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计算**偏度指数(CBOE skew index)
**波动率指数IVIX(CBOE volatility index)
抓取网贷之家的平台信息和经营现状;用遗传算法优化预测模型精确度
检验A股市场的偏度因子(SKEW)和最大日收益率因子(MAX)
Q-quant和因子投资实证汇总
抓取东方财富股吧的股评;处理股评的发布日期
基于Moreira and Muir(2017, JF)构建A股市场的波动率管理组合(Volatility-Managed Portfolios,VMP),并参考Liu et al.(2019, JPM)对VMP进行样本外测试
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