强化班讲义的第一步是building model

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NO.PZ201809170400000704

问题如下：

Nowacki’s most appropriate response to Knight’s question about the quantitative investment process is to:

选项：

back-test the new strategy.

define the market opportunity.

identify the factors to include and their weights.

解释：

B is correct. The first step in creating a quantitative, active strategy is to define the market opportunity or investment thesis. Ten, relevant data is acquired, processed, and transformed into a usable format. Tis step is followed by back-testing the strategy, which involves identifying the factors to include as well as their weights. Finally, the strategy performance should be evaluated using an out-of-sample back-test.

强化班讲义的第一步是building model，答案应该选C呀

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1 个答案

笛子_品职助教 · 2023年08月13日

嗨，爱思考的PZer你好：

强化讲义是缩略版，突出重点，减少厚度，方便记忆。

这道题考得相对偏一些，我们还是以基础讲义为主。

我们看到，量化投资的第一步是：

以上红框里的内容，就是本题的答案。

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NO.PZ201809170400000704 问题如下 Nowacki’smost appropriate response to Knight’s question about the quantitativeinvestment process is to: A.back-testthe new strategy. B.finethe market opportunity. C.intifythe factors to inclu antheir weights. B is correct. The first step in creating aquantitative, active strategy is to fine the market opportunity or investmentthesis. Ten, relevant ta is acquire processe antransformeinto ausable format. Tis step is followeback-testing the strategy, whichinvolves intifying the factors to inclu well their weights. Finally,the strategy performanshoulevaluateusing out-of-sample back-test. 1.第一步，发现市场机会，基本面和量化两种方法第一步都是一样的吧？2.可否列出原版书量化的具体步骤？框架图少了第一步，讲义写的逻辑也不是很清楚，和本题答案不太一样。

2023-06-03 22:45 1 · 回答

为什么不是C？

2020-01-28 00:17 1 · 回答

C是哪一步啊？是B后面吗，怎么讲义里的步骤没有C

2020-01-19 09:56 1 · 回答

C是哪一步啊？是B后面吗，怎么讲义里的步骤没有C

2020-01-14 20:43 1 · 回答

强化班讲义的第一步是building model

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