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量化做到这个程度才发现,有些东西是无法用数据表达出来的,即使已经是非常明确的东西了,但是数据依旧无法精确表达,我估计很多量化最后都在做的就是用arch或者garch模型去特征识别,但是这个路子我认为目前很难行得通,除非不是纯粹的cta量化,而是偏中性对冲或者套利类型的量化