NO.PZ201809170400000704
问题如下：
Nowacki’s
most appropriate response to Knight’s question about the quantitative
investment process is to:
选项：
A.back-test
the new strategy.
define
the market opportunity.
identify
the factors to include and their weights.
解释：
B is correct. The first step in creating a
quantitative, active strategy is to define the market opportunity or investment
thesis. Ten, relevant data is acquired, processed, and transformed into a
usable format. Tis step is followed by back-testing the strategy, which
involves identifying the factors to include as well as their weights. Finally,
the strategy performance should be evaluated using an out-of-sample back-test.
1.第一步，发现市场机会，基本面和量化两种方法第一步都是一样的吧？
2.可否列出原版书量化的具体步骤？框架图少了第一步，讲义写的逻辑也不是很清楚，和本题答案解释不太一样。
