Tag：factor

Time：2021829
A non sequential data structure — tree. A tree is an abstract model of hierarchical data. A tree structure contains a series of parentchild nodes. Each node has a parent node (except the first node at the top) and zero or more child nodes. The node at the top of the tree is called the […]

Time：2021822
Completion Title:If a number is exactly equal to the sum of its factors, this number is called the perfect number. C language programming finds all the perfect numbers within 1000 and outputs their factors. Problem solving ideas:The factor of 6 is 1,2,3, and 6 = 1 + 2 + 3, so 6 is “perfect”. […]

Time：2021822
Original link:http://tecdat.cn/?p=22721 Lease absolute shrinkage and selection operator (lasso) performs regularization and variable selection on a given model. Depending on the size of the penalty term, Lasso reduces the less relevant predictors to (possibly) zero. Therefore, it enables us to consider a more concise model. In this set of exercises, we will implement lasso regression […]

Time：202185
Dolphin DB database is a highperformance distributed time series database. It is especially suitable for quantitative query and analysis of investment banks, hedge funds and exchanges. It can be used to build strategy test based on historical data. Next, we will illustrate how to quickly build complex alpha factors in dolphin dB. The famous paper […]

Time：2021724
01. Preface We talked about simple oneway ANOVA before. In this article, we talk about twoway ANOVA and multifactor ANOVA. Twoway ANOVA is the simplest multifactor ANOVA. Single factor analysis is to consider that only one factor will affect the mean value to be compared, while multi factor analysis is that multiple factors will affect […]

Time：2021624
Topic linkThere are two parameters base, number and number! How many zeros are there at the end of a number in base. for examplebase:10,number:10Then: 10= 3628800 with 2 zeros at the endbase:16,number:16Then: 16! = > Convert to hexadecimal = > 0x1307758000 with three zeros at the end thinking Find all prime factors of base, and […]

Time：2021623
This series of articles will introduce how to use dolphin DB gracefully and efficiently to implement quantitative trading strategy back testing. This paper will introduce the back testing of multi factor alpha strategy which is widely used in Wall Street. Multi factor model is the most important model in quantitative trading stock selection. The basic […]

Time：202166
Given an integer n, return n! The number of zeros in the result mantissa. Example 1: Input: 3 Output: 0 Explanation: 3= 6, there is no zero in the mantissa. Example 2: Input: 5 Output: 1 Explanation: 5= 120, one zero in the mantissa Note: the time complexity of your algorithm should be o (log […]

Time：202152
Link to the original text:http://tecdat.cn/?p=21892 introduction In multivariate statistical analysis, interaction refers to the fact that the effect of a factor varies with the level of other factors. The simultaneous effect of two factors is not equal to the sum (additive interaction) or product (multiplicative interaction) of the two factors. Generally speaking, when two or […]

Time：202151
The architecture of business intelligence research has been built around “value”. The value of business intelligence to the enterprise and the path and process of generating value are constantly applied in the field of practice, which has an important impact on the organization’s competitive advantage and organizational performance. So what is the research framework of […]

Time：2021414
In the second part of this series（Multi factor alpha strategy backtesting）In this paper, we test the four quantitative factors of the U.S. stock market. Here, we’ll use the builtinquadprogFunction to optimize the mean variance of each factor weight to determine the best factor weight. After the script provided in the second part of this series […]

Time：2021412
We all know what C + + doesvectorThe capacity of will increase automatically with the added elements, but how much does it increase each time? Twice the original? triple? Or how much? Next, let’s study how the growth factor is determined. First of all, I want to elaborate a problemvectorRealization related facts:vectoruseallocatorInstead ofreallocSo, no matter […]