Change FundQuant Solutions Mid-Cap Value NAV as of 12/16/2024 $ 26.00($ -0.07)1-Day Change (Z class) NAV Total Return as of 12/16/2024 YTD: 15.66% (Z class) Overview Performance Portfolio Management Literature Objective Seeks long-term growth by investing in stocks of mid-cap companies...
1. 净值归因 NavRisk 2. 持仓归因 PositionRisk 3. 交易归因 TradeRisk 4. 事件归因 EventRisk 5. 股票池归因 PortfolioRisk 6. 信号归因 SignalRisk 7. 因子归因 FactorRisk 8. 应用 五、尾声 一、前言 书接上回,本期我们来聊聊量化模型的绩效归因体系。 绩效归因是绩效评估的重要组成部分,通过使用归因分...