词汇:simulator
n. 模拟器;假装者,模拟者
相关场景
Step 4: Using normalized weights, the BRAIN simulator allocates capital (from a fictitious book of $20 million) to each stock to construct a portfolio.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
Step1: Evaluate the expression for each stock to generate the Alpha vector for the given date.
In our case, this date would be February 2nd, because we’ve assumed Delay 1 settings. The Delay 1 setting uses data as of T-1 date to create the Alpha vector as of T date.
To produce the Alpha vector, the simulator performs the rank operation on negative returns and produces a vector of values corresponding to each stock.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
步骤1:计算每只股票的表达式,以生成给定日期的Alpha向量。在我们的例子中,这个日期将是2月2日,因为我们假设了延迟1的设置。延迟1设置使用截至T-1日期的数据来创建截至T日期的Alpha向量。为了生成Alpha向量,模拟器对负回报执行排名操作,并生成与每只股票对应的值向量。
Suppose in the Expression box, you type in 1/close, and set the simulation settings as follows: Region = US, Universe = TOP3000, Delay = 1, Decay = 0, Neutralization = None, Truncation = 0. Now, once you hit "Simulate" button, then for each day in the Simulation Duration (5 years), the simulator does the following:
>> worldquantbrain_4_program
>> worldquantbrain_4_program
假设在“表达式”框中键入1/close,并按如下方式设置模拟设置:区域=US,宇宙=TOP3000,延迟=1,衰减=0,中和=无,截断=0。现在,一旦你点击“模拟”按钮,那么在模拟持续时间(5年)的每一天,模拟器都会执行以下操作:
Data fields are the actual matrix-form data used in the platform. You can access the contents within data fields through their names in the simulator. The returns data we used earlier was accessing the returns data field containing return information.
>> worldquantbrain
>> worldquantbrain
数据字段是平台中使用的实际矩阵形式数据。您可以通过模拟器中数据字段的名称访问数据字段中的内容。我们之前使用的回报率数据是访问包含回报率信息的回报率数据字段。
Finally he's got it together and flies out of the pub and we CUT TO; INT. BOATHOUSE - NIGHT CAMERON and TYLER are rowing in a large practice tank--a simulator with a hull, oars and rowable water.
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All of the simulators here, NASA has been recruited to help design.
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We need to have the simulator as close to a nominal mission as possible.
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Excuse me. I'm just trying to save you guys from wasting your entire Harvard reading week over this Traf-O-Data simulator while everyone else is out getting drunk or laid.
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