07:08 (2X)
systematic 是asset class level, discretionary 是选股吧？为什么说systematic taa 是选股
lynn_品职助教 · 2024年07月04日
嗨，从没放弃的小努力你好：
statement2 是错的啊，同学说的没错， discretionary 是选股，同学是不是疑问红色笔记，应该是没有说错的，可以再听一遍。
Discretionary TAA is predicated on the existence of manager skill in predicting and timing short-term market moves away from the expected outcome for each asset class that is embedded in the SAA policy portfolio.
Using signals, systematic TAA attempts to capture asset class level return anomalies that have been shown to have some predictability and persistence
所以 statement 2 描述的是 systematic TAA，而不是discretionary TAA
----------------------------------------------努力的时光都是限量版，加油！