策略 13已关闭

Equity Market / PEAD / Micro-Cap

port equity-market edges (post-earnings drift, microcaps) onto our stack

策略正文暂以英文显示，中文翻译进行中。

关键指标：

PEAD ~0.1%/trade (negligible); US 8-K: costs = edge

为何存在优势 / 假设: Known equity anomalies (PEAD, dilution) as a source of alpha.
构造: PEAD drift, MOEX microcaps, US 8-K dilution shorts.
测试数据: US + MOEX.
结果: PEAD edge ~0.1%/trade (insignificant). MOEX microcaps — no shorting. US 8-K dilution: costs = edge.
验证: Every slice untradable at our scale.
根因: The stock market does not fit our size/access (shorting, costs, latency).
结论: Dead for our scale.
来源: EQUITY_MARKET_RESEARCH.md

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