Description
本期节目以2024年头部机构幻方量化宣布退出市场中性策略为切入点，深度复盘A股该策略的十年浮沉。我们将沿着时间线，从2014年的“风格错配”，到2015年的“股灾双杀”，再到2024年“完美风暴”下的流动性、基差、拥挤度三重共振，为您系统剖析数次关键危机。这不仅是一次历史回顾，更是一场关于风险、模型与认知的深度拆解。我们将揭示，量化行业如何在一次次“压力测试”后，完成了从对冲工具、模型内核到风控框架的系统性进化。这不仅是一部策略的进化史，也为投资者理解该策略的风险本质与未来走向，提供了生存指南与深刻洞见。【在这里找到我们】wechat：quantfan_100公众号：Quantide 量化风云bilibili：Quantide小红书：Quantide
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