结果:找到“MOM”相关内容535个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
1999-2022年投资者信心指数表、消费者信心指数表、企业景气指数表、企业家信心指数表
4 个回复 - 1368 次查看 每个压缩包都附有数据表和数据来源 信心指数 1.投资者信心指数表 数据区间:2008.04-2022.09,月度数据(数据库中该项数据的全部内容) 字段设置:全选 全部字段: DeclareDate [发布日期] - YYYY-MM-DD SgnM ...2022-11-11 23:53 - zq1069321348 - 现金交易版
优化的股票特质收益率Stata代码(附2000-2021年数据和结果) 加入Carhart四因子
18 个回复 - 6155 次查看 优化的股票特质收益率上市公司特质波动率momingqimiao7 1、计算说明 [hr] 构建方法参考Leary 和Roberts(2014)的研究,并在其基础上加入了规模、账面市值比和动量三个因子,以优化工具变量的外生性。工 ...2022-2-5 18:01 - momingqimiao7 - 现金交易版
个股动量mom月度数据
0 个回复 - 1109 次查看 数据说明:参考 Jegadeesh and Titman (1993) 的处理方法,动量(MOM)是指股票在11个月内的累计回报 数据对象:沪深A股(主板、创业板、中小板),可筛选市场类型(1=上海A,4=深圳A, 16=创业板, 32=科创板) ...2021-3-4 20:42 - lyyyannn - 现金交易版
【现代计量经济学】 Generalized Method of Moments Estimation
39 个回复 - 5413 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 - 5981 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 - 2032 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 - 1877 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 - 7809 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
[Chemometrics]Introduction to Multivariate Statistical Analysis in Chemometrics
37 个回复 - 12718 次查看 Book:Introduction to Multivariate Statistical Analysis in Chemometrics Author:Varmuza, Kurt/ Filzmoser, Peter Publisher:CRC Press Contents: Chapter 1 Introduction 1.1 Chemoinformatics–Chemometri ...2009-12-10 14:39 - epoh - R语言论坛
Short-term reversals, short-term momentum, and news-driven trading activity
1 个回复 - 389 次查看 【作者(必填)】 【文题(必填)】Short-term reversals, short-term momentum, and news-driven trading activity 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/artic ...2022-11-2 12:45 - 不再后悔 - 求助成功区
【华尔街系列】动量交易策略 Momentum Trading
69 个回复 - 8553 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
Kernel two-sample tests in high dimensions: interplay between moment discrepancy
1 个回复 - 500 次查看 【作者(必填)】 23 【文题(必填)】 Kernel two-sample tests in high dimensions: interplay between moment discrepancy and dimension-and-sample orders 【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2022-8-18 17:09 - internet.hzx - 求助成功区
求书: Dual Momentum Investing: An Innovative Strategy
4 个回复 - 2666 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 - 2947 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
Is It China’s Lehman Brothers Moment? Unveiling Evergrande Debt Crisis, Financi
0 个回复 - 264 次查看 【作者(必填)】 【文题(必填)】 Is It China’s Lehman Brothers Moment? Unveiling Evergrande Debt Crisis, Financial Risks, and Regulatory Implications 【年份(必填)】2022 【全文链接或数据库名称(选 ...2022-10-26 04:29 - 江夏雁 - 文献求助专区
Kernel two-sample tests in high dimensions: interplay between moment discrepancy
1 个回复 - 520 次查看 【作者(必填)】 232 【文题(必填)】 Kernel two-sample tests in high dimensions: interplay between moment discrepancy and dimension-and-sample orders 【年份(必填)】 2323 【全文链接或数据库名称(选填 ...2022-8-18 17:18 - internet.hzx - 求助成功区
Inverse moment methods for sufficient forecasting using high-dimensional predict
1 个回复 - 302 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 - 291 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 - 4682 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 - 8445 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)
Value and Momentum Everywhere
3 个回复 - 3055 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 - 494 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
动量因素 momentum SAS代码
4 个回复 - 4856 次查看 从国外数据库下载,momentum动量因素计算代码,SAS2015-4-3 20:14 - 南宫嘎嘎 - SAS专版
The Power of Moments: Why Certain Experiences Have Extraordinary Impact
3 个回复 - 628 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 - 609 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
Wehrens2020_Book_ChemometricsWithR
1 个回复 - 4558 次查看 EPUB格式2022-1-31 13:48 - kaifengedu - R语言论坛
How to make fortune using Intraday Momentum Index
2 个回复 - 835 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
【Wiley 金融】 Quantitative Momentum: A Practitioner's Guide to Building (2016)
124 个回复 - 22510 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 - 1206 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 - 944 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 - 359 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 - 328 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 - 8155 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 - 3614 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 - 2341 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 - 526 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 - 639 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 - 543 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
The Rice is Ripe, Mom
0 个回复 - 1764 次查看 《妈妈,稻子熟了》 ——纪念袁隆平爷爷 The Rice is Ripe, Mom《妈妈,稻子熟 ...2021-5-28 13:37 - 杨明凡 - 外语学习
求书:The Moment of Lift_ How Empowering Women Changes the World
7 个回复 - 995 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)
喊别人等一下只会说「Wait a moment」? 难怪别人不鸟你!
1 个回复 - 1088 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 - 1099 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 - 761 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 - 751 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
【backtrader股票策略】《151 trading strategies》中的收益动量(earnings momentum)
1 个回复 - 1730 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 - 915 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)
关于下方风险-lower partial moment
4 个回复 - 6175 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)
Advances and challenges for fluorescence nanothermometry
1 个回复 - 504 次查看 【作者(必填)】 Jiajia Zhou【文题(必填)】 Advances and challenges for fluorescence nanothermometry【年份(必填)】 2020 【全文链接或数据库名称(选填)] https://www.nature.com/articles/s41592-020-0957- ...2020-9-30 22:18 - zgj1984411 - 求助成功区
【学习笔记】Some of us may just have to find meaning in the little momen ...
1 个回复 - 386 次查看 Some of us may just have to find meaning in the little moments that make up life.2020-9-14 13:16 - donaldy - Forum
求助The Case for Momentum
2 个回复 - 535 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 - 6618 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 - 327 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 - 300 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 - 371 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 - 545 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
20200214-中信建投-尝鲜FOF和MOM, 拓展权益投资.pdf
0 个回复 - 884 次查看 20200214-中信建投-银行业“银行资产管理”系列深度之14:尝鲜FOF和MOM, 拓展权益投资.pdf2020-7-6 14:59 - yzkjc - 金融学(理论版)
【学习笔记】Never idle a moment,but thrifty and thoughtful of others. ...
0 个回复 - 518 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 - 741 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 - 620 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 - 503 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
招商国际-陌陌(MOMO):憧憬探探及VAS梯度接力-20180827-10页
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【学习笔记】Day-29 Industrial Organization Happy mother’s’ day! Moms ...
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【学习笔记】No matter how dark the moment, love and hope are always poss ...
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【学习笔记】今天的教训告诉我,以后任务要趁早做,才能做得多。 Mom and pop ...
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