多因子系列报告：量价因子有效性与相关性问题探讨

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1、1........................................................................................................62................................................................................................62.1...............................................

2、.....................................................................62.2....................................................................................................................73...............................................................

3、.................................83.1............................................................................................................83.2.........................................................................................................

4、...94..........................................................................................184.1.Alpha184.2.Alpha194.3.Alpha205..........................................................................................221Alpha.........................

5、...............................................................................72Alpha003113Alpha003114Alpha013115Alpha013116Alpha015127Alpha015128Alpha016129Alpha0161210Alpha0361211Alpha0361212Alpha0401213Alpha0401214Alpha0421315Alpha0421316Alpha0441317

6、Alpha0441318Alpha0501319Alpha0501320Alpha0551321Alpha0551322Alpha0661423Alpha0661424Alpha0941425Alpha0941426Alpha0031527Alpha0031528Alpha0131629Alpha0131630Alpha0151631Alpha0151632Alpha0161633Alpha0161634Alpha0361635Alpha0361636Alpha0401737Alpha0401738Al

7、pha0421739Alpha0421740Alpha0441741Alpha0441742Alpha0501743Alpha0501744Alpha0551845Alpha0551846Alpha0941847Alpha0941848AlphaVIF.......................................................................................................1949.....................

8、...............................................................................2150....................................................................................................221....................................