{"id":1235,"date":"2025-01-16T14:22:23","date_gmt":"2025-01-16T06:22:23","guid":{"rendered":"http:\/\/www.chan.ink\/?p=1235"},"modified":"2025-01-16T14:22:43","modified_gmt":"2025-01-16T06:22:43","slug":"%e5%85%b3%e4%ba%8e%e5%a6%82%e4%bd%95worldquant%e4%b8%ad%e5%a6%82%e4%bd%95%e5%be%97%e5%88%b0alpha%e7%9a%84%e5%80%bc","status":"publish","type":"post","link":"http:\/\/www.chan.ink\/index.php\/2025\/01\/16\/%e5%85%b3%e4%ba%8e%e5%a6%82%e4%bd%95worldquant%e4%b8%ad%e5%a6%82%e4%bd%95%e5%be%97%e5%88%b0alpha%e7%9a%84%e5%80%bc\/","title":{"rendered":"\u5173\u4e8e\u5982\u4f55WorldQuant\u4e2d\u5982\u4f55\u5f97\u5230alpha\u7684\u503c"},"content":{"rendered":"\n

—————————————————————————-<\/h2>\n\n\n\n
\"\"<\/figure>\n\n\n\n

\u6b64\u90e8\u5206\u751f\u6210\u7684alpha\u503c\u3010D3\u5217\u3011\uff0c\u662f\u5f52\u4e00\u5316\u5904\u7406\u7684\u3002<\/p>\n\n\n\n

\u5177\u4f53\u6765\u8bf4\uff0calpha\u503c\u7684\u8ba1\u7b97\u8fc7\u7a0b\u5982\u4e0b\uff1a<\/p>\n\n\n\n

    \n
  1. \u6392\u540d\u64cd\u4f5c<\/strong>\uff1a\u9996\u5148\uff0c\u6839\u636eC\u5217\u7684\u6536\u76ca\u7387\u5bf9\u6bcf\u53ea\u80a1\u7968\u8fdb\u884c\u6392\u540d\u3002\u5047\u8bbeC\u5217\u7684\u6536\u76ca\u7387\u6570\u636e\u5982\u4e0b\uff1a \u80a1\u7968 \u6536\u76ca\u7387 \u80a1\u79681 3.0% \u80a1\u79682 2.5% \u80a1\u79683 1.8% \u80a1\u79684 2.0% \u80a1\u79685 0.9% \u80a1\u79686 -0.9% \u80a1\u79687 -1.7% \u80a1\u79688 -2.8% \u5bf9\u8fd9\u4e9b\u6536\u76ca\u7387\u8fdb\u884c\u6392\u5e8f\uff0c\u5f97\u5230\u6392\u540d\u3002\u5047\u8bbe\u6536\u76ca\u7387\u4ece\u9ad8\u5230\u4f4e\u6392\u5e8f\uff0c\u6392\u540d\u5982\u4e0b\uff1a \u80a1\u7968 \u6536\u76ca\u7387 \u6392\u540d \u80a1\u79681 3.0% 1 \u80a1\u79682 2.5% 2 \u80a1\u79684 2.0% 3 \u80a1\u79683 1.8% 4 \u80a1\u79685 0.9% 5 \u80a1\u79686 -0.9% 6 \u80a1\u79687 -1.7% 7 \u80a1\u79688 -2.8% 8<\/li>\n\n\n\n
  2. \u5f52\u4e00\u5316\u6392\u540d<\/strong>\uff1a\u63a5\u4e0b\u6765\uff0c\u5c06\u8fd9\u4e9b\u6392\u540d\u503c\u8fdb\u884c\u5f52\u4e00\u5316\u5904\u7406\uff0c\u5c06\u5176\u6620\u5c04\u52300\u52301\u7684\u8303\u56f4\u3002\u4e00\u822c\u6765\u8bf4\uff0c\u6392\u540d\u8d8a\u9ad8\uff08\u6536\u76ca\u8d8a\u597d\uff09\u7684\u80a1\u7968\uff0c\u5176\u5bf9\u5e94\u7684alpha\u503c\u8d8a\u4f4e\uff0c\u800c\u6392\u540d\u8d8a\u4f4e\uff08\u6536\u76ca\u8d8a\u5dee\uff09\u7684\u80a1\u7968\uff0c\u5176\u5bf9\u5e94\u7684alpha\u503c\u8d8a\u9ad8\u3002 \u5047\u8bbe\u6709N\u53ea\u80a1\u7968\uff0calpha\u503c\u7684\u8ba1\u7b97\u516c\u5f0f\u4e3a\uff1a
    [
    \\text{alpha\u503c} = \\frac{\\text{\u6392\u540d} – 1}{N – 1}
    ]
    \u5176\u4e2d\uff0cN\u662f\u80a1\u7968\u7684\u603b\u6570\uff08\u5728\u8fd9\u4e2a\u4f8b\u5b50\u4e2d\u4e3a8\uff09\u3002\u6211\u4eec\u5c06\u6392\u540d\u4ece1\u52308\u7684\u6570\u5b57\u4ee3\u5165\u516c\u5f0f\uff0c\u5f97\u5230\u5bf9\u5e94\u7684alpha\u503c\uff1a \u80a1\u7968 \u6536\u76ca\u7387 \u6392\u540d alpha\u503c \u80a1\u79681 3.0% 1 (1-1) \/ (8-1) = 0 \u80a1\u79682 2.5% 2 (2-1) \/ (8-1) = 0.14 \u80a1\u79684 2.0% 3 (3-1) \/ (8-1) = 0.29 \u80a1\u79683 1.8% 4 (4-1) \/ (8-1) = 0.43 \u80a1\u79685 0.9% 5 (5-1) \/ (8-1) = 0.57 \u80a1\u79686 -0.9% 6 (6-1) \/ (8-1) = 0.71 \u80a1\u79687 -1.7% 7 (7-1) \/ (8-1) = 0.86 \u80a1\u79688 -2.8% 8 (8-1) \/ (8-1) = 1<\/li>\n\n\n\n
  3. \u6700\u7ec8\u7ed3\u679c<\/strong>\uff1a\u8fd9\u5c31\u662fD\u5217\u4e2d\u6bcf\u53ea\u80a1\u7968\u7684alpha\u503c\u3002\u901a\u8fc7\u5bf9\u6536\u76ca\u7387\u7684\u6392\u540d\uff0c\u5e76\u4e14\u5bf9\u6392\u540d\u8fdb\u884c\u5f52\u4e00\u5316\uff0c\u6700\u7ec8\u5f97\u5230\u4e86\u6bcf\u53ea\u80a1\u7968\u7684alpha\u503c\u3002<\/li>\n<\/ol>\n\n\n\n

    \u603b\u7ed3\uff1aalpha\u503c\u662f\u901a\u8fc7\u5bf9\u6bcf\u53ea\u80a1\u7968\u7684\u6536\u76ca\u7387\u8fdb\u884c\u6392\u540d\uff0c\u7136\u540e\u5c06\u6392\u540d\u503c\u5f52\u4e00\u5316\u52300\u52301\u7684\u8303\u56f4\u3002\u6700\u9ad8\u6536\u76ca\u7387\u7684\u80a1\u7968\u5f97\u5230alpha\u503c0\uff0c\u6700\u4f4e\u6536\u76ca\u7387\u7684\u80a1\u7968\u5f97\u5230alpha\u503c1\uff0c\u5176\u4ed6\u80a1\u7968\u7684alpha\u503c\u6839\u636e\u5176\u6392\u540d\u5747\u5300\u5206\u5e03\u57280\u52301\u4e4b\u95f4\u3002<\/p>\n\n\n\n

    ——————————————————————————————-<\/p>\n\n\n\n

    \nhttps:\/\/platform.worldquantbrain.com\/learn\/documentation\/create-alphas\/how-brain-platform-works\n<\/div><\/figure>\n","protected":false},"excerpt":{"rendered":"

    ———————&#8212 […]<\/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-1235","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1235","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=1235"}],"version-history":[{"count":2,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1235\/revisions"}],"predecessor-version":[{"id":1238,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/posts\/1235\/revisions\/1238"}],"wp:attachment":[{"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/media?parent=1235"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/categories?post=1235"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.chan.ink\/index.php\/wp-json\/wp\/v2\/tags?post=1235"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}