结果：找到“moment”相关内容462个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
动态面板模型GMM估计全套资料，差分GMM系统GMM，stata实操详细讲解，配有本人视频讲解257 个回复 - 16482 次查看 动态面板GMM估计全套资料，差分GMM和系统GMM，stata实操详细讲解（具体的例子，结合xtabond2命令以及xtbcfe命令），配有本人视频讲解，无论是理论讲解还是实操都讲的很详细哦，（主要侧重实操，GMM理论过于复杂，一般 ...2022-5-17 20:12 - 杨希jj - 现金交易版
量化金融与金融数学学习资料（全英文）4 个回复 - 2084 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
明斯基时刻电子书0 个回复 - 1243 次查看 明斯基时刻（Minsky Moment）是指美国经济学家海曼·明斯基 （Hyman Minsky）所描述的时刻，即资产价格崩溃的时刻。明斯基观点主要是经济长时期稳定可能导致债务增加、杠杆比率上升，进而从内部滋生爆发金融危机和陷 ...2020-5-1 12:20 - hubery616 - 现金交易版
【现代计量经济学】 Generalized Method of Moments Estimation
39 个回复 - 5967 次查看 Generalized Method of Moments Estimation EDITOR: Laszlo Matyas The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool ...2017-1-24 07:17 - cmwei333 - 金融学（理论版）
39 个回复 - 5967 次查看 Generalized Method of Moments Estimation EDITOR: Laszlo Matyas The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool ...2017-1-24 07:17 - cmwei333 - 金融学（理论版）
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Ri
14 个回复 - 6066 次查看 Dual Momentum Investing details the author's own momentum investing method that combines U.S. stock, non-U.S. stock, and aggregate bond indices--in a formula proven to dramatically increase profits wh ...2015-6-18 18:34 - nelsoncwlee - 投资人（实务版）
14 个回复 - 6066 次查看 Dual Momentum Investing details the author's own momentum investing method that combines U.S. stock, non-U.S. stock, and aggregate bond indices--in a formula proven to dramatically increase profits wh ...2015-6-18 18:34 - nelsoncwlee - 投资人（实务版）
Wiener Chaos: Moments, Cumulants and Diagrams: A survey with Computer Implementa
9 个回复 - 2127 次查看 The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role ...2015-6-12 20:31 - lasgpope - 量化投资
9 个回复 - 2127 次查看 The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role ...2015-6-12 20:31 - lasgpope - 量化投资
Wiener Chaos: Moments, Cumulants and Diagrams
6 个回复 - 1923 次查看 【作者(必填)】Peccati, Giovanni, Taqqu, Murad S 【文题(必填)】Wiener Chaos: Moments, Cumulants and Diagrams 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.springerlink.com/conten ...2012-10-8 12:55 - 352693585 - 求助成功区
6 个回复 - 1923 次查看 【作者(必填)】Peccati, Giovanni, Taqqu, Murad S 【文题(必填)】Wiener Chaos: Moments, Cumulants and Diagrams 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.springerlink.com/conten ...2012-10-8 12:55 - 352693585 - 求助成功区
[下载] Generalised Method of Moments --- by Alastair R. Hall, Oxford Univ Press
18 个回复 - 7951 次查看 Generalized Method of MomentsAuthor: Alastair R. Hall, Professor of Economics, North Carolina State UniversityPublisher: Oxford University PressFiletype: pdf 408 pages Description:Generalized ...2009-5-6 16:42 - zhuzhu83 - 计量经济学与统计软件
18 个回复 - 7951 次查看 Generalized Method of MomentsAuthor: Alastair R. Hall, Professor of Economics, North Carolina State UniversityPublisher: Oxford University PressFiletype: pdf 408 pages Description:Generalized ...2009-5-6 16:42 - zhuzhu83 - 计量经济学与统计软件
【华尔街系列】动量交易策略 Momentum Trading
69 个回复 - 8771 次查看 [相关阅读] 【华尔街系列】（资料汇总帖，附链接，持续添加中） [原创] 浅析动量因子（附带Matlab/SAS程序及经典文献85篇，免费2015-5-1 07:53 - wwqqer - 量化投资
69 个回复 - 8771 次查看 [相关阅读] 【华尔街系列】（资料汇总帖，附链接，持续添加中） [原创] 浅析动量因子（附带Matlab/SAS程序及经典文献85篇，免费2015-5-1 07:53 - wwqqer - 量化投资
Inverse moment methods for sufficient forecasting using high-dimensional predict
1 个回复 - 309 次查看 【作者(必填)】 23 【文题(必填)】 Inverse moment methods for sufficient forecasting using high-dimensional predictors 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biom ...2022-7-30 23:58 - internet.hzx - 求助成功区
1 个回复 - 309 次查看 【作者(必填)】 23 【文题(必填)】 Inverse moment methods for sufficient forecasting using high-dimensional predictors 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biom ...2022-7-30 23:58 - internet.hzx - 求助成功区
Integrated conditional moment test and beyond: when the number of covariates is
1 个回复 - 303 次查看 【作者(必填)】 23 【文题(必填)】Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.c ...2022-7-31 01:18 - internet.hzx - 求助成功区
1 个回复 - 303 次查看 【作者(必填)】 23 【文题(必填)】Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.c ...2022-7-31 01:18 - internet.hzx - 求助成功区
击败市场的方法 英文原版 uantitative Momentum构建量化动量选股系统的实用指南
5 个回复 - 4722 次查看 构建量化动量选股系统的实用指南 英文原版☆ 《构建量化动量选股系统的实用指南》是华尔街投资精英专为个人投资者准备的动量投资综合指南。☆ 动量选股算法已被证明能够击败市场，造就了华尔街无数个最赚钱的投资 ...2019-1-11 21:29 - fuzujing - 量化投资
5 个回复 - 4722 次查看 构建量化动量选股系统的实用指南 英文原版☆ 《构建量化动量选股系统的实用指南》是华尔街投资精英专为个人投资者准备的动量投资综合指南。☆ 动量选股算法已被证明能够击败市场，造就了华尔街无数个最赚钱的投资 ...2019-1-11 21:29 - fuzujing - 量化投资
Dual Momentum Investing
26 个回复 - 8537 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk WINNER in the “Business: Personal Finance/Investing” category of the 2014 USA Best Book Awards Dual Mom ...2015-3-1 18:27 - lwell20 - 金融学（理论版）
26 个回复 - 8537 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk WINNER in the “Business: Personal Finance/Investing” category of the 2014 USA Best Book Awards Dual Mom ...2015-3-1 18:27 - lwell20 - 金融学（理论版）
求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
3 个回复 - 1181 次查看 希望低价求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies，谢谢大家！2016-7-22 22:15 - ddhazard - 跳蚤市场
3 个回复 - 1181 次查看 希望低价求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies，谢谢大家！2016-7-22 22:15 - ddhazard - 跳蚤市场
求书: Dual Momentum Investing: An Innovative Strategy
4 个回复 - 2778 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk Hardcover – October 31, 2014by Gary Antonacci (Author) Dual Momentum Investing details the author's own momentum ...2015-2-22 10:27 - redlamp - 金融学（理论版）
4 个回复 - 2778 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk Hardcover – October 31, 2014by Gary Antonacci (Author) Dual Momentum Investing details the author's own momentum ...2015-2-22 10:27 - redlamp - 金融学（理论版）
关于momentum trading的sas代码
5 个回复 - 3051 次查看 我想做类似于Jegadeesh and Titman (Momentum) 的数据分析， 他们的文章在http://www.scribd.com/doc/35798557/Jegadeesh-Titman-Momentum但是我sas是现学的基本不会！新手分不多希望各位大神帮一把 我在网上找到 ...2012-7-19 18:24 - Leeeeeds - 悬赏大厅
5 个回复 - 3051 次查看 我想做类似于Jegadeesh and Titman (Momentum) 的数据分析， 他们的文章在http://www.scribd.com/doc/35798557/Jegadeesh-Titman-Momentum但是我sas是现学的基本不会！新手分不多希望各位大神帮一把 我在网上找到 ...2012-7-19 18:24 - Leeeeeds - 悬赏大厅
Value and Momentum Everywhere
3 个回复 - 3078 次查看 Value and Momentum Everywhere2022-1-12 16:21 - bearin01 - 量化投资
3 个回复 - 3078 次查看 Value and Momentum Everywhere2022-1-12 16:21 - bearin01 - 量化投资
Integrated conditional moment test and beyond: when the number of covariates is
1 个回复 - 505 次查看 【作者(必填)】 88 【文题(必填)】 Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 88 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-3-28 15:07 - internet.hzx - 求助成功区
1 个回复 - 505 次查看 【作者(必填)】 88 【文题(必填)】 Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 88 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-3-28 15:07 - internet.hzx - 求助成功区
The Power of Moments: Why Certain Experiences Have Extraordinary Impact
3 个回复 - 646 次查看 求助书籍！！！ 【作者：Chip Heath[/backcolor]】 【文题：The Power of Moments: Why Certain Experiences Have Extraordinary Impact】 【年份：2017-10-03[/backcolor]】2022-3-12 10:21 - 共享心跳 - 文献求助专区
3 个回复 - 646 次查看 求助书籍！！！ 【作者：Chip Heath[/backcolor]】 【文题：The Power of Moments: Why Certain Experiences Have Extraordinary Impact】 【年份：2017-10-03[/backcolor]】2022-3-12 10:21 - 共享心跳 - 文献求助专区
Integrated conditional moment test and beyond: when the number of covariates is
1 个回复 - 621 次查看 【作者(必填)】 23 【文题(必填)】 Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-3-9 16:17 - internet.hzx - 求助成功区
1 个回复 - 621 次查看 【作者(必填)】 23 【文题(必填)】 Integrated conditional moment test and beyond: when the number of covariates is divergent 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-3-9 16:17 - internet.hzx - 求助成功区
How to make fortune using Intraday Momentum Index
2 个回复 - 840 次查看 How to make fortune using Intraday Momentum Index: Trend Following Trading Strategy English | 2021 | ISBN: N/A | ASIN: B09L55MW8J | 60 pages | EPUB[/backcolor] [/backcolor] [/backcolor] ...2021-11-8 20:53 - zhangke0987 - 投资人（实务版）
2 个回复 - 840 次查看 How to make fortune using Intraday Momentum Index: Trend Following Trading Strategy English | 2021 | ISBN: N/A | ASIN: B09L55MW8J | 60 pages | EPUB[/backcolor] [/backcolor] [/backcolor] ...2021-11-8 20:53 - zhangke0987 - 投资人（实务版）
毕马威Momentum：china automotive components sector emerging from the crisis
23 个回复 - 1736 次查看 Momentum：china automotive components sector emerging from the crisis 28页2009-7-18 11:28 - cywanglu - 行业分析报告
23 个回复 - 1736 次查看 Momentum：china automotive components sector emerging from the crisis 28页2009-7-18 11:28 - cywanglu - 行业分析报告
【Wiley 金融】 Quantitative Momentum: A Practitioner's Guide to Building (2016)
124 个回复 - 23117 次查看 Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System Wesley R. Gray, Jack R. Vogel The individual investor's comprehensive guide to momentum inve ...2016-11-23 08:09 - cmwei333 - 金融学（理论版）
124 个回复 - 23117 次查看 Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System Wesley R. Gray, Jack R. Vogel The individual investor's comprehensive guide to momentum inve ...2016-11-23 08:09 - cmwei333 - 金融学（理论版）
The Moment Problem By Konrad Schmüdgen
4 个回复 - 1226 次查看 This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern meth ...2017-11-11 22:16 - nivastuli - 博弈论
4 个回复 - 1226 次查看 This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern meth ...2017-11-11 22:16 - nivastuli - 博弈论
Dual Momentum Investing
2 个回复 - 968 次查看 《Dual Momentum Investing An Innovative Strategy for Higher Returns with Lower Risk》英文版2021-4-27 00:01 - fhao1024 - Forum
2 个回复 - 968 次查看 《Dual Momentum Investing An Innovative Strategy for Higher Returns with Lower Risk》英文版2021-4-27 00:01 - fhao1024 - Forum
Higher-order comoments and asset returns: evidence from emerging equity markets
1 个回复 - 368 次查看 【作者(必填)】 23 【文题(必填)】 Higher-order comoments and asset returns: evidence from emerging equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.springer.com/article/1 ...2021-8-8 11:33 - internet.hzx - 求助成功区
1 个回复 - 368 次查看 【作者(必填)】 23 【文题(必填)】 Higher-order comoments and asset returns: evidence from emerging equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.springer.com/article/1 ...2021-8-8 11:33 - internet.hzx - 求助成功区
Higher-order comoments and asset returns: evidence from emerging equity markets
1 个回复 - 339 次查看 【作者(必填)】 23 【文题(必填)】 Higher-order comoments and asset returns: evidence from emerging equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://link.springer.com/article ...2021-8-8 11:36 - internet.hzx - 求助成功区
1 个回复 - 339 次查看 【作者(必填)】 23 【文题(必填)】 Higher-order comoments and asset returns: evidence from emerging equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://link.springer.com/article ...2021-8-8 11:36 - internet.hzx - 求助成功区
求Momentum Masters - Mark Minervini
14 个回复 - 8228 次查看 求Momentum Masters - Mark Minervini Kindle或epub版本，注意不要PDF转过来的。 全名：Momentum Masters - A Roundtable Interview with Super Traders 作者：Mark Minervini 亚马逊页面：https://www. ...2016-12-12 17:06 - flowerofdeath - 悬赏大厅
14 个回复 - 8228 次查看 求Momentum Masters - Mark Minervini Kindle或epub版本，注意不要PDF转过来的。 全名：Momentum Masters - A Roundtable Interview with Super Traders 作者：Mark Minervini 亚马逊页面：https://www. ...2016-12-12 17:06 - flowerofdeath - 悬赏大厅
JPM: Momentum Strategies Across Asset Classes
8 个回复 - 3666 次查看 ContentsIntroduction to Momentum Investing ................................... 7Overview of Trend-Following Strategies .................................................................. 9Risks of Mome ...2017-4-20 21:21 - ytw1018 - 量化投资
8 个回复 - 3666 次查看 ContentsIntroduction to Momentum Investing ................................... 7Overview of Trend-Following Strategies .................................................................. 9Risks of Mome ...2017-4-20 21:21 - ytw1018 - 量化投资
为什么微信朋友圈要用"moments"表达？
0 个回复 - 2417 次查看 手机系统有用过英文模式的小伙伴们，应该都曾有过这样的发现。 英文模式下，我们常使用的微信叫"Chat"，而朋友圈叫"Moments"。 "moments"？ 时刻？ 为什么要用这个单词？ 这个单词很是贴切，还带着点 ...2021-7-13 12:55 - 杨明凡 - 外语学习
0 个回复 - 2417 次查看 手机系统有用过英文模式的小伙伴们，应该都曾有过这样的发现。 英文模式下，我们常使用的微信叫"Chat"，而朋友圈叫"Moments"。 "moments"？ 时刻？ 为什么要用这个单词？ 这个单词很是贴切，还带着点 ...2021-7-13 12:55 - 杨明凡 - 外语学习
Factor Momentum Everywhere[J]
1 个回复 - 539 次查看 【作者(必填)】Gupta T , Kelly B . 【文题(必填)】Factor Momentum Everywhere[J] 【年份(必填)】Journal of Portfolio Management, 2019, 45(3):13-36,6. 【全文链接或数据库名称(选填)】https://www.re ...2021-7-6 20:04 - qrj69 - 求助成功区
1 个回复 - 539 次查看 【作者(必填)】Gupta T , Kelly B . 【文题(必填)】Factor Momentum Everywhere[J] 【年份(必填)】Journal of Portfolio Management, 2019, 45(3):13-36,6. 【全文链接或数据库名称(选填)】https://www.re ...2021-7-6 20:04 - qrj69 - 求助成功区
Quantiles via moments
3 个回复 - 655 次查看 【作者(必填)】 2323 【文题(必填)】 Quantiles via moments 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0304407619300648#!2021-6-23 14:57 - internet.hzx - 求助成功区
3 个回复 - 655 次查看 【作者(必填)】 2323 【文题(必填)】 Quantiles via moments 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0304407619300648#!2021-6-23 14:57 - internet.hzx - 求助成功区
Modeling dynamic higher moments of crude oil futures
1 个回复 - 558 次查看 【作者(必填)】 23 【文题(必填)】 Modeling dynamic higher moments of crude oil futures【年份(必填)】 233 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S154461 ...2021-6-13 10:38 - internet.hzx - 求助成功区
1 个回复 - 558 次查看 【作者(必填)】 23 【文题(必填)】 Modeling dynamic higher moments of crude oil futures【年份(必填)】 233 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S154461 ...2021-6-13 10:38 - internet.hzx - 求助成功区
求书：The Moment of Lift_ How Empowering Women Changes the World
7 个回复 - 1020 次查看 The Moment of Lift: How Empowering Women Changes the World by Melinda Gates Publisher: Flatiron Books (April 23, 2019) ISBN-10: 12503135702020-5-19 22:20 - gracet_17 - 求助成功区
7 个回复 - 1020 次查看 The Moment of Lift: How Empowering Women Changes the World by Melinda Gates Publisher: Flatiron Books (April 23, 2019) ISBN-10: 12503135702020-5-19 22:20 - gracet_17 - 求助成功区
market momentum - theory and practice (2020)
1 个回复 - 984 次查看 market momentum - theory and practice (2020)2021-1-3 22:16 - loneshark - 投资人（实务版）
1 个回复 - 984 次查看 market momentum - theory and practice (2020)2021-1-3 22:16 - loneshark - 投资人（实务版）
喊别人等一下只会说「Wait a moment」? 难怪别人不鸟你！
1 个回复 - 1107 次查看 01. 请等一下 Just a moment, please. [*]I'm so sorry. Excuse me for just a moment while I see who's at the door. 抱歉，麻烦等我一下，我看看谁在门口。 02.等一下 Bear with me [*]Bear w ...2021-5-3 19:26 - 杨明凡 - 外语学习
1 个回复 - 1107 次查看 01. 请等一下 Just a moment, please. [*]I'm so sorry. Excuse me for just a moment while I see who's at the door. 抱歉，麻烦等我一下，我看看谁在门口。 02.等一下 Bear with me [*]Bear w ...2021-5-3 19:26 - 杨明凡 - 外语学习
57、【backtrader股票策略】剩余收益率动量策略(residual momentum)
0 个回复 - 1114 次查看 这个策略的思路来自于《151 trading strategies》，本文主要分为四个部分：策略逻辑描述、策略代码、策略绩效、策略简单分析 策略逻辑说明 这个策略和价格动量策略类似，只是一个用的价格的一阶差分(收益 ...2021-4-22 22:04 - tianjixuetu - 量化投资
0 个回复 - 1114 次查看 这个策略的思路来自于《151 trading strategies》，本文主要分为四个部分：策略逻辑描述、策略代码、策略绩效、策略简单分析 策略逻辑说明 这个策略和价格动量策略类似，只是一个用的价格的一阶差分(收益 ...2021-4-22 22:04 - tianjixuetu - 量化投资
【免费】ESG报告：助力中国腾飞聚势共赢china-leapfrog-moment-esg-reporting
1 个回复 - 786 次查看 ESG报告：助力中国腾飞聚势共赢china-leapfrog-moment-esg-reporting2021-4-22 15:29 - marshal_jiang - 行业分析报告
1 个回复 - 786 次查看 ESG报告：助力中国腾飞聚势共赢china-leapfrog-moment-esg-reporting2021-4-22 15:29 - marshal_jiang - 行业分析报告
30币求一篇《Optimal Allocation to Time-Series and Cross-Sectional Momentum》
0 个回复 - 856 次查看 【作者(必填)】 AUTHOR INFORMATION [*]Olivier Schmid [*]is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (olivier.schmid@fam.ch) [*]Patrick Wirth [* ...2021-4-6 18:09 - jhuanshi - 文献求助专区
0 个回复 - 856 次查看 【作者(必填)】 AUTHOR INFORMATION [*]Olivier Schmid [*]is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (olivier.schmid@fam.ch) [*]Patrick Wirth [* ...2021-4-6 18:09 - jhuanshi - 文献求助专区
招银国际-【Economic Perspectives】China Trade in Dec 2020 – Strong momentum con
1 个回复 - 6 次查看 2021-3-3 16:00 - @明明如月 - VIP/贵宾专版
1 个回复 - 6 次查看 2021-3-3 16:00 - @明明如月 - VIP/贵宾专版
招银国际-China Trade in Dec 2020 Strong momentum continued-210115.pdf
0 个回复 - 3 次查看 2021-3-3 15:57 - @明明如月 - VIP/贵宾专版
0 个回复 - 3 次查看 2021-3-3 15:57 - @明明如月 - VIP/贵宾专版
【backtrader股票策略】《151 trading strategies》中的收益动量(earnings momentum)
1 个回复 - 1806 次查看 在上一讲分享了《151 trading strategies》中，我们测试了价格动量策略，在本文中，我们尝试分享一下收益动量策略。 从优矿上获取了股票的每个季度的每股财务指标，我们使用每股营业利润作为earings的代表，但是由 ...2021-1-26 21:17 - tianjixuetu - 量化投资
1 个回复 - 1806 次查看 在上一讲分享了《151 trading strategies》中，我们测试了价格动量策略，在本文中，我们尝试分享一下收益动量策略。 从优矿上获取了股票的每个季度的每股财务指标，我们使用每股营业利润作为earings的代表，但是由 ...2021-1-26 21:17 - tianjixuetu - 量化投资
Time series momentum(Moskowitz)
1 个回复 - 960 次查看 Moskowitz的Time series momentum，2012年出版在Journal of Financial Economics上2021-2-3 16:23 - Anemone.S - 量化投资
1 个回复 - 960 次查看 Moskowitz的Time series momentum，2012年出版在Journal of Financial Economics上2021-2-3 16:23 - Anemone.S - 量化投资
understanding momentum in investment technical analysis (2019)
7 个回复 - 1347 次查看 understanding momentum in investment technical analysis (2019) (.epub)2019-6-27 13:18 - loneshark - 投资人（实务版）
7 个回复 - 1347 次查看 understanding momentum in investment technical analysis (2019) (.epub)2019-6-27 13:18 - loneshark - 投资人（实务版）
关于下方风险-lower partial moment
4 个回复 - 6318 次查看 请朋友介绍一下，有关于风险测度方面的资料或书籍，我愿意出100论坛币购买，谢谢大家！2008-7-19 17:31 - binghe_de - 金融学（理论版）
4 个回复 - 6318 次查看 请朋友介绍一下，有关于风险测度方面的资料或书籍，我愿意出100论坛币购买，谢谢大家！2008-7-19 17:31 - binghe_de - 金融学（理论版）
求助The Case for Momentum
2 个回复 - 593 次查看 【作者(必填)】Berger, Isael, Moskowitz 【文题(必填)】The Case for Momentum 【年份(必填)】2009 【全文链接或数据库名称(选填)】谢谢大佬~！2020-9-9 21:13 - a837805781 - 求助成功区
2 个回复 - 593 次查看 【作者(必填)】Berger, Isael, Moskowitz 【文题(必填)】The Case for Momentum 【年份(必填)】2009 【全文链接或数据库名称(选填)】谢谢大佬~！2020-9-9 21:13 - a837805781 - 求助成功区
构建量化动量选股系统的实用指南 Quantitative Momentum英文word版
9 个回复 - 6706 次查看 编辑推荐 ☆ 华尔街投资精英专为个人投资者准备的动量投资综合指南。 ☆ 动量选股算法已被证明能够击败市场，造就了华尔街无数个赚钱的投资者。 ☆ 一个经过时间考验和严谨的学术论证的系统性投资策略 ...2019-2-9 12:16 - 2097423582 - 投资人（实务版）
9 个回复 - 6706 次查看 编辑推荐 ☆ 华尔街投资精英专为个人投资者准备的动量投资综合指南。 ☆ 动量选股算法已被证明能够击败市场，造就了华尔街无数个赚钱的投资者。 ☆ 一个经过时间考验和严谨的学术论证的系统性投资策略 ...2019-2-9 12:16 - 2097423582 - 投资人（实务版）
【学习笔记】When a person truly awake moment, he gave up the pursuit of ...
1 个回复 - 342 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-8-16 11:49 - 李沐寒521521 - Forum
1 个回复 - 342 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-8-16 11:49 - 李沐寒521521 - Forum
【学习笔记】When a person truly awake moment, he gave up the pursuit of ...
1 个回复 - 315 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-7-28 13:28 - 李沐寒521521 - Forum
1 个回复 - 315 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-7-28 13:28 - 李沐寒521521 - Forum
【学习笔记】When a person truly awake moment, he gave up the pursuit of ...
1 个回复 - 385 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-7-28 13:31 - 李沐寒521521 - Forum
1 个回复 - 385 次查看 When a person truly awake moment, he gave up the pursuit of wealth of the outside world, while the inner world to pursue his real wealth. 当一个人真正觉悟的一刻，他放弃追寻外在世界的财富，而开始追寻他 ...2020-7-28 13:31 - 李沐寒521521 - Forum
Transferring momentum: Novel drop protection concept for mobile devices
1 个回复 - 579 次查看 【作者(必填)】 【文题(必填)】Transferring momentum: Novel drop protection concept for mobile devices 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ... i/S073 ...2020-7-19 18:18 - victorbian - 求助成功区
1 个回复 - 579 次查看 【作者(必填)】 【文题(必填)】Transferring momentum: Novel drop protection concept for mobile devices 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ... i/S073 ...2020-7-19 18:18 - victorbian - 求助成功区
【学习笔记】Never idle a moment，but thrifty and thoughtful of others．
...
0 个回复 - 531 次查看 Never idle a moment，but thrifty and thoughtful of others． 一刻也不要疏懒，要节俭和体谅他人。2020-7-5 12:36 - ccwwccww - Forum
0 个回复 - 531 次查看 Never idle a moment，but thrifty and thoughtful of others． 一刻也不要疏懒，要节俭和体谅他人。2020-7-5 12:36 - ccwwccww - Forum
【学习笔记】Your internal mediocrity is the moment when you lost the fai ...
1 个回复 - 759 次查看 Your internal mediocrity is the moment when you lost the faith of being excellent. 你内心的平庸，就是你失去追求卓越信念的那个瞬间。2020-7-1 09:36 - 李沐寒521521 - Forum
1 个回复 - 759 次查看 Your internal mediocrity is the moment when you lost the faith of being excellent. 你内心的平庸，就是你失去追求卓越信念的那个瞬间。2020-7-1 09:36 - 李沐寒521521 - Forum
【学习笔记】Your internal mediocrity is the moment when you lost the fai ...
1 个回复 - 636 次查看 Your internal mediocrity is the moment when you lost the faith of being excellent. 你内心的平庸，就是你失去追求卓越信念的那个瞬间。 If I should meet thee，After long years，How should I greet thee？Wi ...2020-7-1 09:44 - 李沐寒521521 - Forum
1 个回复 - 636 次查看 Your internal mediocrity is the moment when you lost the faith of being excellent. 你内心的平庸，就是你失去追求卓越信念的那个瞬间。 If I should meet thee，After long years，How should I greet thee？Wi ...2020-7-1 09:44 - 李沐寒521521 - Forum
【学习笔记】There is not a heart but has its moments of longing, yearnin ...
0 个回复 - 517 次查看 There is not a heart but has its moments of longing, yearning for something better, nobler and holier than it knows before. 每个人都有向往的时候，渴望比以前更美好，更高贵，更神圣的东西。2020-6-18 06:28 - ccwwccww - Forum
0 个回复 - 517 次查看 There is not a heart but has its moments of longing, yearning for something better, nobler and holier than it knows before. 每个人都有向往的时候，渴望比以前更美好，更高贵，更神圣的东西。2020-6-18 06:28 - ccwwccww - Forum
【经管下午茶】--明斯基时刻（Minsky Moment）
16 个回复 - 2560 次查看 明斯基时刻（Minsky Moment）明斯基时刻（Minsky Moment）由美国经济学家海曼·明斯基（Hyman Minsky，1919—1996）提出，指资产价格崩溃的时刻。明斯基认为：当经济景气的时候，投资者敢于冒险；景气的时间越 ...2020-5-13 14:15 - 柳新~ - 爱问频道
16 个回复 - 2560 次查看 明斯基时刻（Minsky Moment）明斯基时刻（Minsky Moment）由美国经济学家海曼·明斯基（Hyman Minsky，1919—1996）提出，指资产价格崩溃的时刻。明斯基认为：当经济景气的时候，投资者敢于冒险；景气的时间越 ...2020-5-13 14:15 - 柳新~ - 爱问频道
【学习笔记】No matter how dark the moment, love and hope are always poss ...
0 个回复 - 476 次查看 No matter how dark the moment, love and hope are always possible.2020-5-9 06:34 - ccwwccww - Forum
0 个回复 - 476 次查看 No matter how dark the moment, love and hope are always possible.2020-5-9 06:34 - ccwwccww - Forum
Micro-Econometrics：Methods of Moments and Limited Dependent Variables
15 个回复 - 6396 次查看 书名：《Micro-Econometrics: Methods of Moments and Limited Dependent Variables 》，作者：Myoung i.Lee，Springer，2nd edition (October 14, 2009) 非扫描版，原版，共计 788 页。非常好的一本计量著作，研究 ...2009-12-30 21:47 - lkylelj - 计量经济学与统计软件
15 个回复 - 6396 次查看 书名：《Micro-Econometrics: Methods of Moments and Limited Dependent Variables 》，作者：Myoung i.Lee，Springer，2nd edition (October 14, 2009) 非扫描版，原版，共计 788 页。非常好的一本计量著作，研究 ...2009-12-30 21:47 - lkylelj - 计量经济学与统计软件
Skew CIR process, conditional characteristic function, moments and bond pricing
1 个回复 - 544 次查看 【作者(必填)】 【文题(必填)】Skew CIR process, conditional characteristic function, moments and bond pricing 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-3-24 18:07 - ssylzz - 求助成功区
1 个回复 - 544 次查看 【作者(必填)】 【文题(必填)】Skew CIR process, conditional characteristic function, moments and bond pricing 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-3-24 18:07 - ssylzz - 求助成功区
【学习笔记】wsj20200304Israel\'s new diplomatic moment以色列的外交新 ...
0 个回复 - 275 次查看 wsj20200304 Israel\'s new diplomatic moment 以色列的外交新篇章 以色列首相本杰明内塔尼亚胡宣布在周一以色列大选中获胜，这是继另外两个不确定因素后的第三个。虽然内塔尼亚胡在组建政府中受挫，他的尼库德党 ...2020-3-9 11:11 - miseryangel - Forum
0 个回复 - 275 次查看 wsj20200304 Israel\'s new diplomatic moment 以色列的外交新篇章 以色列首相本杰明内塔尼亚胡宣布在周一以色列大选中获胜，这是继另外两个不确定因素后的第三个。虽然内塔尼亚胡在组建政府中受挫，他的尼库德党 ...2020-3-9 11:11 - miseryangel - Forum
巴黎银行-外汇市场-外汇动力-20170829-FXMomentum-BNPParibas
4 个回复 - 694 次查看 2017-8-31 11:33 - guanguan2017 - 行业分析报告
4 个回复 - 694 次查看 2017-8-31 11:33 - guanguan2017 - 行业分析报告
Portfolio selection with higher moments
1 个回复 - 425 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio selection with higher moments 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/146976810037568772020-2-19 01:58 - internet.hzx - 求助成功区
1 个回复 - 425 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio selection with higher moments 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/146976810037568772020-2-19 01:58 - internet.hzx - 求助成功区
The effectiveness of incorporating higher moments in portfolio strategies: evide
2 个回复 - 606 次查看 【作者(必填)】 23 【文题(必填)】 The effectiveness of incorporating higher[/backcolor] moments[/backcolor] in portfolio strategies: evidence from the Chinese commodity futures markets 【年份(必填) ...2020-2-15 21:15 - internet.hzx - 求助成功区
2 个回复 - 606 次查看 【作者(必填)】 23 【文题(必填)】 The effectiveness of incorporating higher[/backcolor] moments[/backcolor] in portfolio strategies: evidence from the Chinese commodity futures markets 【年份(必填) ...2020-2-15 21:15 - internet.hzx - 求助成功区
Does the Moment-Generating Function Characterize a Distribution
0 个回复 - 476 次查看 2020-1-29 12:21 - 面壁者666 - 新手入门区
0 个回复 - 476 次查看 2020-1-29 12:21 - 面壁者666 - 新手入门区
【学习笔记】求 电子书 或者中文版 购买链接
Momentum Masters - A Roundtab ...
2 个回复 - 901 次查看 求 电子书 或者中文版 购买链接 Momentum Masters - A Roundtable Interview with Super Traders - Minervini, Ryan, Zanger & Ritchie II Hardcover2020-1-24 14:42 - caoziqiang - Forum
2 个回复 - 901 次查看 求 电子书 或者中文版 购买链接 Momentum Masters - A Roundtable Interview with Super Traders - Minervini, Ryan, Zanger & Ritchie II Hardcover2020-1-24 14:42 - caoziqiang - Forum
A general approach to conditional moment specification testing with projections
1 个回复 - 514 次查看 【作者(必填)】 2323 【文题(必填)】 A general approach to conditional moment[/backcolor] specification testing with projections 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandf ...2020-1-9 23:42 - internet.hzx - 求助成功区
1 个回复 - 514 次查看 【作者(必填)】 2323 【文题(必填)】 A general approach to conditional moment[/backcolor] specification testing with projections 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandf ...2020-1-9 23:42 - internet.hzx - 求助成功区
【学习笔记】I still remeber that moment.我还记得那一刻.they all looked s ...
2 个回复 - 372 次查看 I still remeber that moment.我还记得那一刻.they all looked so damn Happy to me.他们全都看起来超幸福的样子.2019-12-28 05:49 - xinlixi - Forum
2 个回复 - 372 次查看 I still remeber that moment.我还记得那一刻.they all looked so damn Happy to me.他们全都看起来超幸福的样子.2019-12-28 05:49 - xinlixi - Forum
【学习笔记】Life is a chain of moments of enjoyments;not only about surv ...
4 个回复 - 576 次查看 Life is a chain of moments of enjoyments;not only about survival.2019-12-25 08:51 - 8661_1575447038 - Forum
4 个回复 - 576 次查看 Life is a chain of moments of enjoyments;not only about survival.2019-12-25 08:51 - 8661_1575447038 - Forum
求交易类书《Momentum Masters》(动量大师)
11 个回复 - 7029 次查看 作者是个股市奇才，访谈了4个趋势交易大师，感觉很有看头； http://book.douban.com/subject/26702581/2016-1-6 18:01 - whoamix - 悬赏大厅
11 个回复 - 7029 次查看 作者是个股市奇才，访谈了4个趋势交易大师，感觉很有看头； http://book.douban.com/subject/26702581/2016-1-6 18:01 - whoamix - 悬赏大厅
【学习笔记】\"The momentum of China\'s reunification cannot be stopp ...
0 个回复 - 268 次查看 \"The momentum of China\'s reunification cannot be stopped by any individuals or forces,\" General Wei Fenghe said during his keynote speech at the ongoing 9th Beijing Xiangshan Forum. \"We will not r ...2019-10-21 20:31 - sxczwjh - Forum
0 个回复 - 268 次查看 \"The momentum of China\'s reunification cannot be stopped by any individuals or forces,\" General Wei Fenghe said during his keynote speech at the ongoing 9th Beijing Xiangshan Forum. \"We will not r ...2019-10-21 20:31 - sxczwjh - Forum
求助文献：Time series momentum and volatility scaling
4 个回复 - 466 次查看 【作者(必填)】Abby Y.Kim[/backcolor] [/backcolor]YiumanTse[/backcolor] [/backcolor]John K.Wald[/backcolor] 【文题(必填)】Time series momentum and volatility scaling 【年份(必填)】2016 【全 ...2019-5-20 17:35 - cooper56 - 求助成功区
4 个回复 - 466 次查看 【作者(必填)】Abby Y.Kim[/backcolor] [/backcolor]YiumanTse[/backcolor] [/backcolor]John K.Wald[/backcolor] 【文题(必填)】Time series momentum and volatility scaling 【年份(必填)】2016 【全 ...2019-5-20 17:35 - cooper56 - 求助成功区
Momentum and Autocorrelation in Stock Returns
1 个回复 - 501 次查看 【作者(必填)】https://doi.org/10.1093/rfs/15.2.5332019-10-7 20:28 - huangxiaofen - 求助成功区
1 个回复 - 501 次查看 【作者(必填)】https://doi.org/10.1093/rfs/15.2.5332019-10-7 20:28 - huangxiaofen - 求助成功区
【学习笔记】求助：跪求Melinda gates今年的新书, The moment of lift: How e ...
0 个回复 - 526 次查看 求助：跪求Melinda gates今年的新书, The moment of lift: How empowering women changes the world2019-9-22 20:57 - gracet_17 - Forum
0 个回复 - 526 次查看 求助：跪求Melinda gates今年的新书, The moment of lift: How empowering women changes the world2019-9-22 20:57 - gracet_17 - Forum
Applying Momentum Filters to Growth and Value Portfolios
8 个回复 - 1029 次查看 【作者(必填)】Andrew Clare, James Seaton, Peter N. Smith and Stephen Thomas 【文题(必填)】When Growth Beats Value: Applying Momentum Filters to Growth and Value Portfolios【年份(必填)】The Journal ...2019-8-9 10:51 - wangzt - 求助成功区
8 个回复 - 1029 次查看 【作者(必填)】Andrew Clare, James Seaton, Peter N. Smith and Stephen Thomas 【文题(必填)】When Growth Beats Value: Applying Momentum Filters to Growth and Value Portfolios【年份(必填)】The Journal ...2019-8-9 10:51 - wangzt - 求助成功区
Moments of Impact: How to Design Strategic Conversations That Accelerate Change
1 个回复 - 442 次查看 Moments of Impact: How to Design Strategic Conversations That Accelerate Change Chris Ertel (作者), Lisa Kay Solomon (作者) 出版社: Simon & Schuster (2014年2月11日) 语种： 英语 ASIN: B00DPM7YE0 ...2019-8-18 22:46 - bobsheng401 - 求助成功区
1 个回复 - 442 次查看 Moments of Impact: How to Design Strategic Conversations That Accelerate Change Chris Ertel (作者), Lisa Kay Solomon (作者) 出版社: Simon & Schuster (2014年2月11日) 语种： 英语 ASIN: B00DPM7YE0 ...2019-8-18 22:46 - bobsheng401 - 求助成功区
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset M
3 个回复 - 773 次查看 【作者(必填)】Harrison Hong[/backcolor] Jeremy C. Stein[/backcolor] 【文题(必填)】A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 【年份(必填)】2002 ...2019-8-20 20:16 - Alicefree - 文献求助专区
3 个回复 - 773 次查看 【作者(必填)】Harrison Hong[/backcolor] Jeremy C. Stein[/backcolor] 【文题(必填)】A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 【年份(必填)】2002 ...2019-8-20 20:16 - Alicefree - 文献求助专区
Is There Momentum in Cross-Sectional Anomalies
2 个回复 - 616 次查看 【作者(必填)】Jarkko Peltomäki and Emilia Peni 【文题(必填)】Is There Momentum in Cross-Sectional Anomalies? 【年份(必填)】The Journal of Wealth Management Winter 2009, 12 (3) 78-88 【全 ...2019-8-9 01:29 - wangzt - 求助成功区
2 个回复 - 616 次查看 【作者(必填)】Jarkko Peltomäki and Emilia Peni 【文题(必填)】Is There Momentum in Cross-Sectional Anomalies? 【年份(必填)】The Journal of Wealth Management Winter 2009, 12 (3) 78-88 【全 ...2019-8-9 01:29 - wangzt - 求助成功区
Practical Applications of Fact, Fiction, and Momentum Investing
1 个回复 - 551 次查看 【作者(必填)】Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal 【文题(必填)】Practical Applications of Fact, Fiction, and Momentum Investing 【年份(必填)】Practic ...2019-8-2 02:02 - czl - 求助成功区
1 个回复 - 551 次查看 【作者(必填)】Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal 【文题(必填)】Practical Applications of Fact, Fiction, and Momentum Investing 【年份(必填)】Practic ...2019-8-2 02:02 - czl - 求助成功区
Practical Applications of Value, Size, Momentum
1 个回复 - 771 次查看 【作者(必填)】Christopher Cheung, George Hoguet, Sunny Ng and Barbara J. Mack 【文题(必填)】Practical Applications of Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Marke ...2019-8-2 02:06 - czl - 求助成功区
1 个回复 - 771 次查看 【作者(必填)】Christopher Cheung, George Hoguet, Sunny Ng and Barbara J. Mack 【文题(必填)】Practical Applications of Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Marke ...2019-8-2 02:06 - czl - 求助成功区
