相关性分析练习

Lesson Overview

In "Portfolio Strategies & Risk" → "多策略组合", this lesson "相关性分析练习" builds knowledge you can apply immediately.

相关性作业要展示对齐和缺值处理的影响。一个总体相关数字会隐藏不同环境，资产或策略停机时段也需单独标注。 列四条共同时间收益→手算均值/协方差→对照工具→记录样本数→比较冲击期但不删异常。 本课作业：若A有100日、B有80日且只70日重叠，可否把170行合并后算相关？应报告什么？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸相关性作业要展示对齐和缺值处理的影响。一个总体相关数字会隐藏不同环境，资产或策略停机时段也需单独标注。
• ▸列四条共同时间收益→手算均值/协方差→对照工具→记录样本数→比较冲击期但不删异常。
• ▸本课作业：若A有100日、B有80日且只70日重叠，可否把170行合并后算相关？应报告什么？

Practical Application

After studying, complete the practice tasks below to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "多策略组合"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 相关性分析练习 on your own.