上班激发了我搞副业的生产力 - V2EX
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matters

上班激发了我搞副业的生产力

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  •   matters Mar 10 2099 views
    This topic created in 50 days ago, the information mentioned may be changed or developed.

    我在一家 fintech 做后端,上班之余在研究量化,上一年才开始实盘。

    平时下班后只想着去攀岩、打球,最近上班时非常高效地总结了下量化经验和体会。以下这两篇都是在上班的时候写的哈哈哈:

    有人做量化交易吗?分享个回测框架

    分享用过/在用的量化交易工具( GitHub 项目清单)

    趁着还在上班,接下来抓紧多写两篇()

    6 replies    2026-03-19 15:11:37 +08:00
    penzi
        1
    penzi  
       Mar 10
    最不重要而就是这些工具
    niboy
        2
    niboy  
       Mar 10
    大概是今天股市全面飘红,OP 才这么兴奋吧。
    不过还是期待 OP 多分享实操。
    vhysug01
        3
    vhysug01  
       Mar 10
    之前投过简历,没进
    matters
        4
    matters  
    OP
       Mar 10
    @niboy 哈哈哈谢谢你的祝福!也谢谢你的建议,我构思实操相关的!
    @vhysug01 再接再厉,找工作也满看缘分了,加油!
    Ketter
        5
    Ketter  
       Mar 11
    话说因子都是怎么挖,只能看别人发出来的吗?
    matters
        6
    matters  
    OP
       Mar 19
    @Ketter 公开的因子数据是做信号的原材料,避不开。但有了数据也不能直接上交易,还得处理一下,比如去掉异常值、防范一些非预期风险。最考验功夫的,其实是你选哪些因子、怎么加权组合成因子模型。这里面还有很多自己动脑和试验的空间
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