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資產配置
交易策略
機器學習
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Asset Management
data-driven-investment
We believed that investing should be a scientific process rather than gambling and trading is a verification of our discovery. Based on this philosophy, this blog shares idea about how to discover investing opportunities.
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Asset Management
Hayden海頓君
in
data-driven-investment
Mar 14, 2020
【資產配置】風險管理
介紹如何衡量投資組合風險,包括股價最大回檔(Max Drawdown)與VaR(Value at Risk)
原創不易,若轉載請先告知,本人保有法律追訴權…
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Hayden海頓君
in
data-driven-investment
Mar 3, 2020
【資產配置】第二代資產配置理論:股債平衡
介紹只包含股票和債券的股債平衡投資組合,其原理和適用的經濟環境假設。
原創不易,若轉載請先告知,本人保有法律追訴權
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Hayden海頓君
in
data-driven-investment
Feb 27, 2020
【資產配置】第三代資產配置理論:Black-Litterman
介紹Black-Litterman模型,一個能結合分析師主觀觀點和市場數據的資產定價模型。從核心想法出發,接著推倒數學模型,最後工程實踐。
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Hayden海頓君
in
data-driven-investment
Feb 25, 2020
【資產配置】第五代資產配置理論:階層式風險平價
修正傳統投資組合理論對於參數過於敏感的問題
原創不易,若轉載請先告知,本人保有法律追訴權
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21
Hayden海頓君
in
data-driven-investment
Feb 25, 2020
【資產配置】第一代資產配置理論:現代投資組合理論
介紹Markowitz博士的Modern Portfolio Theory,從概念到理論求解和其缺點
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