简化计算WorldQuant 101种阿尔法的方法
原文英文,约400词,阅读约需2分钟。发表于: 。The formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101 Formulaic Alphas. However, some formulas are complex, leading to challenges in calculation. Take...
WorldQuant的论文《101种公式化阿尔法》提供了101种量化交易阿尔法的公式。DolphinDB的内置函数简化了计算并降低了成本。一段DolphinDB脚本展示了这一点,Alpha#98的执行时间为986毫秒。DolphinDB还支持统一的流处理和批处理。