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《重構(gòu)量化行業(yè)輪動(dòng)框架：宏觀篇，宏觀視角下的行業(yè)輪動(dòng)策略》由會(huì)員上傳分享，免費(fèi)在線閱讀，更多相關(guān)內(nèi)容在行業(yè)資料-天天文庫(kù)。
1、目錄索引一、行業(yè)輪動(dòng)框架簡(jiǎn)介...................................................................................................................41.1量化行業(yè)配置框架介紹...................................................................................................41.2基于宏觀視角的行業(yè)配置方法探討............
2、...................................................................4二、宏觀事件驅(qū)動(dòng)策略構(gòu)建...........................................................................................................62.1宏觀與行業(yè)指標(biāo)庫(kù)構(gòu)建........................................................................
3、...........................62.2策略構(gòu)建原理.................................................................................................................10三、事件庫(kù)整理及案例展示.........................................................................................................123.
4、1有效事件篩選邏輯.........................................................................................................123.2宏觀及行業(yè)事件舉例.....................................................................................................123.3事件觸發(fā)及行業(yè)配置統(tǒng)計(jì)............................
5、.................................................................15四、策略實(shí)證.................................................................................................................................234.1策略設(shè)置..............................................................
6、...........................................................234.2實(shí)證結(jié)果.........................................................................................................................24五、總結(jié)..............................................................................
7、...........................................................285.1策略總結(jié).........................................................................................................................285.2策略展望...........................................................................
8、..............................................285.3最新結(jié)果..................................
