Update knowledge base with recent forum insights and clarifications
- Added new sections on missing data handling and experimental variables in data and signal semantics (2026-09-25). - Included clarifications on clustering representatives and candidate evaluations in portfolio and correlation optimization (2026-09-25). - Updated README to reflect the latest forum synchronization and new post counts, including significant additions and revisions across multiple topics (2026-09-25).
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增加同类字段可能只是叠加相关噪声和缺失。帖子记录了同域克隆失败、跨类别组合更好的样本,但没有证明多类别组合必然有效。来源:[字段堆越多alpha越牛?我替你们试过了,真不是这么回事](https://support.worldquantbrain.com/hc/en-us/community/posts/41908323673111)(2026-07-13)。
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保持主字段、方向与覆盖语义后,才讨论删除冗余算子;降低 OpCount 不能靠偷偷改变信号。来源:[【Quant101】OpCount 拯救计划:因子化简](https://support.worldquantbrain.com/hc/en-us/community/posts/41105918774807)(2026-06-10)。详见 [优化流程](../08-alpha-optimization/diagnostic-workflow.md)。
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## 2026-09-25 补充:缺失设置是实验变量
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[按数据类型选择回填](https://support.worldquantbrain.com/hc/en-us/community/posts/43273417454487)(2026-09-05,本轮补录)和 [NanHandling 讨论](https://support.worldquantbrain.com/hc/en-us/community/posts/43562519639063)(2026-09-17,本轮补录)提醒,事件未发生、状态尚未更新与采集缺失不能用同一填法。NanHandling ON/OFF、算子及字段组合可能改变有效股票数和信号含义;文中观测不是平台所有算子的统一定义,尤其不能推广“其他情况无所谓”。
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[新闻密度帖的新增可见评论](https://support.worldquantbrain.com/hc/en-us/community/posts/43541109631895#community_comment_43582240044695)(评论发表于 2026-09-18)提出:若无新闻日为缺失且均值忽略缺失,得到的是有新闻日的条件均值,并非每个交易日的新闻密度。应先核对实际返回值,再比较零填充、原缺失和有限回填,同时观察覆盖与集中度;不能预先把缺失都当无事件。[预处理讨论评论](https://support.worldquantbrain.com/hc/en-us/community/posts/43527457608087#community_comment_43552980010775)(2026-09-17,本轮补齐)进一步提醒,回填后的 Sharpe 提升可能只是股票构成改变,需并看信号年龄、多空数量、换手及分组暴露。这些是评论者的机制建议,不是已确认因果结果。
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历史频域来源 41208709211671 在本次列表缺失,2026-09-25 直接 API 请求返回 404;保留此前归纳和来源,不据此判断作者删除或内容失效。
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