最新瑞银量化研究显示,中国A股市场的表现显著优于美国市场,无论是收益规模还是有效性广度都表现突出。 9月4日,追风交易台消息,瑞银研究发现,基于价格和成交量动态的技术指标在中国A股市场,尤其是小盘股领域,展现出惊人的有效性,其产生的超额收益(Alpha)在“回报幅度”还是“有效广度”上均显著超越成熟的美国市场。 瑞银将技术指标分为五大类别:动量(Momentum)、波动率(Volatility)、...
Source Link最新瑞银量化研究显示,中国A股市场的表现显著优于美国市场,无论是收益规模还是有效性广度都表现突出。 9月4日,追风交易台消息,瑞银研究发现,基于价格和成交量动态的技术指标在中国A股市场,尤其是小盘股领域,展现出惊人的有效性,其产生的超额收益(Alpha)在“回报幅度”还是“有效广度”上均显著超越成熟的美国市场。 瑞银将技术指标分为五大类别:动量(Momentum)、波动率(Volatility)、...
Source LinkDisclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.