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原始素材 #45
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来源类型量化博客聚合
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机制留存，幅度不再[Tommi Johnsen]
先陈述论点，再给出证据：当我们对一条流水线——它读取财经头条并判断每条新闻是否应当撼动某只股票——七个月的工作成果进行重新测算时，我们所发现的各项机制均经受住了检验。而幅度几乎从未如此，其中有两次，甚至连我们自己计算并深信不疑的幅度也未能幸免。这条流水线的任务范围很窄：每晚针对约850只股票代码，它读取
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The Mechanism Survives, the Magnitude Doesn t [Tommi Johnsen]
Here is the thesis, stated before the evidence: when we re-measured seven months of work on a pipeline that reads financial headlines and asks whether each one should move a stock, the mechanisms we had found held up. The magnitudes almost never did, including, twice, the magnitudes we ourselves had computed and believed. The pipelines job is narrow. For roughly 850 tickers a night, it reads
已转化
已转化为模式：新闻标题驱动的个股冲击判断流水线