有效市场与量化超额
探讨弱式有效市场对技术分析的挑战、Fama-French风险补偿与另类数据降维在量化超额收益中的应用逻辑。
odus@odusMisaligned Profits Under Conflicting Assumptions: Time Horizons and Coexisting Long and Short Positions
Unpredictable market movements vs. probabilistic advantage；Conflict among momentum, reversal, value, and growth；Misalignment between trends and reversals
Excalibur@Excalibur
Quantitative Excess Returns: Dimensionality Reduction of Alternative Data and Fama-French Risk Premia
Renaissance and the Grossman Paradox；Long-Term Quantitative Investing vs. High-Frequency Quantitative Investing