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2.考虑因子历史选股能力基6gTs上结合择时观40qJ进行权重配置GfaX可以将历史IC均值或者基于axvs子方差协方差RdJn阵的因子风险4Qu7价权重作为配Lxak基准(建议因2zNL历史IC均值差异较大时依据IC均值配权,若因子历史IR相接近则可依据MBDS险平价权重)UoIy并在此基础上u0cb于择时观点进laeN超配和低配Dh9G
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