不懂就学之挑战成为WorldQuant Brain顾问的第1天

十年磨一箭

已于 2025-02-21 17:29:58 修改

阅读量1.6k

点赞数 14

文章标签： python 机器学习数据挖掘

于 2025-02-20 11:29:17 首次发布

本文链接：https://blog.csdn.net/Yanbang1/article/details/145748011

版权

WorldQuant 是一家全球领先的量化投资公司，专注于利用数据科学、技术和金融工程开发量化交易策略。

WorldQuant Brain 是由 WorldQuant 公司开发的一个基于人工智能和机器学习的量化研究平台，旨在帮助量化研究员发现和构建有效的投资策略。

以下是一些重要的链接，以便更好的使用BRAIN平台：

在 Events 页面注册即将到来的培训课程。
阅读文章您的第一个Alpha 以开启BRAIN平台使用之旅。
观看培训视频 courses
社区学习资源 Alpha ideas
如果需要帮助，可以查看常见问题解答或者提交工单或者发送邮件至 support@worldquantbrain.com

什么是Alpha?

An Alpha is a mathematical model that seeks to predict the performance of financial instruments.

An Alpha is an algorithm that transforms the input data (price-volume, news, fundamental, etc.) into a vector in which values are proportional to the positions and weights we want to hold in each instrument for each day.

Alpha 是一种算法，它将输入数据（价格-成交量、新闻、基本面等）转换为一个向量，向量中的值与我们在每天对每种工具所持有的头寸和权重成正比。

什么是Simulation?

Simulation means submitting your Alpha idea for backtesting.

下面的内容节选于BRAIN平台文档页的入门文章 read-first-starter-pack

WorldQuant is a global quantitative asset management firm. Founded in 2007 by Igor Tulchinsky, our team of more than 850 employees worldwide develops and deploys investment strategies across a variety of asset classes in global markets. We provide global talent the opportunity to become research consultants in select approved countries and participate in WorldQuant’s greater research efforts.

How the Stock Market works

The stock market refers to public markets that exist for issuing, buying, and selling stocks that trade on a stock exchange or over-the-counter. Stocks, also known as equities, represent fractional ownership in a company, and the stock market is a place where investors can buy and sell ownership of such investible assets.

Stock Market - What is the Stock Market and How it Works

Long a Stock

Taking a long position in a stock simply means buying it, and if the stock increases in value, you will make money.

Short a Stock

On the other hand, taking a short position in a stock means borrowing an equity that you do not own, usually from your broker, then selling it, and hoping that it declines in value. When that happens, you can buy it back at a lower price than you have paid for it and return the borrowed shares to your broker.

Defining Volume

Volume is the amount of an asset or security that changes hands over some period of time, often over the course of a day. For instance, stock trading volume could refer to the number of shares of a security traded between its daily open and close. Trading volume, and changes to volume over the course of time, are important inputs for technical traders.

成交量是指在一定时间内（通常是一天内）某种资产或证券的换手量。例如，股票成交量可以指在一天的开盘和收盘之间交易的证券数量。成交量及其随时间的变化是技术交易者的重要参考指标。

Defining what is Close / Open Price

The opening price is the price at which a security first trades upon the opening of an exchange on a trading day. The closing price is the price of the final trade before the close of the trading session. These prices are important because they are used to create traditional line stock charts, as well as when calculating moving averages and other technical indicators.

BRAIN’s Way of Coding

BRAIN uses the fast expression language that consists of two main elements: Data fields and Operators.

第1天结束了......