Strategies (策略)
7 分类索引 — Strategies。完整概念清单在 concepts/index, 本页只列本分类。
动量类 / Trend 类
- Time-Series Momentum (时间序列动量
- Cross-Sectional Momentum (截面动量
- CTA Strategy (商品交易顾问策略
- Trend Demise (趋势跟踪 PnL 退化的微观结构解释
- EWM-τ-4τ Trend Signal (CTA 行业标准信号
- Cross-Session Momentum (跨 session 动量
Mean-Reversion / Stat Arb
- Statistical Arbitrage (统计套利
- SPONGEsym (对称 SPONGE 聚类
- Band Strategy (对称交易带策略 — 微观结构层 OU 缺口的对称交易带; 最优阈值 a^\star(a^\star-\phi)=s_x^2=\sigma_x^2/(2\alpha)
Event-Driven / 事件驱动
- Merger Arbitrage Short-Put Risk (并购套利的空 put 风险
- Equity Long-Short Factor Exposure (股票多空的因子暴露
- Event-Driven Equity Strategy (事件驱动选股策略
- Channel Strategy (通道策略
- Volume-Price Event Cluster (量价事件簇
- Position Timing (仓位择时
- 双轨择时 (风险闸口 + 机会增强 — 华安金工: 风险回归 (前瞻回撤) 与机会分类分轨建模, 0/1 仓位规则
- 个股相关网络谱特征 (Correlation Network Spectral Features — Kriuk ORCA 谱特征体系 A 股落地: 3 估计器 × 44 静态 + 231 动态 = 363 维
- Earnings Preview Signal (财报前瞻信号
- Earnings Reaction Signal (财报反应信号
- Analyst Forecast Schema Engineering (分析师判断 schema 工程化
Regime-Aware Asset Allocation
- Regime-Aware Asset Allocation (状态感知资产配置
- Wasserstein HMM 资产配置框架 (Wasserstein-HMM MVO
- Wasserstein HMM vs KNN 换手对比
Stub / Cross-ref
- strategies/Adaptive Asset Allocation (通称, 指向 strategies/Regime-Aware Asset Allocation)
- strategies/Order Flow Imbalance — stub, 见 Models & Theory/Order Flow Imbalance
- strategies/Price Impact — stub, 见 Models & Theory/Price Impact
- strategies/Limit-Order vs Market-Order Execution — stub, 见 Models & Theory/Limit-Order vs Market-Order Execution
- strategies/LOB Geometry (Sparse vs Dense) — stub, 见 Models & Theory/LOB Geometry (Sparse vs Dense)
完整页清单
本文件夹全部 23 个概念页。返回: Concepts 总索引 · Quant Wiki 总索引
- Analyst Forecast Schema Engineering — — 分析师判断 schema 工程化: Preview/Reaction × Earnings/Catalyst 四象限
- Band Strategy (对称交易带策略) — — 微观结构 OU 缺口的对称交易带; 最优阈值 a^\star(a^\star-\phi)=s_x^2
- CTA Strategy — — CTA 趋势跟踪总览
- Channel Strategy — — 通道策略 (国盛金工): 资金等分 N 个通道、有进有出
- Cross-Sectional Momentum — — 截面动量 (12-1 等); 与时序动量对照
- Cross-Session Momentum — — 跨 session 动量 (黄金/白银跨时区收益分解)
- EWM-τ-4τ Trend Signal (CTA 行业标准信号) — — CTA 行业标准信号: 多周期 EWM 组合
- Earnings Preview Signal — — 财报前瞻信号 (AlphaSignals schema)
- Earnings Reaction Signal — — 财报反应信号
- Equity Long-Short Factor Exposure (股票多空的因子暴露) — — 股票多空的因子暴露分解
- Event-Driven Equity Strategy — — 事件驱动选股策略 (上位框架)
- Merger Arbitrage Short-Put Risk (并购套利的空 put 风险) — — 并购套利的空 put 风险
- Position Timing — — 仓位择时 (事件触发密度驱动)
- Regime-Aware Asset Allocation — — 状态驱动的配置层 (通称, 指向 Wasserstein HMM 那一支)
- SPONGEsym — — 对称 SPONGE 聚类
- Statistical Arbitrage — — 统计套利总览
- Time-Series Momentum — — 时序动量 (TSMOM)
- Trend Demise (趋势跟踪 PnL 退化的微观结构解释) — — 趋势跟踪 PnL 退化的微观结构解释: 自强化冲击环在 small-tick 期货上断裂
- Volume-Price Event Cluster — — 量价事件簇 (国盛金工): 枚举候选事件再按有效性/相关性筛选
- Wasserstein HMM vs KNN 换手对比 — — Wasserstein HMM vs KNN: 换手率 0.80% vs 56.65%
- Wasserstein HMM 资产配置框架 — — Wasserstein-HMM 驱动的 MVO 与状态模板追踪
- 个股相关网络谱特征 (Correlation Network Spectral Features) — — 个股相关网络谱特征: 3 估计器 × 44 静态 + 231 动态 = 363 维
- 双轨择时 (风险闸口 + 机会增强) — — 华安金工双轨择时: 风险回归与机会分类分轨建模, 0/1 仓位规则