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量化好声音

19 股改对量化数据处理有啥影响?回测时间是否越长越好?

06 Aug 2025

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股权分置改革曾重塑中国股市的根基,却给量化交易埋下 “数据陷阱”—— 老数据里的流通股、市值算法,放到全流通时代还能用吗?有人说回测就得拉满十年数据才靠谱,可股改前后的市场早不是一回事,该追求越长越全的历史数据,还是警惕制度变革造成的 “数据断层”?【在这里找到我们】公众号:Quantide 量化风云小红书:Quantide哔哩哔哩:Quantidewechat:quantfan_100(咨询请加)

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