<![CDATA[自举量化｜研究笔记 (ZIJU QUANT Research)]]> https://ziju.cn/research zh-CN Mon, 26 Oct 2026 16:00:00 GMT <![CDATA[为什么一次回测不能当作结论 | Why one backtest is not a conclusion]]> https://ziju.cn/research/one-backtest https://ziju.cn/research/one-backtest Sat, 24 Oct 2026 16:00:00 GMT <![CDATA[多重检验与因子挖掘中的假发现陷阱 | Multiple testing and the false discovery trap in factor research]]> https://ziju.cn/research/multiple-testing https://ziju.cn/research/multiple-testing Sun, 25 Oct 2026 16:00:00 GMT <![CDATA[从回测曲线到实盘收益：调仓滑点与容量边界 | From backtest curves to live execution: slippage and capacity limits]]> https://ziju.cn/research/execution-drag https://ziju.cn/research/execution-drag Sun, 25 Oct 2026 16:00:00 GMT <![CDATA[时间点数据（Point-in-Time）与前瞻偏差防线 | Point-in-time data integrity and the defense against lookahead bias]]> https://ziju.cn/research/point-in-time-data https://ziju.cn/research/point-in-time-data Mon, 26 Oct 2026 16:00:00 GMT <![CDATA[组合清除交叉验证（CPCV）与时序标签重叠防线 | Combinatorial Purged Cross-Validation (CPCV) and Label-Overlap Leakage Defense]]> https://ziju.cn/research/combinatorial-purged-cv https://ziju.cn/research/combinatorial-purged-cv Mon, 26 Oct 2026 16:00:00 GMT