2、为了避免生存偏差(Survivorship bias),对于我们统计时点上没有交易价格的股票,我们向后逐步推移来找到其交易价格,这个时点上的交易价格在时间上是离我们分析时点上最近...
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The Survivorship Bias 存活者偏误
以上来源于: WordNet
One is survivorship bias in the Numbers.
一种是幸存者偏差。
You've got survivorship bias taking out bad records and then you've got backfill bias adding good records.
生存偏差去掉了那些糟糕的记录,回填误差又加入了一些好的记录
So the survivorship bias and the backfill bias would be much, much more of a problem in the hedge fund world.
所以生存偏差和回填偏差,会是对冲基金领域里一个相当重大的问题。
So the survivorship bias and the backfill bias would be much,much more of a problem in the hedge fund world.
所以生存偏差和回填偏差,会是对冲基金领域里一个相当重大的问题
Looking at this particular group, he estimated survivorship bias to be 4.4% per year and backfill bias to be 7.3% per year.
分析这个特定的样本,他估算其生存偏差每年达到4.4%,回填偏差每年达到7.3%
Then if you adjust for survivorship bias, you end up concluding that the deficit wasn't .3% but the deficit was actually 2%.
那么如果你算上生存偏差,你会发现,缺口不是0.3%,事实上是2%
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