想在成千上万只股票里挑出能持续上涨的 “好苗子”,却总纠结 “选业绩好的?还是估值低的?”本期内容就用通俗视角,拆解量化投资的核心黑话 ——“因子”,帮你跳出选股迷茫。
因子不是随便的 “选股技巧”,而是股票收益的 “营养成分表”:能精准拆解一只股票的长期表现,且必须闯过五关才能被认可 —— 经得起几十年牛熊的 “持续性”、跨美股 A 股的 “普适性”、换市盈率 / 市净率定义仍有效的 “稳健性”、算上交易成本还能赚钱的 “可投资性”,以及有经济学逻辑的可解释性。
但找到因子只是第一步:直... more
面对层出不穷的AI工具,你是否感到迷茫?本期节目,我们以新兴的开源框架AlphaSuite为蓝本,不仅讨论“要不要造轮子”的战略问题,更聚焦于“如何造好轮子”的战术细节。我们将一步步拆解一个优秀的AI量化框架应该具备哪些要素,以及如何通过这个构建过程,将你的交易直觉和隐性知识,沉淀为一套能持续进化、创造价值的系统。
【CANSLIM模型】
C:Current Quarterly Earnings per Share (当前季度每股收益)
A:Annual Earnings Growth (... more
为什么商品价、GDP、河流长度里,以 1 开头的数字占比超 30%?答案藏在本福特法则里 —— 这个 “数字规律” 不仅能查财报造假,还能盯 A 股机构!方正证券研报用它验证:万科 A 分钟成交量贴合法则,机构交易却留下偏差;据此设计的 X 指标,能划分 “机构痕迹股”,还发现聪明钱因子在这类股里年化收益达 29.2%。从数学原理到量化策略,教你用规律看穿市场小动作。
【本期节目你将了解】
1、本福特定律及其在量化中的运用
2、为什么换手率的变化率、聪明钱 Q 因子、净利润同比增长率这三个... more
甲骨文财报后单日暴涨 40%,创 1992 年以来最大涨幅,创始人埃里森身家激增 980 亿超马斯克成全球首富。这家 46 岁的 “老数据库公司”,早已靠与 OpenAI 的合作、云计算转型蜕变为 AI 基建巨头。更关键的是,它还是量化交易的 “隐形支柱”—— 华尔街顶级基金靠其数据库存海量数据、扛实时算力,从摩根大通到文艺复兴都离不开它。AI 淘金热里,甲骨文为何成了 “卖铲人”?量化与科技的交叉视角,带你看懂这场逆袭
【在这里找到我们】
wechat:quantfan_100
微信公众... more
How this podcast ranks in the Apple Podcasts, Spotify and YouTube charts.
Apple Podcasts | #109 |
Listeners, social reach, demographics and more for this podcast.
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量化好声音 launched 3 months ago and published 36 episodes to date. You can find more information about this podcast including rankings, audience demographics and engagement in our podcast database.
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