量化金融基本概念¶
概述¶
本列表由LLMQuant社区整理, 本章节收录了133个量化金融所需的基础知识概念，欢迎大家继续贡献添加，目前文档分为以下几个主要部分：
金融基础 (Finance)¶
- AAA信用评级_AAA信用评级_AAA
- CAPE比率_CAPE Ratio
- CBOE波动率指数_VIX
- T+1_T+1
- VIX期权_VIX Option
- 一级市场_Primary Market
- 中型市值_Mid-Cap
- 二元期权_Binary Option
- 二级市场_Secondary Market
- 交易商_Dealer
- 价值投资_Value Investing
- 保证金_Margin
- 保证金交易_Buying on Margin
- 债券_Bond
- 债券市场_Bond Market
- 债务重组_Debt Restructuring
- 利率_Interest Rate
- 卖出期权_Put Option
- 变化率_Rate of Change
- 可转换债券_Convertible Bond
- 合并与收购_Mergers and Acquisitions
- 固定收益_Fixed Income
- 国债_Treasury Bond
- 国库券_Treasury Notes
- 基准年_What Is a Base Year
- 增长曲线_Growth Curve
- 增长率_Growth Rates
- 复利_Compounding
- 复合年增长率_Compound Annual Growth Rate
- 外汇_Forex
- 外汇市场_Foreign Exchange
- 多因子模型_Multi-Factor Model
- 对冲_Hedge
- 年回报率_Annual Return
- 年金未来价值_Future Value of an Annuity
- 年金表_Annuity Table
- 报价_Quotation
- 有效市场假说_Efficient Market Hypothesis
- 期货_Futures
- 杠杆收购_Leveraged Buyout
- 波动性_Volatility
- 流动性_Liquidity
- 现值_Present Value
- 经济订货量_Economic Order Quantity
- 联邦基金利率_Federal Funds Rate
- 股权_Equity
- 被动投资_Passive Investing
- 资产负债表_Balance Sheet
- 资本化_Capitalization
- 边际收益_Marginal Benefits
- 远期价格_Forward Price
- 远期合同_Forward Contract
- 量化宽松_Quantitative Easing
- 面值_Face Value
- 首席经纪业务_Prime Brokerage
概率论基础 (Probability)¶
- 大数法则_Law of Large Numbers
- 条件概率_Conditional Probability
- 概率分布_Probability Distribution
- 正态分布_Normal Distribution
- 联合概率_Joint Probability
- 蒙特卡罗模拟_Monte Carlo Simulation
- 贝叶斯定理_Baye's Theorem
量化交易 (Quant)¶
- Fama-French三因子模型_Fama and French Three Factor Model
- 伽玛中性_Gamma Neutral
- 伽马对冲_Gamma Hedging
- 动量投资_Momentum Investing
- 双顶_Double Top
- 回测_Backtesting
- 因子投资_Factor Investing
- 均值回归_Mean Reversion
- 多空基金_LongdivShort Fund
- 多空股权_LongdivShort Equity
- 套利者_Arbitrageur
- 市价单_Market Order
- 市场中性_Market Neutral
- 德尔塔中性_Delta Neutral
- 德尔塔对冲_Delta Hedging
- 指数移动平均线_Exponential Moving Average
- 新闻交易者_News Trader
- 本杰明·格雷厄姆_Who Was Benjamin Graham
- 杰西·L·利弗莫尔_Jesse L. Livermore
- 波动率套利_Volatility Arbitrage
- 波动率微笑_Volatility Smile
- 相对强弱指数_Relative Strength Index
- 看跌期权_Long Put
- 移动平均线_Moving Average
- 空头头寸_Short
- 空头看涨价差_Bear Call Spread
- 立即执行或取消订单_Immediate Or Cancel Order
- 简单移动平均线_Simple Moving Average
- 货币套利交易_Currency Carry Trade
- 费舍尔变换指标_Fisher Transform Indicator
- 资本资产定价模型_Capital Asset Pricing Model
- 趋势交易_Trend Trading
- 跨式期权_Straddle
- 逼空_Short Squeeze
- 长期资本管理公司_Long-Term Capital Management
- 阿尔法_Alpha
- 限价单_Limit Order
- 限价单簿_Limit Order Book
- 限时订单_Held Order
- 高频交易_High-Frequency Trading
- 黄金交叉_Golden Cross
统计学基础 (Statistics)¶
- P 值_P-Value
- P值_P-Test
- R平方_R-Squared
- T检验_T-Test
- 中心极限定理_Central Limit Theorem
- 假设检验_Hypothesis Testing
- 决定系数_Coefficient of Determination
- 协方差_Covariance
- 卡方统计量_Chi Square Statistic
- 变量膨胀因子_Variance Inflation Factor
- 回归分析_Regression
- 均匀分布_Uniform Distribution
- 多元线性回归_Multiple Linear Regression
- 多重共线性_Multicollinearity
- 方差分析_Analysis of Variance
- 最小二乘法_Least Squares Method
- 期望值_Expected Value
- 相关系数_Correlation Coefficient
- 线性关系_Linear Relationship
- 经验法则_Empirical Rule
- 统计显著性_Statistical Significance
- 置信区间_Confidence Interval
- 自相关_Autocorrelation
- 非线性_Nonlinearity
- 默顿模型_Merton Model