https://eryk.github.io/tags/%E5%A4%9A%E5%9B%A0%E5%AD%90/ Recent content in 多因子 on Eryk's Blog Hugo zh-CN © 2017–2026 Eryk Sat, 19 May 2018 11:29:00 +0000 https://eryk.github.io/2018/05/19/%E5%A6%82%E4%BD%95%E9%AA%8C%E8%AF%81%E5%9B%A0%E5%AD%90%E6%9C%89%E6%95%88%E6%80%A7-%E5%90%AC%E8%AF%BE%E7%AC%94%E8%AE%B0/ Sat, 19 May 2018 11:29:00 +0000 https://eryk.github.io/2018/05/19/%E5%A6%82%E4%BD%95%E9%AA%8C%E8%AF%81%E5%9B%A0%E5%AD%90%E6%9C%89%E6%95%88%E6%80%A7-%E5%90%AC%E8%AF%BE%E7%AC%94%E8%AE%B0/ <h1 id="一维零投资组合">一维零投资组合</h1> <p><img src="images/15267001868391.jpg" alt=""></p> <p><img src="images/15267003855597.jpg" alt=""></p> <p>先对股票按因子大小排序， nt是top，nb是bottom，nb中停牌的股票跳过停牌的股票，已纳入的股票如果停牌的也不能调出且需要保留仓位</p>