问题如下图:
选项:
A.
B.
C.
IC 不是反映基金经理预测准确性的吗?应该是预期收益和实现收益的关系。选项C中说IC是firm return 和model factor 的关系,是不是不对呀。 解释:
NO.PZ2019012201000072 问题如下 Leeter makes the followingstatements about quantitative strategies:1 Managerexperienanscretion in intifying new tren in the market are importantcomponents of any quantitative strategy.2 Loss aversionbiis more prominent with quantitative strategies thwith funmentalstrategies.3 Generally,quantitative metho rely on information coefficients between firm returns anol factors.Whiof Leeter’sstatements concerning the quantitative approato active management is mostaccurate? A.Statement 1 B.Statement 2 C.Statement 3 Leeter’s thirtatement is most accurate. Generally, quantitative metho use past ta tointify systematic factors thcoverweighteor unrweightein aportfolio baseon information coefficient.A is incorrect.Leeter’s first statement is not accurate. Manager scretion ha minimrolein quantitative approaches.B is incorrect.Leeter’s seconstatement is not accurate. Loss aversion is more symptomatic offunmentapproaches rather thquantitative approaches. 请问关于S2应该如何理解?各种Bias在funmentapproache 和quantitative approache间如何区分
NO.PZ2019012201000072 问题如下 Leeter makes the followingstatements about quantitative strategies:1 Managerexperienanscretion in intifying new tren in the market are importantcomponents of any quantitative strategy.2 Loss aversionbiis more prominent with quantitative strategies thwith funmentalstrategies.3 Generally,quantitative metho rely on information coefficients between firm returns anol factors.Whiof Leeter’sstatements concerning the quantitative approato active management is mostaccurate? A.Statement 1 B.Statement 2 C.Statement 3 Leeter’s thirtatement is most accurate. Generally, quantitative metho use past ta tointify systematic factors thcoverweighteor unrweightein aportfolio baseon information coefficient.A is incorrect.Leeter’s first statement is not accurate. Manager scretion ha minimrolein quantitative approaches.B is incorrect.Leeter’s seconstatement is not accurate. Loss aversion is more symptomatic offunmentapproaches rather thquantitative approaches. 老师,请问S1不对,是不是它实质上描述的是技术分析,既不属于量化也不属于基本面?
NO.PZ2019012201000072 问题如下 Leeter makes the followingstatements about quantitative strategies:1 Managerexperienanscretion in intifying new tren in the market are importantcomponents of any quantitative strategy.2 Loss aversionbiis more prominent with quantitative strategies thwith funmentalstrategies.3 Generally,quantitative metho rely on information coefficients between firm returns anol factors.Whiof Leeter’sstatements concerning the quantitative approato active management is mostaccurate? A.Statement 1 B.Statement 2 C.Statement 3 Leeter’s thirtatement is most accurate. Generally, quantitative metho use past ta tointify systematic factors thcoverweighteor unrweightein aportfolio baseon information coefficient.A is incorrect.Leeter’s first statement is not accurate. Manager scretion ha minimrolein quantitative approaches.B is incorrect.Leeter’s seconstatement is not accurate. Loss aversion is more symptomatic offunmentapproaches rather thquantitative approaches. information coefficients between firm returns anmol factors这在这个课程前103页都没有提到, 可以一下到底跟量化的投资方式有什么关联
NO.PZ2019012201000072 3 Generally, quantitative metho rely on information coefficients between firm returns anmol factors. 這是啥意思? 這個概念有在講義裡面嗎
quantative 第一步不是jugement sign stage吗?所以manager cretion是在founmental里面很重要吗?