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昨日阅读1小时,累计阅读28小时
1.【50ETF期权】 期权择时指数 1.0
https://*/community/share/561c883df9f06c4ca72fb5f7
2.业绩阿尔法
https://*/community/share/58ae7188f19733004f7ae03a
3.因子那么多,怎么用才有效?
https://*/community/share/579ae6f5228e5ba28e05fe03
4.Markowitz动态配仓策略
https://*/community/share/57c63f57228e5b6d287c75f1
5.一致性风险度量之CVaR与ES
https://*/community/share/584950bb6baac8004c93d3d7
6.【资产配置】风险平价组合(risk parity)理论与实践
https://*/community/share/58071f49228e5b1627bc33a8
7.超人量化策略一周净值播报
http://news.siliconeoil.cn/v/1762713
得著: 3種策略比較,風險以CVaR更勝VaR,Factor驗證方法初階
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