本文总结了2019年秋招中涉及的私募量化投资面试题，包括使用Zipline、QSTrader、RQAlpha等量化回测框架进行策略回测，运用pywinauto库实现同花顺模拟交易自动化，以及设计局域网内数据传递方案。同时，还涵盖了编程题，如单因子测试和论文阅读，涉及到因子IC值计算、组合收益回测以及论文《The Next Microsoft Skewness, Idiosyncratic Volatility and Expected Returns》的应用讨论。"
111667130,10294789,手机OTG连接外设详解：从开启到安全移除,"['OTG连接外接摄像头', 'Android', '手机功能', 'USB设备', '数据传输']
2019年的秋招的尾声快到，来总结一下经历过的私募笔试和面试。一开始采取的是海投的形式，第一份是来自上海持赢投资的笔试题。二选一，
NO.1熟悉现有量化回测框架的使用
对pywinauto库的使用
实现局域网内两(多)台计算机间数据传递
1. 熟悉现有量化回测框架的使用
使用下列三种框架中的其中一类，任选股票池和仓位，月度调仓，各类参数自定义，回测时长任意，完成一次完整的策略回测运行。
Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies.
QSTrader is an open-source event-driven backtesting platform for use in the equities markets, currently in an alpha state. It has been created as part of the Advanced Trading Infrastructure article series on QuantStart.com to provide the systematic trading community with a robust trading engine that allows straightforward equities strategy implementation
最低0.47元/天 解锁文章
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
