）","x":"交易日／觀察期","y":"自相關（−1至1）","sample":true,"as_of":"2026-10-16","symbol":"0700.HK","period":"1Y","benchmark":"HSI","symbol_name":"騰訊控股","benchmark_name":"恒生指數","currency":"HKD","period_start":"2025-10-16","period_end":"2026-10-16","summary":[{"key":"latest","label":"最新值","value":0.61,"unit":""},{"key":"average","label":"期間平均","value":0.7,"unit":""},{"key":"high","label":"期間最高","value":0.81,"unit":""},{"key":"low","label":"期間最低","value":0.55,"unit":""}],"panels":[{"title":"策略收益自相關","subtitle":"自相關（−1至1）","chart":"line","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"自相關（−1至1）","data":[0.77,0.77,0.77,0.78,0.78,0.78,0.79,0.8,0.8,0.79,0.73,0.73,0.72,0.74,0.75,0.75,0.76,0.76,0.76,0.76,0.77,0.79,0.79,0.8,0.8,0.8,0.81,0.81,0.8,0.81,0.78,0.78,0.77,0.76,0.75,0.75,0.76,0.75,0.75,0.76,0.76,0.76,0.75,0.75,0.75,0.75,0.75,0.73,0.72,0.71,0.69,0.68,0.67,0.66,0.66,0.69,0.7,0.7,0.7,0.7,0.71,0.69,0.67,0.67,0.63,0.6,0.56,0.57,0.58,0.6,0.58,0.57,0.55,0.59,0.6,0.62,0.62,0.63,0.64,0.65,0.65,0.67,0.67,0.67,0.66,0.67,0.66,0.66,0.67,0.66,0.63,0.6,0.62,0.61,0.65,0.68,0.67,0.66,0.7,0.7,0.72,0.72,0.72,0.72,0.68,0.66,0.67,0.66,0.66,0.66,0.66,0.65,0.66,0.69,0.69,0.69,0.7,0.7,0.69,0.69,0.7,0.73,0.74,0.74,0.74,0.71,0.71,0.7,0.63,0.63,0.6,0.61],"unit":"","axis":"left"}],"columns":[],"rows":[],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"自相關（−1至1）","unit":""},{"title":"基準／成本後回報（%）","subtitle":"基準／成本後回報（%）","chart":"bar","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"基準／成本後回報（%）","data":[2.27,4.1,4.03,6.85,7.66,10.24,18.18,27.7,22.56,16.83,15.86,8.92,7.03,4.85,5.65,5.51,5.55,4.27,3.3,4.28,8.8,11.61,9.53,8.13,4.95,3.08,4.11,2.85,3.48,12.78,20.91,20.63,11.45,19.67,11.62,12.61,5.29,6.8,15.73,18.75,19.35,6.79,4.61,5.77,4.34,5.69,3.52,7.85,3.58,3.88,2.54,4.05,6.43,14.28,8.16,10.28,6.09,3.86,9.5,9.42,8.18,2.77,2.48,2.37,3.44,3.61,3.58,11.07,30.1,14.76,33.8,21.79,7.21,7.0,6.77,7.73,5.79,8.37,12.02,14.32,13.81,12.0,17.19,13.16,10.21,22.71,11.03,11.71,5.6,7.36,3.22,4.76,5.44,2.93,3.78,5.24,3.07,3.4,1.75,0.94,3.13,8.8,25.76,28.16,22.15,13.65,12.71,4.52,8.01,16.32,24.99,11.05,14.56,17.32,6.46,5.78,1.86,4.7,4.83,6.51,5.66,2.38,5.85,5.86,6.47,2.6,1.23,2.77,4.58,7.64,4.35,5.15],"unit":"%","axis":"left"}],"columns":[],"rows":[],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"基準／成本後回報（%）","unit":"%"},{"title":"事件明細與資料日期","subtitle":"自相關（−1至1） 與 基準／成本後回報（%）","chart":"table","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"自相關（−1至1）","data":[0.77,0.79,0.73,0.76,0.8,0.8,0.75,0.76,0.75,0.68,0.7,0.67,0.58,0.6,0.65,0.67,0.6,0.66,0.72,0.66,0.69,0.7,0.71,0.61],"unit":""}],"columns":[{"key":"label","label":"交易日／觀察期"},{"key":"value","label":"自相關（−1至1）"},{"key":"comparison","label":"基準／成本後回報（%）"},{"key":"date","label":"資料日期（示例）"}],"rows":[{"label":"2025-10-16","value":0.77,"comparison":2.27,"date":"2025-10-16"},{"label":"2025-11-03","value":0.79,"comparison":18.18,"date":"2025-11-03"},{"label":"2025-11-17","value":0.73,"comparison":8.92,"date":"2025-11-17"},{"label":"2025-12-03","value":0.76,"comparison":4.27,"date":"2025-12-03"},{"label":"2025-12-19","value":0.8,"comparison":8.13,"date":"2025-12-19"},{"label":"2026-01-02","value":0.8,"comparison":3.48,"date":"2026-01-02"},{"label":"2026-01-20","value":0.75,"comparison":11.62,"date":"2026-01-20"},{"label":"2026-02-05","value":0.76,"comparison":19.35,"date":"2026-02-05"},{"label":"2026-02-23","value":0.75,"comparison":3.52,"date":"2026-02-23"},{"label":"2026-03-09","value":0.68,"comparison":4.05,"date":"2026-03-09"},{"label":"2026-03-25","value":0.7,"comparison":3.86,"date":"2026-03-25"},{"label":"2026-04-10","value":0.67,"comparison":2.37,"date":"2026-04-10"},{"label":"2026-04-24","value":0.58,"comparison":30.1,"date":"2026-04-24"},{"label":"2026-05-12","value":0.6,"comparison":6.77,"date":"2026-05-12"},{"label":"2026-05-28","value":0.65,"comparison":13.81,"date":"2026-05-28"},{"label":"2026-06-11","value":0.67,"comparison":22.71,"date":"2026-06-11"},{"label":"2026-06-29","value":0.6,"comparison":4.76,"date":"2026-06-29"},{"label":"2026-07-15","value":0.66,"comparison":3.4,"date":"2026-07-15"},{"label":"2026-07-31","value":0.72,"comparison":28.16,"date":"2026-07-31"},{"label":"2026-08-14","value":0.66,"comparison":8.01,"date":"2026-08-14"},{"label":"2026-09-01","value":0.69,"comparison":6.46,"date":"2026-09-01"},{"label":"2026-09-17","value":0.7,"comparison":5.66,"date":"2026-09-17"},{"label":"2026-10-01","value":0.71,"comparison":2.6,"date":"2026-10-01"},{"label":"2026-10-16","value":0.61,"comparison":5.15,"date":"2026-10-16"}],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"資料明細","unit":""}],"rows":[{"label":"2025-10-16","value":0.77,"comparison":2.27,"date":"2025-10-16"},{"label":"2025-11-03","value":0.79,"comparison":18.18,"date":"2025-11-03"},{"label":"2025-11-17","value":0.73,"comparison":8.92,"date":"2025-11-17"},{"label":"2025-12-03","value":0.76,"comparison":4.27,"date":"2025-12-03"},{"label":"2025-12-19","value":0.8,"comparison":8.13,"date":"2025-12-19"},{"label":"2026-01-02","value":0.8,"comparison":3.48,"date":"2026-01-02"},{"label":"2026-01-20","value":0.75,"comparison":11.62,"date":"2026-01-20"},{"label":"2026-02-05","value":0.76,"comparison":19.35,"date":"2026-02-05"},{"label":"2026-02-23","value":0.75,"comparison":3.52,"date":"2026-02-23"},{"label":"2026-03-09","value":0.68,"comparison":4.05,"date":"2026-03-09"},{"label":"2026-03-25","value":0.7,"comparison":3.86,"date":"2026-03-25"},{"label":"2026-04-10","value":0.67,"comparison":2.37,"date":"2026-04-10"},{"label":"2026-04-24","value":0.58,"comparison":30.1,"date":"2026-04-24"},{"label":"2026-05-12","value":0.6,"comparison":6.77,"date":"2026-05-12"},{"label":"2026-05-28","value":0.65,"comparison":13.81,"date":"2026-05-28"},{"label":"2026-06-11","value":0.67,"comparison":22.71,"date":"2026-06-11"},{"label":"2026-06-29","value":0.6,"comparison":4.76,"date":"2026-06-29"},{"label":"2026-07-15","value":0.66,"comparison":3.4,"date":"2026-07-15"},{"label":"2026-07-31","value":0.72,"comparison":28.16,"date":"2026-07-31"},{"label":"2026-08-14","value":0.66,"comparison":8.01,"date":"2026-08-14"},{"label":"2026-09-01","value":0.69,"comparison":6.46,"date":"2026-09-01"},{"label":"2026-09-17","value":0.7,"comparison":5.66,"date":"2026-09-17"},{"label":"2026-10-01","value":0.71,"comparison":2.6,"date":"2026-10-01"},{"label":"2026-10-16","value":0.61,"comparison":5.15,"date":"2026-10-16"}],"columns":[{"key":"label","label":"交易日／觀察期"},{"key":"value","label":"自相關（−1至1）"},{"key":"comparison","label":"基準／成本後回報（%）"},{"key":"date","label":"資料日期（示例）"}]}