2015年底World Quant发表了论文《101 Formulaic Alpha》,论文中给出了101个现实中的alpha。 改一两行就能换alpha哦~~ 网页链接 原文pdf: 网页链接 ——We emphasize that the 101 alphas we present here are not “toy” alphas but real-life trading alphas used in production. In fact, 80 of these alph...
Alpha#10: rank(((0 < ts_min(delta(close, 1), 4)) ? delta(close, 1) : ((ts_max(delta(close, 1), 4) < 0) ? delta(close, 1) : (-1 * delta(close, 1))) Alpha#11: ((rank(ts_max((vwap - close), 3)) + rank(ts_min((vwap - close), 3))) * rank(delta(volume,...
我发表了新文章:2015年底World Quant发表了论文《101 Formulaic Alpha》,论文中给出了101个现实中的alpha。 http://t.cn/RIhG507
公司以“WorldQuant BRAIN”研究平台为核心竞争力,整合了超200TB的金融与非金融数据集(包括另类数据源),并提供标准化回测工具。其投资模型强调因子多样性,如《WorldQuant 101》论文系统阐述的101个经典量化因子,涵盖动量、价值、质量等多维度。软硬件层面,公司自主研发高频交易系统,通过FPGA加速实...
world quant 一下搞这么多alpha策略,还要确保这些alpha之间相关性极低,这样他们就可以同时挖掘这些alpha,并且可以抵消这些alpha中间可能存在的交易手续费。这就是大资金的门槛啊。 û收藏 转发 评论 ñ1 评论 o p 同时转发到我的微博 按热度 按时间 正在加载,请稍候......
anytune/QuantWorldPublic forked fromQuantWorldOrg/QuantWorld Notifications Fork7 Star16 Code Pull requests Actions Projects Security Insights Additional navigation options Files master src .gitignore LICENSE README.md pom.xml Breadcrumbs QuantWorld
WSH holds stock in OmegaQuant Analytics, LLC, a laboratory that offers FA testing. AB and KR are employees of GOED, a 501(c)6 not-for profit trade association. GOED's goals are to increase consumption of n3s to adequate levels around the world and to ensure that the industry is produci...
where β quantifies how quickly waste grows per amount of waste already in the country and Aij is the normalized amount of waste exported by country i to country j. In a period of time, let say from January to December of a given year, the amount of waste accumulated at a given count...
7a,b). To derive a subject-specific pupil dilation measure that quantifies the noradrenergic impact of pre-trial pupil difference onto current-trial pupil difference, a distance score was computed (Pupil dilation distance, PDD = (CI-II)Current –(CI-II)Pre, within above-defined time ...
Holding offices in London, Dublin, New York and Chicago, the main headquarters of Quantcast is in San Francisco, CA. Unfortunately, our database contains no Quantcast rank data for Pawsandclawsworld.com at this time.return to previous: wantedbricks.com next page: lotsapastarestaurant.com...