【文獻分享】Three Quant Lessons from COVID-19

選這篇的原因

1. 提醒大家，量化交易策略需要動態調整
2. 不要只注重歷史數據回測，要關心現在宏觀經濟的重要性
3. Forecasting vs. Nowcasting
4. 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