Quant Investing: The Momentum-based Beta Strategy (I) (中文)
本文主旨為介紹利用動能為基礎的產業配置策 … Continue Reading Quant Investing: The Momentum-based Beta Strategy (I) (中文)
Quant Investing: Style Rotation Based on the VIX Index (中文)
近年投資風氣興起，價值與成長投資皆有不少 … Continue Reading Quant Investing: Style Rotation Based on the VIX Index (中文)
Quant Investing: Application of Investor Sentiment Constructed by Overnight Return 中文
投資者情緒一直是市場上很重要的一環，本旨 … Continue Reading Quant Investing: Application of Investor Sentiment Constructed by Overnight Return 中文
Quant Investing: How Volatility-Scaled improve Momentum (I) 中文
傳統的動量因子較無法捕捉短期內市場的走勢 … Continue Reading Quant Investing: How Volatility-Scaled improve Momentum (I) 中文