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许多量化团队用机器学习 7×24 筛选因子,标准多依赖统计指标,黑箱式的统计套利是不是一场危险的游戏?

intermediate知乎1 min read
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Key Vocabulary

deHSK1

(used after a noun, verb or adjective to form a nominal expression, as in 皮革的[pi2 ge2 de5] "one made of leather" or 跑堂兒的|跑堂儿的[pao3 tang2 r5 de5] "a waiter (literally, one who runs back and forth in a restaurant)" or 新的[xin1 de5] "new one")

因子yīn zi
统计tǒng jìHSK5

to add up

zàiHSK1

(of sb or sth) to be (located) at

风险fēng xiǎnHSK5

risk; hazard

套利tào lì
shìHSK1

(respectful acknowledgement of a command) very well

指标zhǐ biāoHSK7

(production) target; quota

筛选shāi xuǎnHSK6

to filter

投资tóu zīHSK6

to invest

量化liàng huàHSK7

to quantify; quantification; quantitative

学习xué xíHSK1

to learn

机器jī qìHSK5

CL:臺|台[tai2],部[bu4],個|个[ge4]

HSK1

you (Note: In Taiwan, 妳 is used to address females, but in mainland China, it is not commonly used. Instead, 你 is used to address both males and females.)

标准biāo zhǔnHSK4

(adjective) standard

黑箱hēi xiāng
duōHSK1

(bound form) multi-; poly-

暴露bào lùHSK6

also pr. [pu4 lu4]

shìHSK5

pattern

一个yī gè
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