词汇:generate
vt. 使形成;生殖;发生
相关场景
In a data science model:
Imagine a model that generates a series of random numbers.
Operator: The random number generator.
Alpha: The output of this operator (the series of random numbers).
Driver parameter: A "shape" parameter that controls how the random numbers are generated.
Transformation: The model's default is to generate numbers with a normal distribution. However, by using a new value for the "shape" parameter, you can tell the generator to produce numbers that instead follow a Gamma or Beta distribution, thus "improving the Alpha" by making it more suitable for a specific task.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
在数据科学模型中:想象一个生成一系列随机数的模型。运算符:随机数生成器。Alpha:此运算符的输出(随机数序列)。Driver参数:控制随机数生成方式的“形状”参数。转换:模型的默认值是生成具有正态分布的数字。但是,通过为“shape”参数使用新值,您可以告诉生成器生成遵循Gamma或Beta分布的数字,从而通过使其更适合特定任务来“改进Alpha”。
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。
Increase the turnover of your alphas — higher turnover means more trading and potentially higher returns.
Use lower decay values in the alpha settings.
Work on more liquid (smaller) universes in the alpha settings.
While keeping returns and drawdown at the same level, you may get higher returns if you increase the volatility of your alphas.
Try using news and analyst datasets. They may have the potential to generate alphas with good returns.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
增加阿尔法的交易额——更高的交易额意味着更多的交易和潜在的更高回报。在alpha设置中使用较低的衰减值。在阿尔法设置中研究更多液体(更小)的宇宙。在保持回报和提款水平不变的同时,如果你增加阿尔法的波动性,你可能会获得更高的回报。尝试使用新闻和分析师数据集。他们可能有潜力产生具有良好回报的阿尔法。
Earlier in the submission criteria, we saw the Subuniverse Test, which checks if Alpha signals persist in smaller universes. By verifying if the Alpha works well in universes with higher liquidity where signals are harder to generate, it assesses Alpha's robustness.
If an Alpha fails this test, it likely works from low-volume stocks, making it difficult to realize in practice. In such cases, Subuniverse Sharpe can improve by concentrating positions more on high-volume, large-cap stocks.
>> worldquantbrain
>> worldquantbrain
在提交标准的早期,我们看到了亚宇宙测试,它检查阿尔法信号是否在较小的宇宙中持续存在。通过验证Alpha在流动性更高、信号更难产生的宇宙中是否工作良好,它评估了Alpha的稳健性。如果阿尔法未能通过这一测试,它可能会从低容量库存中工作,这使得在实践中难以实现。在这种情况下,Subuniverse Sharpe可以通过将头寸更多地集中在高容量、大盘股上来改善。
Enterprise Value shows the total value the market assigns to a company, including its debt. EBITDA represents a company's earning power from ongoing operations. By comparing these two, we can assess whether a company is potentially undervalued or overvalued relative to its ability to generate earnings.
>> worldquantbrain
>> worldquantbrain
企业价值显示了市场赋予公司的总价值,包括其债务。息税折旧摊销前利润代表了公司从持续经营中获得的盈利能力。通过比较这两者,我们可以评估一家公司相对于其盈利能力是否可能被低估或高估。
Returns indicates how much profit an Alpha can generate. Since BRAIN simulations assume a long-short portfolio (which we'll explain in the next step), The total investment amount equals half of the book size.
>> worldquantbrain
>> worldquantbrain
返回值表示Alpha可以产生多少利润。由于BRAIN模拟假设了一个长短组合(我们将在下一步解释),因此总投资额等于账面规模的一半。
As you can see, just investing opposite to returns can create an Alpha that generates quite decent returns. We call this Price Reversion. We'll look at this in more detail soon.
>> worldquantbrain
>> worldquantbrain
正如你所看到的,仅仅投资与回报相反的东西就可以创造一个阿尔法,产生相当不错的回报。我们称之为价格逆转。我们很快会对此进行更详细的研究。
Alright! Now let's add some comments to our blogging system! And I'm gonna use a different generator here,I'm gonna use a resource generator that is a little lighter than the one we were using for scaffold that doesn't generate a bunch of views, and doesn't generate all sorts of actions in the controller by default, but it does generate the new model that we need the comment model, it generates a migration for that, create comments ,and it generates just some empty placeholders for the comments controller and for the view action.
>> Rails 8.0.1 You are in good company
>> Rails 8.0.1 You are in good company
We're gonna start by running 'rails new blog' to get the basic Rails skeleton, let's hop into that skeleton, and then we're gonna generate a scaffold for a post.
>> Rails 8.0.1 You are in good company
>> Rails 8.0.1 You are in good company
Just run bin/rails generate authentication and you’ll get basic models for Session and User, together with a PasswordsMailer, SessionsController, and an Authentication concern. All you have to bring yourself is a user sign-up flow (since those are usually bespoke to each application). No need to fear rolling your own authentication setup with these basics provided (or, heaven forbid, paying a vendor for it!).
>> Rails8
>> Rails8
只需运行bin/rails即可生成身份验证,您将获得会话和用户的基本模型,以及PasswordsMailer、SessionsController和身份验证问题。您只需为自己带来一个用户注册流程(因为这些流程通常是为每个应用程序定制的)。无需担心使用提供的这些基础知识来滚动自己的身份验证设置(或者,上帝保佑,不要为它付钱给供应商!)。
Tom, how am I gonna generate that kind of power, it can't be done, it can't.
>> Back to the Future 回到未来 1985 Movie Script
>> Back to the Future 回到未来 1985 Movie Script
No no no this sucker's electrical, but I need a nuclear reaction to generate the one point twenty-one gigawatts of electricity that I need.
>> Back to the Future 回到未来 1985 Movie Script
>> Back to the Future 回到未来 1985 Movie Script
No no no this sucker's electrical, but I need a nuclear reaction to generate the one point twenty-one gigawatts of electricity-
>> Back to the Future 回到未来 1985 Movie Script
>> Back to the Future 回到未来 1985 Movie Script
Hey, hey, keep rolling, keep rolling there. No, no, no, no, this sucker's electrical. But I need a nuclear reaction to generate the one point twenty-one gigawatts of electricity that I need.
>> Back to the Future 回到未来 1985 Movie Script
>> Back to the Future 回到未来 1985 Movie Script
Did you know the soft tissue is preserved because the iron in the dinosaur's blood generates free radicals, and those are highly reactive.
>> 侏罗纪世界1 Jurassic World (2015)Movie Script
>> 侏罗纪世界1 Jurassic World (2015)Movie Script
It's easy to criticise someone who generates an idea, assumes the risk.
>> 侏罗纪公园2 The Lost World Jurassic Park (1997)Movie Script
>> 侏罗纪公园2 The Lost World Jurassic Park (1997)Movie Script
COLONEL POWELL: (to Mushtaq) Generate new damage rings for this compound with an assessment of the payload in those jackets.
>> Eye In The Sky Movie Script
>> Eye In The Sky Movie Script