Table 1 Annualized Sharpe (Report date: 10/30/2019)
Table 2: Max Drawdown(Report date: 10/30/2019)
* 研究结果来自论文Kewei Hou, Fang Qiao, and Xiaoyan Zhang(2019), Finding Anomalies in China.
* Detailed Results can be seen in the working paper: Kewei Hou, Fang Qiao, and Xiaoyan Zhang(2019), Finding Anomalies in China.
* 数据仅用于学术研究，详情请邮件联系：xinyuanfintech@pbcsf.tsinghua.edu.cn
* Please contact us through xinyuanfintech@pbcsf.tsinghua.edu.cn for more information
* Detailed Results can be seen in the working paper: Kewei Hou, Fang Qiao, and Xiaoyan Zhang(2019), Finding Anomalies in China.
* 数据仅用于学术研究，详情请邮件联系：xinyuanfintech@pbcsf.tsinghua.edu.cn
* Please contact us through xinyuanfintech@pbcsf.tsinghua.edu.cn for more information