招聘:Junior Quantitative Developer-Trading firm-芝加哥# EE - 电子工程
g*u
1 楼
I am working on some stats of recent A stock performance based on market cap.
On the top of my head, I classify the stocks as follows:
Small cap: <10亿元
Medium cap: 10亿~100亿
Large cap: 100亿~1000亿
"Huge" cap: >1000亿
Are the threshold values reasonable? Comments are welcome.
My stats show that Large cap's have had the best performance.
On the top of my head, I classify the stocks as follows:
Small cap: <10亿元
Medium cap: 10亿~100亿
Large cap: 100亿~1000亿
"Huge" cap: >1000亿
Are the threshold values reasonable? Comments are welcome.
My stats show that Large cap's have had the best performance.