NO.PZ2019012201000072
问题如下：
Leeter makes the following
statements about quantitative strategies:
1 Manager
experience and discretion in identifying new trends in the market are important
components of any quantitative strategy.
2 Loss aversion
bias is more prominent with quantitative strategies than with fundamental
strategies.
3 Generally,
quantitative methods rely on information coefficients between firm returns and
model factors.
Which of Leeter’s
statements concerning the quantitative approach to active management is most
accurate?
选项：
A.Statement 1
Statement 2
Statement 3
解释：
Leeter’s third
statement is most accurate. Generally, quantitative methods use past data to
identify systematic factors that can be overweighted or underweighted in a
portfolio based on an information coefficient.
A is incorrect.
Leeter’s first statement is not accurate. Manager discretion has a minimal role
in quantitative approaches.
B is incorrect.
Leeter’s second statement is not accurate. Loss aversion is more symptomatic of
fundamental approaches rather than quantitative approaches.
information coefficients between firm returns and model factors这在这个课程前103页都没有提到, 可以解释一下到底跟量化的投资方式有什么关联
