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国内券商研究所的量化
把标的范围定的小一点,吐槽的更有焦点一些。
不知道在国内券商研究所搞金融工程的这些人,究竟有没有什么挫折感,或许没有,因为工资这么高,有什么好挫折的。
不过发的报告,是有七八都是在算命,实话说,不能提供价值的东西。
也不指望能发表论文的那种研究,但是就算是翻译国外经典定价论文都是有价值的啊。
我看一些知乎金融定价方面的回答,比这些研究报告都要好。
实际上,作为从业者的角度,觉得两类研究有价值,
1 定价模型的深入解析,stepbystep这种,不要有那种显然,易得这种
2 市场数据的细节整理,比如东方证券的分红周报,我很喜欢。
那种算命的金融工程分析,实在没意思。至于多因子研究这么多,我想主要是因为做这个研究,容易跳槽去买方吧。