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傅立葉轉換

世界上每個看似混亂的表象,實際都是一條時間軸上不規則的曲線,但實際這些曲線都是由這些無窮無盡的弦波組成。我們看似不規律的事情反而是規律的弦波在時域上的投影,而弦波又是一個旋轉的圓在直線上的投影。

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All-in Summit

判斷人類發展的趨勢,找出人類下一步最缺乏的東西,然後用科學、工程的方式提出解法,只要不被物理定律限制什麼方法都有可能。

Papers on Quant Research

  The Cross-Section of Expected Stock Returns   Source  https://www.ivey.uwo.ca/media/3775518/the_cross-section_of_expected_stock_returns.pdf Comment  This is the famous Fama-French paper, which proposed the Fama-French factor model, and the basics of cross-sectional equity research methods. Value and Momentum Everywhere   Source   https://pages.stern.nyu.edu/~lpederse/papers/ValMomEverywhere.pdf Comment  A good introduction to value and momentum; they can generate abnormal returns for individual stocks within several countries, across country equity indices, government bonds, currencies, and commodities. Mean Reversion in Stock Prices: Evidence and Implications   Source   http://papers.ssrn.com/sol3/papers.cfm?abstract_id=227278 Comment  One of the earliest papers reflecting the mean-reversion nature of stock prices. Price Momentum and Trading Volume   Source   http://technicalanalysis.org.uk/volume/LeSw00.pdf Comment  Gi...
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