我们从数据出发,而非从模型出发;我们寻找可被数千次复现的规律,本质是把顶尖交易员的直觉、经验、行为模式,转化为可量化、可执行的规则与模型。——西蒙斯
“I could see after a while that the models were a better way to do things in fundamental trading… The model building made sense.”(我逐渐发现,模型是基本面交易更好的方式……建模是有意义的。)
“We don’t start with models. We start with data. We look for things that can be replicated thousands of times.”(我们不从模型开始,从数据开始;寻找可被数千次复现的规律。)
俺最近经常跟人说的一句话就是:数据即收益。
发布于 广东
