【半夏投资写给量化同行：SIZE因子大概率到头，何苦把钱都放在DMA里面？】金十数据3月7日讯，半夏投资发布最新月报，“喊话”量化同行：不用我说，相信你也感受到了巨大的压力。

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【半夏投资写给量化同行：SIZE因子大概率到头，何苦把钱都放在DMA里面？】金十数据3月7日讯，半夏投资发布最新月报，“喊话”量化同行：不用我说，相信你也感受到了巨大的压力。SIZE因子大概率到头了。没有了小微盘的超额之后，我相信还有一些优秀的量化同行依然能做超额收益，但大部分人，可能都做不出显著的超额了。多头产品还可以跟着混beta。但中性怎么办？DMA怎么办？财富端雪球大概率卖不动了，没有了...

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