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        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "shi-index-data",
          "title": "BetaPlus 1000 指数",
          "url": "https://www.factorwar.com/data/betaplus-1000-index/",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "shi-model-data:1",
        "claim": "公开CAPM、FF3/5、Carhart、HXZ等A股日月频因子数据",
        "firstSeenAt": "2026-01-01",
        "firstSeenEpoch": 1767225600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "shi-model-data",
          "title": "BetaPlus A股多因子模型与数据",
          "url": "https://www.factorwar.com/data/factor-models/",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "shi-model-data:2",
        "claim": "算法版本和市场/无风险收益应分离保存",
        "firstSeenAt": "2026-01-01",
        "firstSeenEpoch": 1767225600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "shi-model-data",
          "title": "BetaPlus A股多因子模型与数据",
          "url": "https://www.factorwar.com/data/factor-models/",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "shi-about:1",
        "claim": "研究聚焦因子投资、资产配置与组合管理",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-about",
          "title": "BetaPlus 关于我们",
          "url": "https://www.factorwar.com/about/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-about:2",
        "claim": "学术严谨与实务约束必须同时保留",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-about",
          "title": "BetaPlus 关于我们",
          "url": "https://www.factorwar.com/about/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-allocation:1",
        "claim": "因子收益进入组合前要经过协方差、风险模型和实施边界",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-allocation",
          "title": "资产配置研究索引",
          "url": "https://www.factorwar.com/research/asset-allocation/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-allocation:2",
        "claim": "因子择时的一阶矩证据通常不足",
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        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-allocation",
          "title": "资产配置研究索引",
          "url": "https://www.factorwar.com/research/asset-allocation/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-asset-pricing:1",
        "claim": "因子动物园、p-hacking、多重检验、缺失数据和可复制研究属于同一审计问题",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-asset-pricing",
          "title": "资产定价研究索引",
          "url": "https://www.factorwar.com/research/asset-pricing/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-asset-pricing:2",
        "claim": "应从SDF/资产定价理论向下约束经验因子",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-asset-pricing",
          "title": "资产定价研究索引",
          "url": "https://www.factorwar.com/research/asset-pricing/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-home:1",
        "claim": "因子研究应把理论、实证与A股可复制结果放在同一框架",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-home",
          "title": "BetaPlus：专注于多因子模型和异象研究",
          "url": "https://www.factorwar.com/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "shi-home:2",
        "claim": "公开数据和算法说明是可复现性的组成部分",
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        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "shi-home",
          "title": "BetaPlus：专注于多因子模型和异象研究",
          "url": "https://www.factorwar.com/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      }
    ]
  },
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    "displayName": "罗伯特·卡弗",
    "sourceIdentity": "Robert Carver",
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    "methodology": "按承载该观点的最早公开来源时间排序；只有年份时保留年精度，持续更新页无稳定首发日期时使用本站首次核验日期并显式标注。",
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    "claimCount": 20,
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        "claimKey": "carver-pooling:1",
        "claim": "单一品种通常没有足够数据区分规则优劣",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-pooling",
          "title": "Optimising weights with costs",
          "url": "https://qoppac.blogspot.com/2016/05/optimising-weights-with-costs.html",
          "kind": "博客/文章"
        },
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      {
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        "claim": "池化估计能增加有效样本但必须尊重可比性",
        "firstSeenAt": "2016-05-01",
        "firstSeenEpoch": 1462060800000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-pooling",
          "title": "Optimising weights with costs",
          "url": "https://qoppac.blogspot.com/2016/05/optimising-weights-with-costs.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-system:1",
        "claim": "应同时比较实盘与回测而不是只展示回测",
        "firstSeenAt": "2021-12-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-system",
          "title": "My trading system",
          "url": "https://qoppac.blogspot.com/2021/12/my-trading-system.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-system:2",
        "claim": "交易规则、成本、资产与风险预算构成一个整体",
        "firstSeenAt": "2021-12-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-system",
          "title": "My trading system",
          "url": "https://qoppac.blogspot.com/2021/12/my-trading-system.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-sample:1",
        "claim": "慢速系统即使有数十年和上百品种，有效独立样本仍可能很少",
        "firstSeenAt": "2022-01-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-sample",
          "title": "Slow systems and effective sample size",
          "url": "https://qoppac.blogspot.com/2022/",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-sample:2",
        "claim": "统计显著性应按信号频率而非原始行数判断",
        "firstSeenAt": "2022-01-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-sample",
          "title": "Slow systems and effective sample size",
          "url": "https://qoppac.blogspot.com/2022/",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-live:1",
        "claim": "规则分组收益和相关性要跨多个窗口观察",
        "firstSeenAt": "2022-05-01",
        "firstSeenEpoch": 1651363200000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-live",
          "title": "Historic and recent performance by trading rule",
          "url": "https://qoppac.blogspot.com/2022/05/historic-and-recent-performance-by.html",
          "kind": "博客/文章"
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        "note": null
      },
      {
        "claimKey": "carver-live:2",
        "claim": "实盘执行差异是需要积累的数据而非噪声",
        "firstSeenAt": "2022-05-01",
        "firstSeenEpoch": 1651363200000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-live",
          "title": "Historic and recent performance by trading rule",
          "url": "https://qoppac.blogspot.com/2022/05/historic-and-recent-performance-by.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-costs:1",
        "claim": "成本应进入动态优化而不是回测后统一扣减",
        "firstSeenAt": "2023-02-01",
        "firstSeenEpoch": 1675209600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-costs",
          "title": "Dynamic optimisation and expensive instruments",
          "url": "https://qoppac.blogspot.com/2023/02/",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-costs:2",
        "claim": "高成本品种可提供预测信息但不一定应实际交易",
        "firstSeenAt": "2023-02-01",
        "firstSeenEpoch": 1675209600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-costs",
          "title": "Dynamic optimisation and expensive instruments",
          "url": "https://qoppac.blogspot.com/2023/02/",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-backtest:1",
        "claim": "期货连续价、原始合约价和百分比收益分母不能混用",
        "firstSeenAt": "2026-01-01",
        "firstSeenEpoch": 1767225600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-backtest",
          "title": "pysystemtrade Backtesting Guide",
          "url": "https://github.com/pst-group/pysystemtrade/blob/develop/docs/backtesting.md",
          "kind": "代码/数据"
        },
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      },
      {
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        "claim": "交易成本应拆为点差、合约费用、比例费和每笔费用",
        "firstSeenAt": "2026-01-01",
        "firstSeenEpoch": 1767225600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-backtest",
          "title": "pysystemtrade Backtesting Guide",
          "url": "https://github.com/pst-group/pysystemtrade/blob/develop/docs/backtesting.md",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "carver-code:1",
        "claim": "同一系统支持回测和生产交易",
        "firstSeenAt": "2026-01-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-code",
          "title": "pysystemtrade",
          "url": "https://github.com/pst-group/pysystemtrade",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "carver-code:2",
        "claim": "数据、配置、缓存、预测、仓位、组合、账户构成可追踪阶段",
        "firstSeenAt": "2026-01-01",
        "firstSeenEpoch": 1767225600000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "year",
        "dateBasis": "source_publication",
        "dateBasisLabel": "本站首次核验",
        "confidence": "medium",
        "source": {
          "id": "carver-code",
          "title": "pysystemtrade",
          "url": "https://github.com/pst-group/pysystemtrade",
          "kind": "代码/数据"
        },
        "note": null
      },
      {
        "claimKey": "carver-real-data:1",
        "claim": "真实市场没有固定且已知的分布",
        "firstSeenAt": "2026-06-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-real-data",
          "title": "Forecasting statistical estimates when data gets real",
          "url": "https://qoppac.blogspot.com/2026/06/forecasting-statistical-estimates-when.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-real-data:2",
        "claim": "真实相关性估计误差远大于理想随机数据，需收缩",
        "firstSeenAt": "2026-06-01",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "month",
        "dateBasis": "source_url",
        "dateBasisLabel": "本站首次核验",
        "confidence": "high",
        "source": {
          "id": "carver-real-data",
          "title": "Forecasting statistical estimates when data gets real",
          "url": "https://qoppac.blogspot.com/2026/06/forecasting-statistical-estimates-when.html",
          "kind": "博客/文章"
        },
        "note": null
      },
      {
        "claimKey": "carver-blog:1",
        "claim": "研究结果应公开包括无效结果",
        "firstSeenAt": "2026-07-26",
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        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "carver-blog",
          "title": "This Blog is Systematic",
          "url": "https://qoppac.blogspot.com/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "carver-blog:2",
        "claim": "数据不足时优先池化、平均和稳健化，而非精细拟合",
        "firstSeenAt": "2026-07-26",
        "firstSeenEpoch": 1785024000000,
        "displayDate": "undefined 首次核验",
        "datePrecision": "archive",
        "dateBasis": "archive_observation",
        "dateBasisLabel": "本站首次核验",
        "confidence": "bounded",
        "source": {
          "id": "carver-blog",
          "title": "This Blog is Systematic",
          "url": "https://qoppac.blogspot.com/",
          "kind": "资料库"
        },
        "note": "持续更新页面未提供稳定首发日期；本时间是本站首次完成公开核验的日期，不声称等于观点在全球的绝对首发。"
      },
      {
        "claimKey": "carver-start:1",
        "claim": "系统化投资从预测、风险和组合规则出发",
        "firstSeenAt": "2026-07-26",
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