量化私募否认用韩国科技股因子
2026-07-13 12:07:16
据中证报报道,13日盘后,市场流传“A股量化策略早已将韩国科技股走势纳入因子模型,并在A股市场内部引发不同科技板块连锁反应”的说法。多家量化私募人士回应称,头部量化机构极少使用韩国数据挖掘因子,上述传闻不公允且“没道理”;并称当日量化行业普遍大亏,不少同行超额收益为负。
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