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2026
经济分析方法史
经济学为什么是这个样子的？为什么那么多回归？为什么很多人重理轻文？为什么学了那么多理论，实习又是新的东西？为什么……我和你们一样，对这个分裂的经济学世界感到困惑。这门课，是我试图整理清楚的一份笔记。我邀请你们和我一起，去探索这些问题。
Earlier
量化投资/金融数据分析 Quantitative Investment (2025)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2024)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2022)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2023)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
Warnings hanging over my head:
Students are taught minor details in statistics when the hard business of quantitative thinking in economics is getting the data straight; they are taught minor details in mathematics when the hard business of mathematical economics is getting economic ideas straight. (In fact they are often taught mistaken details: that statistical significance, for example, has anything to do with substantive significance; or that a proof on a blackboard is the same thing as a proof in the world [McCloskey 1998; McCloskey and Ziliak 1996]). In most schools they are taught nothing about writing, when the hard business of economic thinking is getting the words straight.
– Deirdre N. McCloskey