测试结果看看吧—一个年薪40w员工三天工作量

Core Viewpoint - The article discusses the replication and backtesting of a momentum factor based on a report published by Founder Securities, highlighting the efficiency and accuracy of the process in comparison to traditional methods [1][2][3]. Group 1: Data Collection and Challenges - The process involved collecting necessary data for factor calculation, but faced issues with API responses, particularly with Yahoo Finance's support for the Chinese A-share market [2]. - Alternative solutions included creating a simulated dataset and utilizing code found on GitHub to implement factor calculations and backtesting [2]. Group 2: Factor Calculation and Backtesting - The implementation of precise factor calculation code was completed, using simulated data to replace actual data due to difficulties in obtaining historical intraday data for the Chinese A-share market [2]. - A comprehensive quantitative backtesting was conducted to analyze the performance differences between traditional momentum factors and optimal momentum factors [2]. Group 3: Results and Efficiency - The entire replication process was completed successfully, with all conclusions aligning with the original report, taking only 40 minutes under crowded website conditions [3]. - In contrast, a typical employee would require approximately 3 days to complete the same task, while someone unfamiliar with the process might take up to 6 days [3].