需补充的官方/机构/学术来源类型：
最新关于零售投资者量化交易的统计数据：具体涵盖其常见错误与失败案例。
关于量化交易的金融法规或监管：具体到零售投资者参与量化交易时需注意的法律框架。
量化交易模型的实验与实际案例：特别是模型失败或成功的具体原因和数据支持。
建议的检索式与实体词表：
“Common mistakes in quantitative trading retail investors”
“Quantitative trading common pitfalls”
“Retail investors quantitative trading challenges”
“Transaction costs in quantitative trading”
“Overfitting in trading models risks”
预计最关键的 5 个证据节点与验证步骤：
零售投资者量化交易常见错误的统计数据：分析失败模型的频率及原因，验证与回测错误的关系。
量化交易的法律法规：确保文章内提及的策略符合法规要求，检查相关机构（如金融监管机构）的出版材料。
市场微观结构对交易影响的权威研究：调研和验证市场结构对零售投资者交易成功的影响。
量化交易中使用的数据质量与模型选择对投资表现的影响：获取最新的学术论文和报告，验证量化交易模型的有效性。
实践中的交易成本及其对零售投资者策略的影响：通过案例分析和专家研究，确认零售投资者忽略成本所带来的损失。
| Evidence Type | Description | Verification Method |
|---|---|---|
| Retail Investor Stats | Data on common mistakes and failures in retail quant trading | Analyze failure frequency and backtesting errors |
| Financial Regulations | Legal frameworks for retail participation in quant trading | Check publications from financial regulatory bodies |
| Market Microstructure Research | Studies on how market structure affects retail trading success | Review authoritative academic and industry papers |
| Quant Model Performance | Impact of data quality and model choice on results | Examine latest papers and reports validating model effectiveness |
| Transaction Costs | Effect of costs on retail trading strategies | Case studies and expert research confirming ignored costs impact |
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