精选70Stat Arb研究与分析
量化交易研究:发现多个高夏普信号,建立因子建模特征集
Part 2 out now. We find multiple >5 Sharpe signals with high correlations to…
Part 2 out now. We find multiple >5 Sharpe signals with high correlations to forward returns, and establish a feature set for factor modelling in the next article.
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力