針對(duì)老師對(duì)百題的41，老師對(duì)bi的解釋為不能理解為杠桿，但是我查看原版書中(P112)的確可以理解為杠桿，請(qǐng)問應(yīng)該如何理解？
老師，?？级?0題紅線部分的公式和紅字的公式之間怎么推導(dǎo)呢，謝謝。
51題B選項(xiàng)和A選項(xiàng)不是一個(gè)意思嗎？window short不也是樣本不足的意思嗎？
What is cash neutral alphas? Means the cash holding percentage equal to benchmark ? Or means the cash holding is zero?
34題，C選項(xiàng)老師講的到底要表達(dá)什么意思？有點(diǎn)不明白
22題 VarX為什么等于1.8*0.08？這是求VAR的哪個(gè)公式？
第18題，計(jì)算過程那個(gè)annual return是沒用嗎？
同問，為何選項(xiàng)B不對(duì)
IR=阿爾法/阿爾法的波動(dòng)，T檢驗(yàn)也是這個(gè)公式吧？這是啥關(guān)系
why the answer is not B? we learnt sharpe is the portolio retun - risk free rate from book. risk free rate is the general market indice
why the answer is not B ? sharpe should be portfolio return - risk free rate (market indices)
why the answer is not 2.31% (difference between portfolio return and benchmark return) / 2.1% ??? we learnt alpha is the difference of return from book. why 0.018 / 2.1%?
老師您好，distressed hedge fund是什么意思？是fund本身陷入困境了，還是fung的策略是投資于困境企業(yè)？
這里老師怎么又說賣波動(dòng)是賣期權(quán)…………
為什么賣出期權(quán)等于買入波動(dòng)保護(hù)呢
程寶問答
金程問答