论文标题
部分可观测时空混沌系统的无模型预测
Exploring Classic Quantitative Strategies
论文作者
论文摘要
本文的目的是揭穿和消除黑盒定量策略背后的魔力。它旨在为技术如何以及为何运作奠定坚实的基础。该手稿通过简单的直觉（策略背后的数学）来衍生出这些知识。该教程并没有回避解决定量策略的正式和非正式方面。通过这样做，它希望为读者提供对这些技术以及何时，如何应用这些技术的更深入的了解。这些策略是根据S \＆P500和SH510300数据集提出的。但是，测试的结果只是该方法如何工作的示例。没有关于真正市场地位的建议提出任何要求。
The goal of this paper is to debunk and dispel the magic behind the black-box quantitative strategies. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind the strategies. This tutorial doesn't shy away from addressing both the formal and informal aspects of quantitative strategies. By doing so, it hopes to provide readers with a deeper understanding of these techniques as well as the when, the how and the why of applying these techniques. The strategies are presented in terms of both S\&P500 and SH510300 data sets. However, the results from the tests are just examples of how the methods work; no claim is made on the suggestion of real market positions.
