Trend Following Risk Parity (中文)
此次略的核心邏輯為改善Risk pari … Continue Reading Trend Following Risk Parity (中文)
Weak Factor Alpha Strategy 2(中文)
接續上一篇弱因子Alpha策略，此篇我們 … Continue Reading Weak Factor Alpha Strategy 2(中文)
Weak Factor Alpha Strategy 1(中文)
這個策略的想法源自於分類器中的弱學習器， … Continue Reading Weak Factor Alpha Strategy 1(中文)
Multi-filter Optimization for Pair Trading(中文)
配對交易(Pair Trading)，或 … Continue Reading Multi-filter Optimization for Pair Trading(中文)