Best Practices in Research for Quantitative Equity Strategies
探讨了量化权益策略成功模型背后的研究过程与原则，识别出三个关键因素：优先研究设计、使用新数据集、以及计算领域的进步，并分享了如何整合市场动态、数据、研究设计、建模技术和经济金融内省。
The authors examine the research process and principles underlying successful models used in quantitative equity strategies. They identify three key factors they see contributing to improved empirical work: 1) making research design a top priority, 2) making new, more extensive datasets available, and 3) making advances in computational areas such as econometrics, machine learning, and statistics. The authors explain these key factors and also share insights on how to integrate market dynamics, data, research design, advance modeling techniques, and economic/financial introspection into the research process. <b>TOPICS:</b>Quantitative methods, derivatives, portfolio management/multi-asset allocation