邵同学2024-01-14 12:21:03

Ben McNeil works as a senior manager at Chasing Alpha Research (CAR), a boutique investment house that specializes in managing portfolios for endowment funds. For the past year, CAR has been developing a machine learning (ML) algorithm that leverages frequently updated internal data (e.g., security weights, trades, and returns) and external data sources to construct individual stock portfolios within a pre-determined sector allocation range (–5% to +5% of benchmark). The goal of the portfolio is to outperform the benchmark over a 12-month period, and McNeil is reviewing the performance results to evaluate the effectiveness of the big data strategy. 老师您好，为啥根据这个消息，要用transaction base，不能用 holding base