{"id":1229,"date":"2025-01-16T14:14:36","date_gmt":"2025-01-16T06:14:36","guid":{"rendered":"http:\/\/www.chan.ink\/?p=1229"},"modified":"2025-01-16T14:14:39","modified_gmt":"2025-01-16T06:14:39","slug":"%e3%80%90worldquant%e3%80%91%e5%85%ac%e5%bc%80%e8%af%be1%e7%9a%84%e4%bd%9c%e4%b8%9a%e7%ad%94%e6%a1%88","status":"publish","type":"post","link":"http:\/\/www.chan.ink\/index.php\/2025\/01\/16\/%e3%80%90worldquant%e3%80%91%e5%85%ac%e5%bc%80%e8%af%be1%e7%9a%84%e4%bd%9c%e4%b8%9a%e7%ad%94%e6%a1%88\/","title":{"rendered":"\u3010Worldquant\u3011\u516c\u5f00\u8bfe1\u7684\u4f5c\u4e1a\u7b54\u6848"},"content":{"rendered":"\n<p>1.<strong>\u5fc5\u505a1\uff1a<\/strong>\u81f3\u5c11\u6210\u529f\u63d0\u4ea41\u4e2aAlpha\uff0c\u5c55\u793a\u622a\u56fe<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"2031\" height=\"589\" src=\"http:\/\/www.chan.ink\/wp-content\/uploads\/2025\/01\/19a50ddf6f6d7420bbf88f316a71d28.png\" alt=\"\" class=\"wp-image-1230\"\/><\/figure>\n\n\n\n<p>2.<strong>\u5fc5\u505a2\uff1a<\/strong>\u5b66\u4e60\u5e73\u53f0\u4e0a\u6240\u6709\u5173\u952e\u672f\u8bed\u7684\u8ba1\u7b97\u516c\u5f0f\uff0c\u63a8\u8350\u5408\u7406\u4f7f\u7528ChatGPT\u7b49\u4eba\u5de5\u667a\u80fd\u5de5\u5177\u3002\u6311\u9009\u4e00\u4e2a\uff0c\u5e76\u5728Forum\u53d1\u5e03\u3002<\/p>\n\n\n\n<p><strong>1. IS (In-Sample)<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u5728\u7b56\u7565\u5f00\u53d1\u4e2d\uff0cIS \u6570\u636e\u662f\u6307\u7528\u4e8e\u8bad\u7ec3\u548c\u4f18\u5316\u7b56\u7565\u7684\u5386\u53f2\u6570\u636e\u3002\u901a\u5e38\u662f\u4ece\u603b\u6570\u636e\u96c6\u4e2d\u5212\u5206\u51fa\u6765\u7684\u4e00\u90e8\u5206\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u7528\u4e8e\u6a21\u578b\u8bad\u7ec3\u548c\u53c2\u6570\u8c03\u4f18\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. Summary<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u603b\u7ed3\u62a5\u544a\uff0c\u901a\u5e38\u662f\u5bf9\u7b56\u7565\u6216\u6a21\u578b\u7684\u6027\u80fd\u6307\u6807\u8fdb\u884c\u6c47\u603b\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u5e2e\u52a9\u5feb\u901f\u4e86\u89e3\u7b56\u7565\u7684\u6574\u4f53\u8868\u73b0\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. Period<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u65f6\u95f4\u6bb5\uff0c\u901a\u5e38\u6307\u7b56\u7565\u56de\u6d4b\u6216\u6d4b\u8bd5\u7684\u65f6\u95f4\u8303\u56f4\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u7528\u4e8e\u6307\u5b9a\u7b56\u7565\u8fd0\u884c\u7684\u65f6\u95f4\u533a\u95f4\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. TRAIN<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u8bad\u7ec3\u96c6\uff0c\u7528\u4e8e\u8bad\u7ec3\u6a21\u578b\u6216\u7b56\u7565\u7684\u6570\u636e\u96c6\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u901a\u8fc7\u8bad\u7ec3\u96c6\u4f18\u5316\u6a21\u578b\u53c2\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. TEST<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6d4b\u8bd5\u96c6\uff0c\u7528\u4e8e\u9a8c\u8bc1\u6a21\u578b\u6216\u7b56\u7565\u8868\u73b0\u7684\u6570\u636e\u96c6\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u6a21\u578b\u5728\u672a\u77e5\u6570\u636e\u4e0a\u7684\u8868\u73b0\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6. OS (Out-of-Sample)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6837\u672c\u5916\u6570\u636e\uff0c\u6307\u5728\u7b56\u7565\u5f00\u53d1\u8fc7\u7a0b\u4e2d\u672a\u7528\u4e8e\u8bad\u7ec3\u6216\u4f18\u5316\u7684\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u7528\u4e8e\u9a8c\u8bc1\u7b56\u7565\u7684\u6cdb\u5316\u80fd\u529b\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>7. Needs Improvement<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u9700\u8981\u6539\u8fdb\uff0c\u901a\u5e38\u6307\u7b56\u7565\u6216\u6a21\u578b\u5728\u67d0\u4e9b\u65b9\u9762\u8868\u73b0\u4e0d\u4f73\uff0c\u9700\u8981\u8fdb\u4e00\u6b65\u4f18\u5316\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u63d0\u793a\u7b56\u7565\u7684\u6f5c\u5728\u95ee\u9898\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>8. Single Data Set Alpha<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u5355\u4e00\u6570\u636e\u96c6\u7684 Alpha \u503c\uff0cAlpha \u662f\u8861\u91cf\u7b56\u7565\u8d85\u989d\u6536\u76ca\u7684\u6307\u6807\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u76f8\u5bf9\u4e8e\u57fa\u51c6\u7684\u8868\u73b0\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>9. Aggregate Data<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u805a\u5408\u6570\u636e\uff0c\u6307\u5c06\u591a\u4e2a\u6570\u636e\u96c6\u6216\u65f6\u95f4\u6bb5\u7684\u6570\u636e\u5408\u5e76\u5728\u4e00\u8d77\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u7528\u4e8e\u7efc\u5408\u5206\u6790\u6216\u7b56\u7565\u4f18\u5316\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>10. Sharpe<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u590f\u666e\u6bd4\u7387\uff0c\u8861\u91cf\u7b56\u7565\u98ce\u9669\u8c03\u6574\u540e\u7684\u6536\u76ca\u3002\u516c\u5f0f\u4e3a\uff1aSharpe=\u7b56\u7565\u6536\u76ca\u2212\u65e0\u98ce\u9669\u6536\u76ca\u7b56\u7565\u6536\u76ca\u7684\u6807\u51c6\u5deeSharpe=\u7b56\u7565\u6536\u76ca\u7684\u6807\u51c6\u5dee\u7b56\u7565\u6536\u76ca\u2212\u65e0\u98ce\u9669\u6536\u76ca\u200b<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u98ce\u9669\u6536\u76ca\u6bd4\u3002\u503c\u8d8a\u9ad8\uff0c\u7b56\u7565\u8868\u73b0\u8d8a\u597d\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>11. Turnover<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6362\u624b\u7387\uff0c\u8861\u91cf\u7b56\u7565\u7684\u4ea4\u6613\u9891\u7387\u3002\u516c\u5f0f\u4e3a\uff1aTurnover=\u603b\u4ea4\u6613\u91cf\u603b\u8d44\u4ea7Turnover=\u603b\u8d44\u4ea7\u603b\u4ea4\u6613\u91cf\u200b<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u4ea4\u6613\u6210\u672c\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>12. Fitness<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u9002\u5e94\u5ea6\uff0c\u8861\u91cf\u7b56\u7565\u7684\u8868\u73b0\u662f\u5426\u7b26\u5408\u9884\u671f\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u7528\u4e8e\u7b56\u7565\u4f18\u5316\u548c\u76ee\u6807\u51fd\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>13. Returns<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6536\u76ca\u7387\uff0c\u8861\u91cf\u7b56\u7565\u7684\u6536\u76ca\u8868\u73b0\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u76c8\u5229\u80fd\u529b\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>14. Drawdown<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u56de\u64a4\uff0c\u8861\u91cf\u7b56\u7565\u4ece\u6700\u9ad8\u70b9\u5230\u6700\u4f4e\u70b9\u7684\u6700\u5927\u8dcc\u5e45\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u98ce\u9669\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>15. Margin<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u4fdd\u8bc1\u91d1\u6216\u5229\u6da6\u7387\uff0c\u901a\u5e38\u6307\u7b56\u7565\u7684\u5229\u6da6\u4e0e\u6210\u672c\u7684\u6bd4\u7387\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u76c8\u5229\u80fd\u529b\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>16. Long Count \/ Short Count<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u591a\u5934\u548c\u7a7a\u5934\u7684\u4ea4\u6613\u6b21\u6570\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u4ea4\u6613\u65b9\u5411\u504f\u597d\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>17. Correlation<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u76f8\u5173\u6027\uff0c\u8861\u91cf\u4e24\u4e2a\u53d8\u91cf\u4e4b\u95f4\u7684\u7ebf\u6027\u5173\u7cfb\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u4e0e\u5176\u4ed6\u8d44\u4ea7\u6216\u7b56\u7565\u7684\u76f8\u5173\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>18. Self Correlation<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u81ea\u76f8\u5173\u6027\uff0c\u8861\u91cf\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u4e2d\u5f53\u524d\u503c\u4e0e\u5386\u53f2\u503c\u4e4b\u95f4\u7684\u5173\u7cfb\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u662f\u5426\u5b58\u5728\u81ea\u76f8\u5173\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>19. Maximum \/ Minimum<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6700\u5927\u503c\u548c\u6700\u5c0f\u503c\uff0c\u901a\u5e38\u6307\u67d0\u4e2a\u6307\u6807\u5728\u7279\u5b9a\u65f6\u95f4\u6bb5\u5185\u7684\u6781\u503c\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u7684\u6781\u7aef\u8868\u73b0\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>20. Last Run<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u542b\u4e49<\/strong>\uff1a\u6700\u540e\u4e00\u6b21\u8fd0\u884c\u7684\u65f6\u95f4\u6216\u7ed3\u679c\u3002<\/li>\n\n\n\n<li><strong>\u7528\u9014<\/strong>\uff1a\u8bb0\u5f55\u7b56\u7565\u7684\u6700\u65b0\u8868\u73b0\u3002<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u793a\u4f8b\u6570\u636e\u89e3\u91ca<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Sharpe 1.09<\/strong>\uff1a\u590f\u666e\u6bd4\u7387\u4e3a 1.09\uff0c\u8868\u793a\u7b56\u7565\u7684\u98ce\u9669\u8c03\u6574\u540e\u6536\u76ca\u8f83\u597d\u3002<\/li>\n\n\n\n<li><strong>Turnover 5.91%<\/strong>\uff1a\u6362\u624b\u7387\u4e3a 5.91%\uff0c\u8868\u793a\u7b56\u7565\u7684\u4ea4\u6613\u9891\u7387\u8f83\u4f4e\u3002<\/li>\n\n\n\n<li><strong>Fitness 0.56<\/strong>\uff1a\u9002\u5e94\u5ea6\u4e3a 0.56\uff0c\u8868\u793a\u7b56\u7565\u8868\u73b0\u5c1a\u53ef\uff0c\u4f46\u53ef\u80fd\u9700\u8981\u4f18\u5316\u3002<\/li>\n\n\n\n<li><strong>Returns 3.26%<\/strong>\uff1a\u6536\u76ca\u7387\u4e3a 3.26%\uff0c\u8868\u793a\u7b56\u7565\u7684\u76c8\u5229\u80fd\u529b\u3002<\/li>\n\n\n\n<li><strong>Drawdown 1.91%<\/strong>\uff1a\u56de\u64a4\u4e3a 1.91%\uff0c\u8868\u793a\u7b56\u7565\u7684\u98ce\u9669\u8f83\u4f4e\u3002<\/li>\n\n\n\n<li><strong>Margin 11.04\u2031<\/strong>\uff1a\u5229\u6da6\u7387\u4e3a 11.04\u2031\uff081\u2031 = 0.01%\uff09\uff0c\u8868\u793a\u7b56\u7565\u7684\u76c8\u5229\u80fd\u529b\u3002<\/li>\n<\/ul>\n\n\n\n<p>3.<strong>\u5fc5\u505a3\uff1a<\/strong>\ud83d\udc49\u70b9\u51fb\u94fe\u63a5\u9605\u8bfb\uff1a<a href=\"https:\/\/platform.worldquantbrain.com\/learn\/documentation\/create-alphas\/how-brain-platform-works\">\u2b50 How BRAIN platform works | WorldQuant BRAIN<\/a>,\u5e76\u56de\u7b54\u4ee5\u4e0b\u95ee\u9898\uff1a\u5047\u8bbe\u5168\u5e02\u573a\u51715\u4e2a\u80a1\u7968\uff0c\u6536\u76d8\u4ef7\u5206\u522b\u4e3a[5,15,66,85,25], Alpha\u8868\u8fbe\u5f0f\u4e3a<em><strong>&#8220;-close&#8217;\uff08\u6ce8\u610f\u8d1f\u53f7),<\/strong><\/em>\u5728Neutralization Setting\u4e3aMarket\u7684\u60c5\u51b5\u4e0b\uff0c\u8bf7\u56de\u7b54\u8fd9\u4e94\u4e2a\u80a1\u7968\u5404\u81ea\u7684\u4ea4\u6613\u6743\u91cd(weight)\u4e3a\u591a\u5c11\uff1flong count \u548c short count\u4e3a\u591a\u5c11\uff08\u5373\u6709\u51e0\u4e2a\u80a1\u7968\u88ab\u505a\u591a\uff0c\u51e0\u4e2a\u80a1\u7968\u88ab\u505a\u7a7a\uff09\uff1f<\/p>\n\n\n\n<p>\u80a1\u79685: \u2248 0.098<a href=\"http:\/\/www.chan.ink\/index.php\/author\/chan\/\"><\/a><\/p>\n\n\n\n<p><strong>\u4ea4\u6613\u6743\u91cd(weight)<\/strong>\uff1a<\/p>\n\n\n\n<p>\u80a1\u79681: \u2248 0.235<\/p>\n\n\n\n<p>\u80a1\u79682: \u2248 0.167<\/p>\n\n\n\n<p>\u80a1\u79683: \u2248 -0.185<\/p>\n\n\n\n<p>\u80a1\u79684: \u2248 -0.315<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"1264\" height=\"268\" src=\"http:\/\/www.chan.ink\/wp-content\/uploads\/2025\/01\/1737007863805.png\" alt=\"\" class=\"wp-image-1232\"\/><\/figure>\n\n\n\n<p>4.<strong>\u5fc5\u505a4.\u00a0<\/strong>\u00a0\u767b\u9646\u6210\u529f\u7684\u622a\u56fe\uff08\u663e\u793aUSER ID\u5373\u53ef\uff09<strong>+<\/strong>\u00a0\u56de\u6d4b\u4e00\u4e2aAlpha\u00a0<strong>+\u00a0<\/strong>\u56de\u6d4b\u51fa\u7684Alpha\u7684ID\uff08\u622a\u56fe\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>from requests.auth import HTTPBasicAuth\nimport requests\nimport json\nfrom os.path import expanduser\nfrom time import sleep\nsimulation_data = {\n    'type': 'REGULAR',\n   'settings': {\n        'instrumentType': 'EQUITY',\n       'region': 'USA',\n        'universe': 'TOP3000',\n        'delay': 1,\n        'decay': 0,\n        'neutralization': 'INDUSTRY',\n        'truncation': 0.08,\n        'pasteurization': 'ON',\n        'unitHandling': 'VERIFY',\n        'nanHandling': 'OFF',\n        'language': 'FASTEXPR',\n        'visualization': False,\n    },\n   'regular': 'liabilities\/assets'  # \u8868\u8fbe\u5f0f\n}\nprint(simulation_data)\n# with open('pass.txt') as f:\n#     credentials = json.load(f)\n\n# username, password = credentials\n# username = \"CJ10872\"\nusername = \"C18180564@gmail.com\"\npassword = \"Chan1000w!\"\n\nsess = requests.Session()\nsess.auth = HTTPBasicAuth(username, password)\n\nresponse = sess.post('https:\/\/api.worldquantbrain.com\/authentication')\n\nprint(response.status_code)\nprint(response.json())\n\n# Sending POST request to start the simulation\nsim_resp = sess.post(\n    'https:\/\/api.worldquantbrain.com\/simulations',\n    json=simulation_data\n)\nprint('shuju:',sim_resp.headers)\nsim_process_url=sim_resp.headers&#91;'Location']\nwhile True:\n    sim_process_resp=sess.get(sim_process_url)\n    retry_after = float(sim_process_resp.headers.get('Retry-After',0))\n    if retry_after==0:\n        break\n    sleep(retry_after)\nalpha_id = sim_process_resp.json()&#91;\"alpha\"]  # the final simulation result\nprint(alpha_id)<\/code><\/pre>\n\n\n\n<p>&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;-<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"1725\" height=\"525\" src=\"http:\/\/www.chan.ink\/wp-content\/uploads\/2025\/01\/18e7ec044a923d687e7ce990fb7baee.png\" alt=\"\" class=\"wp-image-1231\"\/><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>1.\u5fc5\u505a1\uff1a\u81f3\u5c11\u6210\u529f\u63d0\u4ea41\u4e2aAlpha\uff0c\u5c55\u793a\u622a\u56fe 2.\u5fc5\u505a2\uff1a\u5b66\u4e60\u5e73\u53f0\u4e0a\u6240\u6709\u5173\u952e\u672f\u8bed\u7684\u8ba1\u7b97\u516c\u5f0f\uff0c\u63a8\u8350\u5408\u7406\u4f7f\u7528C [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1229","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1229","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/comments?post=1229"}],"version-history":[{"count":1,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1229\/revisions"}],"predecessor-version":[{"id":1233,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1229\/revisions\/1233"}],"wp:attachment":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/media?parent=1229"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/categories?post=1229"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/tags?post=1229"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}