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美银:年中量化手册-你想了解的关于量化的一切
美银· 2025-06-17 06:17
Quantitative Primer Everything you wanted to know about quant*… Strategy *But were too afraid to ask. Our mosaic of signals… In our 16th annual edition of our quantitative primer, we include macro, sector, stock selection and asset allocation models spanning four decades of performance. These signals represent the underpinnings of our strategy outlook. In our Primer we cover the philosophy behind our models – common sense meets rigorous testing. …hide a graveyard of failed backtests Most of our analyses nev ...