Date
June 11, 2023
類型
文獻分享
程度
初階
領域
量化交易金融資料
選這篇的原因
- 提醒大家，量化交易策略需要動態調整
- 不要只注重歷史數據回測，要關心現在宏觀經濟的重要性
- Forecasting vs. Nowcasting
- 傳統量化交易不會教你的事
文獻資源
出處（可直接下載）：
Three Quant Lessons from COVID-19
Many quantitative firms have suffered substantial losses as a result of the COVID-19 selloff. In this note, we highlight three lessons that quantitative researc
papers.ssrn.com
影片內容
推薦補充閱讀
- GDPNow Nowcasting
FRED Economic Data
GDPNow
fred.stlouisfed.org
有簡報版：
這篇作者有自己做 presentation，有提供簡報跟影片，大家有興趣可以看下原本的
Three Quant Lessons from COVID-19 (Presentation Slides)
Many quantitative firms have suffered substantial losses as a result of the COVID-19 selloff. In this note we highlight three lessons that quantitative research
papers.ssrn.com