Note

一些思考.

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长期取胜需要底层策略逻辑要足够可靠和普适;

也需要对策略有足够的信心和包容,能够度过业绩低迷阶段,从而最终享受到策略的盈利成果。

投资逻辑本身要求策略足够简单和普适,参数足够少。

量化只是研究和交易手段,核心还是开发者的理念,所以都是人的思想体现,

不能因为这种使用手段的普及而担忧人被取代。

从国外经验看,多核心机制是海外许多对冲基金做大做强的一种常见机制。

因为对冲基金想要可持续发展,光靠一个团队、一个核心可能会很容易遇到瓶颈和限制,

如果核心发生了问题,公司就很难健康发展。

这也是我们最终选择了“多团队”路线的原因之一。


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