TheUniversityofAucklandMechanicalEngineeringDegreeCertificate

2025-06-24 5:34:20   来源:TheUniversityofAucklandMechanicalEngineeringDegreeCertificate

可以看到,在电力及公用事业iOAH业内选股,多头超额均值从0.81%提升到1.05%,多头年化超额从11.62%提升到15.46%,多空收益均值从1.84%提升到2.20%,多空年化收益从25.81%提升到30.96%,复合因子ICIR从2.30提升到3.11,提升效果明显。

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