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小亿 XiaoYi
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在最简单的情况下,拟合是指对于一组已知的离散点,给定一个带未知系数的函数,通过调整该函数中系数的取值,使得已知的离散点与函数之间的差别最小化的过程。量化交易策略研发中的最优化部分可以在一定程度上看作一个拟合的过程,通过优化量化交易策略的模型设置和参数设置来让策略尽量适应交易资产的内在特征,从而获得更高的收益和更低的风险。
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