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量化好声音

16 一年翻倍?小市值因子为什么在A股表现如此显著?

30 Jul 2025

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近一年小市值股票组合年化收益飙至 90.62%,近乎翻倍!这惊人表现背后,小市值因子有何魔力?​本期播客带你探秘:从学术发现到 A 股跌宕史,小市值因子时强时弱有何规律?注册制、退市制等制度如何为其 “添柴”?又该如何把握它的有效时机?聚宽数据佐证,案例生动解析,严谨又有趣,带你看透小市值因子在 A 股的 “狂飙” 密码!【在这里找到我们】公众号:Quantide 量化风云小红书:Quantide哔哩哔哩:Quantide

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