摩根大通打造的AI代理在回测中跑赢60/40投资组合

智通财经07-10 08:53

【摩根大通打造的AI代理在回测中跑赢60/40投资组合】投资者如今正日益借助人工智能来执行从选股到风险管理的各种任务，摩根大通研究人员构建了一批AI投资代理，它们会根据不断变化的市况在股票和债券之间切换。在针对过去二十年开展的回溯性测试中，表现最佳的系统每年跑赢传统的60/40投资组合0.7个百分点，且波动率更低，同时也跑赢了摩根大通自有的基于规则的市场状态模型。

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