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Simon2025-01-31 13:20:30
同学,上午好。
不说这句话,是一整段话都在描述量化模型,Prime U是使用基本面因子(P/B, 12-month increase in stock price, and return on assets)来进行量化选股(rank securities from most attractive to least attractive),目的是objective is to maximize exposure,同时持股数量很多fund holds approximately 300 securities selected from the 3,000 securities evaluated
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