liquidity factor
packeting是manager用還是index提供者用
beta是factor的weight嗎？rewarded factor timing是不是從多因子分解的角度(從alpha中)看不出來？因為無法知道factor的weight是多少？
等權重指數(shù)是否開始確定了成分后面不需要啊調整？那一開始是怎么選的呢？
為什么拆股之后要調整分母？t=1時間依然是三只股票吧？
第六題如何理解
我能說這個momentum是負的說明是左側交易，跟cc不一樣么
第三題，怎么只用考慮流動性的特征啊，，，其他兩點不用考慮么
什么是concentration lvl
第三題C為什么是對的？不是高價股權重會高嗎
老師，您好，high incentive fee可以導致收益波動增大，為啥，comments的higher fees為啥不對呢，謝謝啦/題目如下：Noting that MFC has two managers who use the same index as their benchmark, Shaw observes that Fund A and Fund B have similar Active Share and a similar number of positions, but Fund A’s realized active risk of 7% is almost three times greater than that of Fund B. Shaw makes the following comments:/ I think Fund B makes a lot of sector bets./ Fund A likely has higher fees than Fund B / Fund A should have a greater dispersion of returns about the benchmark.
這類題一直錯。請老師再詳細講一下。 另factor neutral是哪種情況？
老師，您好，quantitative和fundamental分別容易產生什么behavioral bias呀，謝謝啦
老師，您好，這道題可以考排查出發(fā)選擇 第一個comments是對的，但是這種題size默認小盤的意思嗎？謝謝啦
為啥是dispersion不是fees
程寶問答
金程問答
