词汇：previous
adj. 以前的；早先的；过早的
相关场景
Returns the relative index of the min value in the time series for the past d days; If the current day has the min value for the past d days, it returns 0; If previous day has the min value for the past d days, it returns 1. If d = 6 and values for past 6 days are [6,2,8,5,9,4] with first element being today’s value then min value is 2 and it is present 1 days before today. Hence, ts_arg_min(x, d) = 1
>> Operators
>> Operators
返回过去d天时间序列中最小值的相对索引；如果当前日期具有过去d天的最小值，则返回0；如果前一天具有过去d天的最小值，则返回1。如果d=6，过去6天的值为[6,2,8,5,9,4]，第一个元素为今天的值，则最小值为2，并且在今天之前1天存在。因此，ts_arg_min（x，d）=1
Returns the relative index of the max value in the time series for the past d days. If the current day has the max value for the past d days, it returns 0. If previous day has the max value for the past d days, it returns 1；If d = 6 and values for past 6 days are [6,2,8,5,9,4] with first element being today’s value then max value is 9 and it is present 4 days before today. Hence, ts_arg_max(x, d) = 4
>> Operators
>> Operators
返回过去d天时间序列中最大值的相对索引。如果当前日期具有过去d天的最大值，则返回0。如果前一天具有过去d天的最大值，则返回1
Suppose we use a decay of 3 in our simulation settings. The final vector of weights in the Alpha would be calculated by combining today’s value with the previous day’s decayed value. In our example, we calculated the normalized weights in the Alpha as of February 2nd. Let’s assume that the normalized weights of stocks in the Alpha vector on February 1st and January 31st are as shown in Columns N and O, respectively.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
假设我们在模拟设置中使用3的衰减。Alpha中的最终权重向量将通过将今天的值与前一天的衰减值相结合来计算。在我们的示例中，我们计算了截至2月2日的Alpha中的归一化权重。假设2月1日和1月31日Alpha向量中股票的归一化权重分别如N列和O列所示。
It calculates 1/close (using the closing price for the previous day), for each instrument in the basket "US: TOP3000" (i.e. top 3000 stocks in the US, by market capitalization). This creates a vector of 3000 values (one for each stock). This vector is then normalized, i.e. divided by the sum of its values(so that all the values sum up to 1). This creates a vector of "weights" for all the stocks, which is called a "Portfolio". Each weight represents the fraction of money invested in that stock. If our booksize is $20 Million, then the money invested in each stock is $20M x (weight of that stock in the portfolio). This is done for each day in the simulation period, and at the end of each day the total profit or loss made by our portfolio is calculated.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
它为篮子“US:TOP3000”（即按市值计算的美国前3000只股票）中的每种工具计算1/close（使用前一天的收盘价）。这将创建一个包含3000个值的向量（每只股票一个值）。然后对该向量进行归一化，即除以其值之和（使所有值之和为1）。这为所有股票创建了一个“权重”向量，称为“投资组合”。每个权重代表投资于该股票的资金比例。如果我们的账面规模为2000万美元，那么投资于每只股票的金额为2000万加元x（该股票在投资组合中的权重）。这是在模拟期间的每一天完成的，在每天结束时计算我们的投资组合的总利润或亏损。
However, simply linearly combining unrelated Alphas (like 3A1+4A2) isn't good for Alpha pool diversification. Good diversification should be judged by "drawdown diversification" - whether other Alphas can compensate when one experiences drawdown. Always approach Alpha research from an Alpha pool diversification perspective.
If you're struggling to come up with Alpha ideas, refer to the Example Answers from previous Steps. You can also check Example Alphas by clicking the "Example" button at the bottom left of the simulation screen.
>> worldquantbrain_2
>> worldquantbrain_2
然而，简单地线性组合无关的阿尔法（如3A1+4A2）不利于阿尔法池的多样化。良好的多样化应该通过“提款多样化”来判断——当一个阿尔法经历提款时，其他阿尔法是否可以弥补。始终从阿尔法池多样化的角度进行阿尔法研究。如果你很难想出阿尔法的想法，请参阅前面步骤中的示例答案。您还可以通过单击模拟屏幕左下角的“示例”按钮来检查示例阿尔法。
Speaking of it... the villagers said I brought on the disaster to their village I was seen as a demon That's just a story about my previous life It's a true story Don't think you're different from those who had left me on the lone cliff You immortals are just merciless I hate you all Hatred can only give birth to hatred Why must you be so hard on yourself?
>> The Monkey King the Legend Begins Movie Script
>> The Monkey King the Legend Begins Movie Script
I hate being a human In this case what happened in your previous life?
>> The Monkey King the Legend Begins Movie Script
>> The Monkey King the Legend Begins Movie Script
nervous ; dangerous ; various ; religious ; previous ; famous ; obvious ; enormous ; numerous ; tremendous ; curious ; continuous ; serious ; luxurious ; miraculous ;
>> 95-A Fantasy
>> 95-A Fantasy
197 EXT. BOAT DECK ON THE BOAT DECK, the action has moved to the aft group of boats, numbers 9, 11, 13 and 15 on the starboard side, and 10, 12, 14 and 16 on the port side. The pace of work is more frantic. You see crew and officers running now to work the davits, their previous complacency gone.
>> 泰坦尼克号 Titanic (1997) Movie Script
>> 泰坦尼克号 Titanic (1997) Movie Script