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漫步量化

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原创 20210419-20210425房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210425当日数据截止20210425,国内共有29个省的150个城市公布了二手房在售数据。全国累计在售二手房共3833067套;平均每个城市25553套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1622151天津天津1444552辽宁沈阳1344073四川成都1286264江苏南京110754

2021-04-26 15:29:23 994

原创 《The Fundamentals of Control Theory》读书笔记

OverviewAs an engineer, it is crucial that you are able to describe your system in an efficient and useful manner.DefinationsThe best reason to learn control theoryThe best reason to learn control theory is that it is the glue that combines all ..

2021-04-24 14:59:54 3900

原创 理解证券行业“行业分类

Overview经常看到各种行业分类,申万行业、wind行业、中信行业等等,总是迷迷糊糊的。关于“分类”的分类,一般有两种:管理型(国民经济行业分类)用于行政管理;ISIC(International Standard Industrial Classification)联合国国际标准产业分类;NAICS(North American Industry Classification System)北美行业分类系统;中国国家统计局《国民经济行业分类标准》;中国证监会《上市公司行业分类指..

2021-04-24 14:51:42 5234

原创 初识PID proportion integration differentiation

PID controllerA proportional-integral-derivative controller (PID controller or three-term controller) is a control loop mechanism employing feedback that is widely used in industrial control systems and a variety of other applications requiring continuo..

2021-04-24 14:49:17 1260

原创 理解function and function call||reference to function in Python

Overviewdef function_name(): print("haha")function_name is a reference to the function;function_name() refers to the result of evaluating the function;ReferencesReal Python: Primer on Python DecoratorsStackOverflow: Calling a function of ..

2021-04-24 14:30:37 970

原创 (20210412Solved)Grafana一张图只能显示26

Overview向Grafana某个panel中添加超过26条线之后,后续的线显示不出来。用英语表述maybe:How to display more than 26 sqls in Grafana ?SolutionYou can manually edit the JSON file and replace the letters with numbers in refId.Grafana默认添加line后期refId是依据Alphabeta递增的,超过26个英文字母之后,ref..

2021-04-24 14:28:45 1324

原创 理解Instance, Class, Static Methods in Python

Overview理解decorator pattern in PythonHow many types of methods in PythonGenerally, there are three types of methods in Python:Instance MethodsClass MethodsStatic MethodsKnowing the differences isn’t always required to code basic Python scrip..

2021-04-24 14:27:40 932

原创 理解lexeme, syntax, semantic in Compiler

LexemeA lexeme is a unit of lexical meaning that underlies a set of words that are related through inflection.It is a basic abstract unit of meaning, a unit of morphological analysis in linguistics that roughly corresponds to a set of forms taken by a ..

2021-04-24 14:26:21 1402

原创 理解offset in Python

Overview在Python函数中,经常出现offset相关参数。大概理解是与频率、位置之类的概念相关,具体怎么理解呢?Offset alias in PandasFrom Pandas (notes its pandas not python) docs: Time series / date functionalityA number of string aliases are given to useful common time series frequencies. We wi..

2021-04-24 14:25:11 2349 1

原创 理解RDMA,NVMe

RDMARemote Direct Memory Access (RDMA) is a direct memory access from the memory of one computer into that of another without involving either one’s operating system.This permits high-throughput, low-latency networking, which is especially useful in ma..

2021-04-24 14:24:06 603

原创 理解pct_change()&shift() in Python

Overview理解offset in Pythonpct_change(periods=1, fill_method='pad', limit=None, freq=None, **kwargs)Percentage change between the current and a prior element.fill_method mean how to handle NAs before computing percent changes;limit also about the..

2021-04-24 14:23:54 1020

原创 理解reduce(), map(), filter(), anonymous in Python

OverviewWhat is an anonymous function/method or lambda?Anonymous functionAn anonymous method is a method without a name, i.e. not bound to an identifier like when we define a method using def method:.Anonymous functions are often arguments being pa..

2021-04-23 21:03:08 157

原创 理解Inline Image||Reference Image||Html Image||Size Image||Align Image in markdown

OverviewFrom [1], there are many types for markdown image.Inline & Reference are the two style for image in markdown.Inline ImageAn inline image is a graphic image that is inserted into a web page to add visual appeal, provide information or to..

2021-04-23 21:02:11 456

原创 理解three-address code||Register allocation

OverviewFrom dragon book, three-address code consists of a sequence of asembly-like instructions with three operands per instruction.Each operand can act like a register.Three-address codeThree-address code (TAC, 3AC) is an intermedia code used by ..

2021-04-23 21:00:27 362

原创 理解定时任务(scheduleJob)与批处理作业 in DolphinDB

Overview关于如何查看两者各自的运行情况,有些许重复,需要理清。定时任务物理层面机理定时作业用一个函数来表示,通过scheduleJob函数提交,并按设定时间在后台运行。作业创建后,作业相关定义信息序列化保存到数据节点的磁盘文件<homeDir>/sysmgmt/jobEditlog.meta;节点重启后,系统会反序列化并加载定时作业;定时作业每次运行的结果会保存到节点磁盘上,通过getJobMessage和getJobReturn查看每个作业的运行日志和返回值;..

2021-04-23 20:58:43 2378 2

原创 理解decorator pattern in Python

OverviewFrom [1], Decorator pattern (or simply called a decorator) is a design pattern.Decoraters are simply functions, it performs a task, the difference to the common function is that decorators apply logic or change the behavior of other functions...

2021-04-23 20:56:36 203

原创 理解first-class objects in functional programming

OverviewIn functional programming, you work only with pure functions without side effects;In Python, functions also have side effects rather than just turing an input into an output;In Python, functions are first-class objects, which means that functi..

2021-04-23 20:55:08 246

原创 理解first-order vs. higher-order function

OverviewIn Python, decorators provide a simple syntax for calling higher-order functions.Higher-order functionA higher-order function is a function that does at least one of the following:takes one or more functions as arguments (procedural parame..

2021-04-23 20:53:32 450

原创 《Compilers: Principles, Techniques, & Tools》读书笔记

CompilerProgramming languages are notations for describing computations to people and to machines.Before a program can be run, it first must be translated into a form in which it can be executed by a computer.The software systems that do this translat..

2021-04-23 20:50:42 713

原创 理解流表对偶性duality in database

OverviewFrom [1], DolphinDB天然具备流表对偶性,支持使用SQL语句进行数据注入和查询分析。Duality in MathematicsIn mathematics, a duality translates concepts, theorems or mathematical structures into other concepts, theorems or structures, in a one-to-one fashion, often (but not a..

2021-04-23 20:47:26 228

原创 理解auto-tuning in database

OverviewA variety of ongoing industrial research efforts attempt to improve the ablility of a DBMS to make tuning decisions.Database tuningDatabase tuning describes a group of activities used to optimize and homogenize the performance of a database...

2021-04-23 20:45:46 210

原创 20210412-20210418房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210418当日数据截止20210418,国内共有29个省的150个城市公布了二手房在售数据。全国累计在售二手房共3813673套;平均每个城市25424套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1629171天津天津1433522辽宁沈阳1348943四川成都1294364江苏南京110475

2021-04-20 09:11:35 239

原创 20210401-20210411房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210411当日数据截止20210411,国内共有29个省的149个城市公布了二手房在售数据。全国累计在售二手房共3767055套;平均每个城市25282套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1636221天津天津1423132辽宁沈阳1322003四川成都1292104江苏南京109776

2021-04-19 09:48:13 192

原创 20210301-20210331房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210331当日数据截止20210331,国内共有29个省的146个城市公布了二手房在售数据。全国累计在售二手房共3725228套;平均每个城市25515套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1628211天津天津1407472四川成都1290573辽宁沈阳1279404江苏南京108148

2021-04-17 10:19:27 283

原创 20210201-20210228房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210228当日数据截止20210228,国内共有29个省的143个城市公布了二手房在售数据。全国累计在售二手房共3658291套;平均每个城市25582套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1657331天津天津1341772四川成都1290073辽宁沈阳1208004江苏南京105285

2021-04-16 09:12:01 274

原创 20210101-20210131房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20210131当日数据截止20210131,国内共有29个省的141个城市公布了二手房在售数据。全国累计在售二手房共3600920套;平均每个城市25538套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1676921天津天津1320572四川成都1300573辽宁沈阳1163144江苏南京103700

2021-04-15 09:39:16 250

原创 20201201-20201231房事报告

Overview房住不炒,不改房事重大!以贝壳数据为基础,分析当前二手房数据,一窥房事究竟20201231当日数据截止20201231,国内共有29个省的136个城市公布了二手房在售数据。全国累计在售二手房共3597737套;平均每个城市26453套;其中排名前十的城市为:Items省份城市在售二手房数量0重庆重庆1635341四川成都1329952天津天津1320483辽宁沈阳1144634江苏南京103786

2021-04-14 11:30:18 262

原创 理解Axes&Backend in matplotlib

Axis vs. Axes in matplotlibAxis is the axis of the plot, the thing that gets ticks and tick labels;Axes is the area your plot appears in;Which mean axes is not the plural form of axis, it actually denotes the plotting area, including all axis.Comm..

2021-04-13 13:39:12 220

原创 理解subplot() vs. subplots() in matlabplot

subplotmatplotlib.pyplot.subplot(*args, **kwargs)Add an Axes to the current figure or retrieve an existing Axes.理解Axes in matplotlib

2021-04-13 09:55:50 243

原创 《Database Internals: A Deep-Dive into How Distributed Data System Work》读书笔记

OverviewTerminology can sometimes be ambiguous and hard to understand without a complete context.Distinction among the DBMS in terms of :a storage medium:MemoryIn-memory DBMS (main memory DBMS) store data primarily in memory and use the disk for..

2021-04-12 11:28:53 588

原创 理解fanout in database

OverviewFanout is the maximum allowed number of children per node.Fan-outIn digital electronics, the fan-out is the number of gate inputs driven by the output of another single logic gate.The maximum fan-out of an output measures its load-driving c..

2021-04-12 11:26:41 583

原创 理解slotted page

Overview理解access pointer vs. access memoryA slotted page has a fixed-size header that holds important information about the page and cells.[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-V2DpY0S7-1618197840390)(slotted%20page)]Slot in Computer Architectur..

2021-04-12 11:24:47 631

原创 理解overhead&reclaim&layout in computer

OverheadOverhead is any combination of excess or indirect computation time, memory, bandwidth, or other resources that are required to perform a specific task.It is a special case of engineering overhead.Reclaim Wasted SpaceReclaim means retrieve o..

2021-04-12 11:23:32 263

原创 理解access pointer vs. access memory

Overview访问指针和直接访问内存有何区别?C and C++ distinguish themselves from many other languages by permitting direct access to memory through the use of pointers.PointerPointer is an object in many programming languages that stores a memory address.Summaryp..

2021-04-12 11:22:18 211

原创 《The Design and Implementation of Modern Column-Oriented Database System》读书笔记

OverviewDatabase system performance is directly related to the efficiency of the system at storing data on primary storage (e.g., disk) and moving it into CPU registers for processing.Data transfer costs from storage are often the major performance bot..

2021-04-12 11:20:15 838

原创 理解Difference Disk VS. MainMemory & FTL

SectorThe smallest transfer unit of a spinning drive is a sector, so when some operation is performed, at least an entire sector can be read or written. Sector size typically range from 512 bytes to 4 Kb.FTLThe part of a flash memory controller resp..

2021-04-12 11:19:12 196

原创 理解VectorWise about column-oriented database

OverviewMany problems of MonetDB were addressed by a new system, developed in the same research group at CWI, called VectorWise.The main innocatio in VectorWise is its vectorized execution model which strikes a balance between full materialization of i..

2021-04-12 11:17:31 260

原创 理解MonetDB about column-oriented database

OverviewMonetDB is designed from scratch focusing on handling analytical workloads efficiently on modern hardware.Column-at-a-timeMonetDB stores data one column-at-a-time both in memory and on disk and exploits bulk processing and late materializati..

2021-04-12 11:16:32 230 1

原创 理解buffer pool in computer

Memory poolMemory pools (also called fixed-size blocks allocation) is the use of pools for memory management that allows dynamic memory allocation comparable to malloc or C++'s operator new.Many real-time operating systems use memory pools.PoolA po..

2021-04-12 11:14:34 168

原创 理解自由现金流

Overview段永平谈价值投资,买股票就是买公司,买公司就是买公司的未来现金流折现。虽说自由现金流是毛估估的起作用,但是学习它是需要准确、定量。自由现金流 Free Cash Flow自由现金流(Free Cash Flow, FCF)作为一种企业价值评估的体系。自由现金流概念的思想先河由Franco Modigliani 和Mertor Miler于1958年提出的关于资本结构的MM理论重新诠释了企业目标是价值最大化,并非新古典经济学所述的“利润最大化”。1986年由美国西北大学的拉..

2021-04-11 17:32:25 946 1

20171122-招商证券-招商证券因子模型系列之一:基于增量信息逐层解释的因子模型框架搭建.pdf

基于增量信息逐层解释的因子模型框架搭建,招商证券因子模型系列1. ========补充字数专用================补充字数专用================补充字数专用================补充字数专用================补充字数专用========

2019-12-12

Rocket Science for Traders

HT_DCPERIOD希尔伯特转换多米尼克循环周期技术指标的来源

2019-09-24

20180106-方正证券-方正证券“星火”多因子系列报告(一):Barra模型初探,A股市场风格解析.pdf

20180106-方正证券-方正证券“星火”多因子系列报告(一):Barra模型初探,A股市场风格解析.pdf

2019-08-29

20170501-光大证券-光大证券多因子系列报告之三:多因子组合光大Alpha1.0.pdf

20170501-光大证券-光大证券多因子系列报告之三:多因子组合光大Alpha1.0.pdf

2019-08-27

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

2019-08-27

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

2019-08-27

美世:2019全球医疗趋势报告(中英双语)-2019.6-80页.pdf

全球医疗趋势报告,了解行业各方动向,辅助投资思考。

2019-06-25

Optimization for Machine Learning.pdf

优化问题比较一般化,这本书介绍机器学习理论中的优化问题。优化达人在期权一定赚钱

2019-06-14

20190611-国盛证券-通信行业:5G全面开建,网规网优、配套工程迎来高光时刻.pdf

5G开建,一个新的行业会有更多机会,基建的配套产业有哪些?

2019-06-13

2019年人工智能投资市场研究报告--2019.6.pdf

非常及时的一个资源,2019年最新的人工智能投资市场研究报告

2019-06-13

Volatility-based technical analysis strategies for trading the invisible

关于量化交易的一本书。 R-Breaker的作者richard sandenberg在其中有一段代码

2019-04-07

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