量化 因子 金融工程 资产配置 高频因子 机器学习 cta 期权 动量 组合优化 选股 隔夜 另类数据 事件驱动 波动率

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Engineering Targeted Returns and Risks

by RAY DALIO · 2011 · Cited by 39 — The All Weather approach to asset allocation leverages up low risk assets and deleverages high risk assets so that the expected returns and risks of all the ...

bridgewater.brightspotcdn.com·232.8 KB
Quant Trading Guide

In this document, I'll mainly be focusing on quant trading rather than research. This is a place where buyers and sellers can meet to trade things.

80000hours.org·181.3 KB
Quantitative Portfolio Strategy

We demonstrate how investors can use its results to better understand the nature of risks and exposures of various strategies, and the extent to ...

www.cis.upenn.edu·136.5 KB
1 Quant Investing

The ideas behind the research papers helped inspire and create this fast growing area called quant investing in the late 1990s and early 2000s.

en.saif.sjtu.edu.cn·127.9 KB
The High-Frequency Factor Zoo - Duke Economics

by S Aleti · 2023 · Cited by 16 — I construct a novel dataset of 224 high-frequency factor portfolios in order to study the cross-section of expected returns in a continuous- ...

econ.duke.edu·111.1 KB
Setting objectives for your asset allocation

The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess return

research-center.amundi.com
Quantitative methods for economics and finance

This is a reprint of articles from the Special Issue published online in the open access journal. Mathematics (ISSN 2227-7390) (available at: https://www.mdpi.

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