Cross-Asset Algorithmic Backtest Research跨资产算法回测白皮书
本页面为大类资产系统化研究总索引。研究覆盖权益（沪深300 / 纳指）、数字资产（BTC / ETH）、 大宗商品与固收（黄金 / 国债），用于观察不同宏观周期下的下行风险控制与跨市场对冲能力。
This portal indexes our multi-asset empirical studies across equities, digital assets, commodities, and fixed income. The whitepapers focus on downside behavior and cross-border diversification across shifting market cycles.
右侧四维量化底座驱动下方组合研究：公开宏观数据、资产相关性矩阵、交易深度滑点、 费用损耗与自适应延迟惩罚共同进入回测引擎，用于观察模型在历史阶段中的成本衰减。
The infrastructure maps macro data, covariance structure, market-depth slippage, fee drag, and latency degradation into one backtest layer, keeping historical comparisons friction-aware.
Liquidity, volatility, and macro inputs routed into the QuantScopeX research engine.
流动性、波动率与宏观数据进入研究引擎，作为白皮书回测的统一底层输入。
BTC/ETH benchmark behavior after fees, slippage, network latency, and volatility stress.
围绕 BTC/ETH，在费用、滑点、网络延迟与波动压力下观察模拟曲线差异。
QQQ, gold, and Treasury sleeves compared across rate-hike, hold, cut, and inflation regimes.
对 QQQ、黄金与美债防御资产在加息、维持、降息与通胀阶段的结构差异做归因。
CSI 300, Nasdaq ETF, Gold ETF, and Treasury ETF framed as a four-sleeve allocation study.
用沪深300、纳指 ETF、黄金 ETF 与国债 ETF 展示进攻、防御与避险资产轮动。
QSX Digital Assets Macro Regime Index数字资产宏观状态指数
BTC/ETH algorithmic index research focused on liquidity regimes, volatility defense, and friction-aware simulation.
围绕 BTC/ETH 的假设性算法指数研究，重点展示流动性状态、波动率防御和摩擦成本模拟。
QSX Global Macro Systematic Allocation Model全球宏观系统性配置模型
QQQ, gold, long-duration Treasuries, and cash proxies studied across Federal Reserve rate-cycle regimes.
研究 Nasdaq-100、黄金、长期美债与现金代理在联储利率周期下的相关性与风险结构。
QSX China-Global Macro Allocation Index中国-全球宏观动态配置指数
CSI 300, Nasdaq-100 ETF, Gold ETF, and China Treasury ETF studied as a four-sleeve macro rotation model.
围绕沪深300、纳指 ETF、黄金 ETF 与中国国债 ETF，展示进攻资产、海外科技、防御资产和极端避险的轮动关系。