Research · Beta · v1.0 draft
Whitepaper · 方法论
arXiv 风 8-15 页方法论论文. 简历附录 + 首页副链.
v1.0 发布日: 2026-05-26 released
10 章, 约 3900 词, 含完整 reference list. PDF + markdown 同 SHA commit 到公开 repo.
目录 (v1.0)
- 1 · Motivation
- 2 · Three-group structure (Base / Bull / Bear)
- 3 · Asset universe
- 4 · Monthly discipline
- 5 · Attribution framework (Brinson + 5 macro β)
- 6 · Regime overlay (Bridgewater-style 4-quadrant)
- 7 · Stress testing
- 8 · Reproducibility
- 9 · Known limitations (v1)
- 10 · References
- A · Group weights (2026-06-01 inception)
- B · Reproducibility hash
- C · Reviewer credits
版本规则
每次更新升版本号 (v1.0 → v1.1). 旧版本永远保留在 /whitepaper/vX.Y.md, 不覆盖. 简历链接永远指向最新版.