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小权 · 2024年01月03日

题如图,问: 答案中的measured approach是什么?


还有哪些approach to implement fund's strategy?


3 个答案

笛子_品职助教 · 2024年01月08日

嗨,从没放弃的小努力你好:


字面是可衡量,有分寸的方法。

结合上下文,可以理解为,评估基金alpha decay的快慢,以此决定交易的紧迫性,并根据交易的紧迫性指定交易策略。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

lipw34 · 2024年01月07日

同问


这题答案复制如下:

Beamon is likely to take a measured approach in implementing the Ogive Fund’s strategy. In particular, trade urgency, which refers to how quickly or slowly an order is executed over the trading time horizon, is likely to be low for the Ogive Fund. Greater trade urgency is associated with executing over shorter horizons, whereas lower trade urgency is associated with executing over longer horizons. To capitalize on views related to mispricing, the Ogive Fund’s individual positions may be held for several years. Minimal trading is required, and any necessary trading can often be carried out in a more patient manner. Additionally, the return payoffs associated with the Ogive Fund’s long-term investment views and value orientation are not likely to be rapidly acted on by other market participants. Thus, the rate or level of expected alpha decay, which refers to the erosion or deterioration in short-term alpha once an investment decision is made, is low.

笛子_品职助教 · 2024年01月05日

嗨,从没放弃的小努力你好:


答案中的measured approach是什么?


从同学给的截图里只能看到题目,特征上看,这是长期投资,因此交易不紧急。

同学可以把答案也复制一下。老师看看。

辛苦同学了~

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努力的时光都是限量版,加油!

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