e**o
发帖数: 488 | 1 最近要需要研究quant shop 的trading strategy. 请各位牛人帮我:
1. quant trading 都有什么strategy?
2. 常见的交易产品都有什么?
3. 有人听过什么 basket 的strategy 或者产品的吗?
不胜感激! | N******r
发帖数: 642 | 2 to throw my hat in the ring, in general there are about 3 strategies that
have always worked, and will always work. the ones that i am thinking of are
liquidity providing, arbitrage, fundamental analysis in a broad sense. and
"quant trading" is just one popular way to interpret those ideas.
for example trend following is the most widely used strategy. it has good
years and bad years but it always exits. trendies might differentiate
themselves from others by diversifying their portfolios in terms of markets
and time frames or managing their risk better. but the underlying ideas are
the same.
basket trading, or correlation trading, is a typical strategy that provides
liquidity and collects the spread.
fundamental analysis simply means that you understand the shit better than
the others.
anyways it eventually comes down to the supply and demand issues. |
|
