📈 量化分析师
职场英语 · 量化分析师 · 共 30 个核心词汇 · 5 条场景例句
词汇表
- strategy n. 战略
- back-testing —
- volatility 波动率
- algorithm trading —
- risk exposure 风险敞口
- portfolio /pɔːrtˈfoʊlioʊ/ n. 投资组合；作品集
- optimization /,ɔptimai'zeiʃən/ n. 最优化
- alpha 超额收益
- beta 贝塔系数
- Sharpe ratio 夏普比率
- drawdown 回撤
- position sizing —
- hedge v. 对冲
- arbitrage /ˈɑːrbɪtrɑːʒ/ n. 套利
- derivative /dɪˈrɪvətɪv/ n./adj. 导数；派生的
- option n. 选项
- futures /ˈfjuːtʃərz/ n. 期货
- market making —
- order book n. 认购簿
- liquidity /lɪˈkwɪdəti/ n. 流动性；偿债能力
- slippage /'slipidʒ/ n. (价值，价格)滑动，下降
- execution /,ɛksɪ'kjuʃən/ n. 实行，执行；处死刑
- factor model —
- mean reversion —
- momentum /moʊˈmentəm/ n. 动量；势头
- statistical arbitrage —
- regime /re'ʒim/ n. 制度，管理体制
- correlation matrix —
- risk parity —
- Value at Risk 风险价值
场景例句
- The back-testing result looks promising, but risk exposure needs further optimization.回测结果不错，但风险敞口还需要优化。
- The Sharpe ratio is above 2.0, but we need to stress-test under different market conditions.夏普比率超过2.0，但需要做压力测试。
- The maximum drawdown is too high. We should adjust the position sizing.最大回撤太高，需要调整仓位管理。
- I'm working on a new factor model combining volatility and momentum.我在开发一个结合波动率和动量的新因子模型。
- The risk report shows our portfolio has too much exposure to tech stocks.风险报告显示组合对科技股敞口太大。