“Quantitative investment strategies”(量化投资策略)既可以是主动的(active),也可以是被动的(passive)。 主动量化投资策略通常涉及使用复杂的数学模型和数据分析来识别被低估或高估的资产,并积极地调整投资组合以试图超越市场表现。例如,通过高频交易、算法交易等手段,根据市场动态迅速做出买卖决策,以获取超额收益。 被动...
There is much debate about active vs. passive investing and which one is better, but in reality, a combination of both strategies may offer more portfolio diversification. However, there are some advantages and disadvantages of both types of investing. ...
This research aims to compare Active and Passive Investment Strategies on the Indonesian Stock Exchange for the 2013-2024 Using the Magic Formula Method introduced by Joel Greenblatt (2010), which is then optimized again using the Single Index Model. Magic formula is a ...
While active versus passive is a well-worn debate, it needn’t be an either/or decision. In fact, we would argue that there’s a strong case for both index investing and active management to co-exist in portfolios. How they are balanced can be determined by an investor’s investment obj...
The closure of countless hedge funds that liquidated positions and returned investor capital to LPs after years of underperformance confirms the difficulty of beating the market over the long run. Historically, passive investing has outperformed active investing strategies – but to reiterate, the fact ...
active and passive strategies Fixed-incomesecurities Lecture16 Lecture16:activeandpassivestrategies(2)Length:90minutesConductofsession:LectureLearningobjectives:Afterthislectureyoushouldbecomefamiliarwith(1)portfolioimmunization(2)balancesheetimmunizationnoessentialreading Keywords Capitaleffect资本利得效应Reinvestmenteffect...
At UBS Asset Management we offer a broad range of sustainable investing strategies, traditional and alternative, active and passive, across asset classes.
performance analysis of active and passive multi-array sonar networks 热度: A Comparison of Active and Passive Cell Balancing Techniques for Series-Parallel Battery Packs 热度: Fixed-income securities Lecture16 Lecture16:active and passive strategies(2) ...
For most people, there’s a time and a place for active and passive investing over a lifetime of saving for major milestones like retirement. More advisors wind up combining the two strategies—despite the grief each side gives the other over their strategy. How Much of the Market Is Passi...
For most people, there’s a time and a place for active and passive investing over a lifetime of saving for major milestones like retirement. More advisors wind up combining the two strategies—despite the grief each side gives the other over their strategy. How Much of the Market Is Passi...