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hyi725 · 2023年08月09日

这是哪个知识点啊一脸懵逼

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

NO.PZ201809170400000703

问题如下：

Which characteristic suggested by Knight to describe the quantitative approachto active management is incorrect?

选项：

A.

Characteristic 1

B.

Characteristic 2

C.

Characteristic 3

解释：

C is correct. Quantitative analysis uses a company’s history to arrive at investment decisions. The quantitative decision-making process is systematic and non-discretionary (whereas the fundamental decision-making process is more discretionary), and the focus of the quantitative approach is on factors across a potentially large group of stocks (whereas fundamental strategies focus on a relatively small group of stocks). In contrast, fundamental analysis (not quantitative analysis) emphasizes forecasting future prospects, including the future earnings and cash flows of a company.

没明白为什么选这个

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1 个答案

笛子_品职助教 · 2023年08月09日

嗨，从没放弃的小努力你好：


这是考查量化的定义。

量化是根据历史数据找出规律，然后根据历史规律做交易。

量化最大的特点，是不对未来做出预测，只看过去的历史。



这句话说，强调预测未来。


因此它不是量化。本题要求选incorrect，因此选C。


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努力的时光都是限量版，加油！

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相关问题

NO.PZ201809170400000703 问题如下 Whicharacteristic suggesteKnight to scrithe quantitative approachto active management is incorrect? A.Characteristi B.Characteristi C.Characteristi C is correct. Quantitative analysis uses a company’s history to arrive investment cisions. The quantitative cision-making process is systematic annon-scretionary (wherethe funmentcision-making process is more scretionary), anthe focus of the quantitative approais on factors across a potentially large group of stocks (wherefunmentstrategies focus on a relatively small group of stocks). In contrast, funmentanalysis (not quantitative analysis) emphasizes forecasting future prospects, inclung the future earnings ancash flows of a company. quantitative approach可以forecast future不是吗？

2024-03-23 09:50 1 · 回答

对于characteristic 2这句话请教下有一个小小疑问，在quantitative metho，不是在sign stage要靠juement吗（下图为出处），那也就是，并不全是non-scretionary，对吗？

2020-08-30 17:01 1 · 回答

CharacteristiCharacteristi C is correct. Quantitative analysis uses a company’s history to arrive investment cisions. The quantitative cision-making process is systematic annon-scretionary (wherethe funmentcision-making process is more scretionary), anthe focus of the quantitative approais on factors across a potentially large group of stocks (wherefunmentstrategies focus on a relatively small group of stocks). In contrast, funmentanalysis (not quantitative analysis) emphasizes forecasting future prospects, inclung the future earnings ancash flows of a company. 这道题解析说不能预测未来，那岂不是跟第11题矛盾了？

2020-02-09 20:02 1 · 回答