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)
An Effective Approach for Obtaining a Group Trading Strategy PortfolioUsing Grouping Genetic Algorithm(中文)
這篇論文利用10個不同的進場指標以及10 … Continue Reading An Effective Approach for Obtaining a Group Trading Strategy PortfolioUsing Grouping Genetic Algorithm(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)
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)
The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis(中文)
投資人藉由投資不同類別的標的以達到分散風 … Continue Reading The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis(中文)
Application of Portfolio Decisions Within a Generalized Funding Ratio Framework(中文)
調控資產配置是市場之熱門議題，無論是 … Continue Reading Application of Portfolio Decisions Within a Generalized Funding Ratio Framework(中文)
Quant Investing :Inflation Hedge Improvement 中文
本文藉中期及長期純通膨策略的波動率之差， … Continue Reading Quant Investing :Inflation Hedge Improvement 中文
Quant Investing: Pure Alpha 2022 中文
高曼量化策略兩大主軸之一的 Pure A … Continue Reading Quant Investing: Pure Alpha 2022 中文