定量研究的过去与未来(演讲幻灯片)

Marcos M. López de Prado
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摘要

传统上,投资策略的开发需要特定领域的知识和受限数据集的访问权限。这两个障碍是故意存在的:(a)金融知识被公司囤积起来,并作为商业秘密加以保护;(b)金融数据价格昂贵,使广大科学界无法获得。本演讲探讨了这两个障碍如何影响定量研究的质量,以及投资锦标赛如何通过克服这两个障碍来帮助实现更好的投资结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Past and Future of Quantitative Research (Presentation Slides)
Traditionally, the development of investment strategies has required domain-specific knowledge and access to restricted datasets. These two barriers exist by design: (a) Financial knowledge is hoarded by firms, and protected as trade secrets, and (b) Financial data is expensive, making it inaccessible to the broad scientific community. This presentation explores how these two barriers impact the quality of quantitative research, and how investment tournaments can help deliver better investment outcomes by overcoming those two barriers.
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