进行缩微处理后的Z-Score非常简介好用，时间复杂度也并不高在step3还是秒出不影响过程，但是会对因子构建有更多要求。 最终选择哪种方法，需要通过历史回测来验证哪种方法在你的特定因子组合和选股策略上表现更好、更稳定。 没有绝对最优，只有更合适。

Scott Nevil is an experienced writer and editor with a demonstrated history of publishing content for Investopedia. He goes in-depth to create informative and actionable content around monetary policy ...

Z-scores measure how far a closed-end fund's current discount status is from its average premium or discount. Writers will often highlight the probability of a given Z-score, usually to bolster an ...