1. 怎么构建测试 所有的测试五等分,表明我们的回测的universe被分为五个组,根据我们要测试的公司因子的值. Quintiles provide a clear answer to that question: if a strategy works, the top quintile should outperform, the bottom quintile should underperform, and there should be some linearity of retur…
chapter 4: Profitability Profitability measures we tested include return on invested capital, return on capital employed, return on equity, return on assets, profit margins, income per employee, economic profits, incrmental return on capital. Combing…
Chapter 3 The Day-To-Day Drivers Of Stock Market Returns Summary: (1) Earning growth is the primary driver of day-to-day stock market returns. Companies that generate high earning growth outperform, while companies that record low levels of growth un…
By Michael Halls-Moore on August 2nd, 2016 This post relates to a talk I gave in April at QuantCon 2016 in New York City. QuantCon was hosted by Quantopian and I was invited to talk about some of the topics discussed on QuantStart. I decided to talk…
论文链接: https://arxiv.org/pdf/1504.08083.pdf 代码下载: https://github.com/rbgirshick/fast-rcnn Abstract Compared to previous work, Fast R-CNN employs several innovations to improve training and testing speed while also increasing detection accuracy #相比于之前的…
Evolution Strategies as a Scalable Alternative to Reinforcement Learning this blog from: https://blog.openai.com/evolution-strategies/ MARCH 24, 2017 Evolution Strategies as a Scalable Alternative to Reinforcement Learning We’ve discovered that evo…
来自日月光华BBS: Company: UBS AG Job Title: Quantitative Developers / Analysts (Entry Level, Multiple Positions) Location: Shanghai, China UBS's IB Quantitative Analysis Group at Shanghai is looking for a number of fresh graduates in expanding its quantita…
Written by Khang Nguyen Vo, khangvo88@gmail.com, for the RobustTechHouse blog. Khang is a graduate from the Masters of Quantitative and Computational Finance Program, John Von Neumann Institute 2014. He is passionate about research in machine learnin…
一.序言 陆陆续续的如果累计起来,我估计至少有二十来位左右的朋友加我QQ,向我咨询有关抠图方面的算法,可惜的是,我对这方面之前一直是没有研究过的.除了利用和Photoshop中的魔棒一样的技术或者Photoshop中的选区菜单中的色彩范围类似的算法(这两个我有何PS至少90%一致的代码)是实现简单的抠图外,现在一些state of art 方面的算法我都不了解.因此,也浪费了不少的将知识转换为资产的机会.年30那天,偶然的一个机会,有位朋友推荐我看了一篇关于抠图的文章,并有配套的实现代码,于…
Deadline:2016-11-24 22:00pm Alpha冲刺,很多同学经历了"Learning by doing"的学一门新的编程语言.学Git.学做一个完整的项目.但是,各组对于软件工程的"Learning by doing"的意涵了解的还不深刻,遇到的问题也不少.停一停,开个总结会,来次事后诸葛亮,为了下一步走的更好.请各小组在Deadline之前,以小组为单位发布一篇针对问题的总结.总结的提纲内容,请参照邹欣老师的博客: 项目管理之事后诸葛亮会议:…
