计算每个品种2020年的AVG(9日ATR)，并乘上每个品种的乘数，算出其“复合”的波动性。 同时，考虑本金及头寸风控，确定一个参考标的（镍，开2手），进而确定在这个资金量下每个品种的实际应开仓数量。
| Code | Name | Multi | AVG-ATR=9 | Multi-AVG-ATR | InputATR=5000 | Hands |
|---|---|---|---|---|---|---|
| RU | 橡胶 | 10 | 312.6856417 | 3126.856417 | 1.599050079 | 1，2 |
| NR | 20号胶 | 10 | 287.5698289 | 2875.698289 | 1.738708132 | 1，2 |
| SN | 锡 | 1 | 2584.494749 | 2584.494749 | 1.934614107 | 2 |
| NI | 镍 | 1 | 2543.932321 | 2543.932321 | 1.965461093 | 2 |
| I | 铁矿石 | 100 | 23.91676955 | 2391.676955 | 2.090583342 | 2 |
| AG | 白银 | 15 | 150.6483704 | 2259.725556 | 2.212658076 | 2 |
| PG | 液化气 | 20 | 111.2822674 | 2225.645348 | 2.246539416 | 2 |
| AP | 苹果 | 10 | 185.3877078 | 1853.877078 | 2.697050446 | 2，3 |
| CY | 棉纱 | 5 | 360.9053251 | 1804.526626 | 2.770809768 | 2，3 |
| ZN | 锌 | 5 | 343.0932881 | 1715.46644 | 2.914659175 | 3 |
| JM | 焦煤 | 60 | 27.64126749 | 1658.476049 | 3.014815922 | 3 |
| OI | 菜油 | 10 | 158.136251 | 1581.36251 | 3.161830363 | 3 |
| P | 棕榈 | 10 | 152.7005226 | 1527.005226 | 3.27438303 | 3 |
| PB | 铅 | 5 | 273.0429671 | 1365.214835 | 3.662427239 | 3，4 |
| Y | 豆油 | 10 | 134.396 | 1343.96 | 3.72034882 | 3，4 |
| SS | 不锈钢 | 5 | 264.9382922 | 1324.691461 | 3.774463826 | 3，4 |
| CF | 棉花 | 5 | 250.2309095 | 1251.154547 | 3.996308858 | 4 |
| JD | 鸡蛋 | 10 | 108.797428 | 1087.97428 | 4.595696877 | 4，5 |
| AL | 铝 | 5 | 217.1033169 | 1085.516584 | 4.606101898 | 4，5 |
| A | 豆一 | 10 | 99.5679177 | 995.679177 | 5.021697868 | 5 |
| EG | 乙二醇 | 10 | 96.03334979 | 960.3334979 | 5.20652462 | 5 |
| ZC | 动力煤 | 100 | 9.592477366 | 959.2477366 | 5.212417824 | 5 |
| EB | 苯乙烯 | 5 | 180.5999012 | 902.9995062 | 5.537101588 | 5，6 |
| CJ | 红枣 | 5 | 170.7110329 | 853.5551646 | 5.857852201 | 5，6 |
| BU | 沥青 | 10 | 85.30406996 | 853.0406996 | 5.861385046 | 5，6 |
| SR | 白糖 | 10 | 78.95199177 | 789.5199177 | 6.33296246 | 6 |
| FG | 玻璃 | 20 | 39.14619251 | 782.9238503 | 6.386317135 | 6 |
| PP | 聚丙烯 | 5 | 153.3182881 | 766.5914403 | 6.522379115 | 6，7 |
| L | 塑料 | 5 | 150.1371728 | 750.6858642 | 6.660575666 | 6，7 |
| B | 豆二 | 10 | 73.97392593 | 739.7392593 | 6.759138355 | 6，7 |
| SA | 纯碱 | 20 | 34.22725514 | 684.5451029 | 7.304120618 | 7 |
| FU | 燃油 | 10 | 67.24918107 | 672.4918107 | 7.435034777 | 7，8 |
| SM | 锰硅 | 5 | 131.0736049 | 655.3680247 | 7.629301113 | 7，8 |
| V | PVC | 5 | 129.7439177 | 648.7195885 | 7.707490399 | 7，8 |
| SP | 纸浆 | 10 | 63.85860428 | 638.5860428 | 7.829798438 | 7，8 |
| HC | 热卷 | 10 | 63.42796708 | 634.2796708 | 7.882957992 | 7，8 |
| UR | 尿素 | 20 | 30.68910288 | 613.7820576 | 8.146214015 | 8 |
| RB | 螺纹 | 10 | 59.78918519 | 597.8918519 | 8.362716409 | 8 |
| MA | 甲醇 | 10 | 52.71923868 | 527.1923868 | 9.484203727 | 9，10 |
| SF | 硅铁 | 5 | 104.2432716 | 521.216358 | 9.592945277 | 9，10 |
| RM | 菜粕 | 10 | 46.20394239 | 462.0394239 | 10.82158738 | 10 |
| M | 豆粕 | 10 | 44.94878601 | 449.4878601 | 11.12377095 | 11 |
| TA | PTA | 5 | 79.57296296 | 397.8648148 | 12.56708262 | 12，13 |
| RR | 粳米 | 10 | 38.22591358 | 382.2591358 | 13.08013212 | 13 |
| CS | 淀粉 | 10 | 33.96160082 | 339.6160082 | 14.72250977 | 14，15 |
| C | 玉米 | 10 | 26.04207407 | 260.4207407 | 19.19969963 | 20 |
