├── .idea ├── misc.xml ├── modules.xml ├── vcs.xml └── 多因子策略开发.iml ├── 单因子研究 ├── single_factor.py ├── single_factor_special.py └── 单因子研究工具 │ └── 每月固定调仓日-分组持仓.py ├── 发布报告的策略 ├── data │ └── 策略计算表example.xlsx ├── 市场分析小工具 │ ├── 三个月波动率计算.py │ └── 投资小组量化股票投资分析.py ├── 投资小组量化资产配置策略.py ├── 投资小组量化资产配置策略_去美股.py ├── 本杰明格雷厄姆_RSRS择时V1_json1.py ├── 量化资产配置_风险平价_json2.py ├── 量化资产配置_风险预算_json4.py └── 量化资产配置_高阶矩优化_json3.py ├── 市场分析工具 ├── Black-Litterman研究 │ ├── How_to_do_Black_Litterman.doc │ ├── THE_INTUITION_BEHIND_BLACK_LITTERMAN_MODEL_PORTFOLIOS.pdf │ ├── data │ │ ├── cov_data.xlsx │ │ ├── view_data.xlsx │ │ └── weight_data.xlsx │ ├── hierarchical_risk_parity_test.py │ ├── pyrb_test.py │ ├── sample_1.py │ ├── sample_2.py │ └── 投资示例.xlsx ├── HMM市场分析 │ ├── get_data.py │ └── hmm_market_analysis.py ├── PCA分析 │ ├── PCA使用示例.py │ ├── PCA使用示例1.py │ ├── 每日收盘后PCA分析.py │ └── 盘中实时PCA分析.py ├── 关联规则发现 │ ├── Apriori-收益为正.py │ └── Apriori-收益排名前N.py ├── 可转债研究 │ └── 抢权配售策略 │ │ ├── test.py │ │ ├── 抢权配售信息汇总1.py │ │ ├── 抢权配售信息汇总2.py │ │ └── 抢权配售信息汇总3.py ├── 基金分析工具 │ ├── 基金份额分析.py │ └── 基金折溢价率分析.py ├── 基金成分分析 │ └── 手动导数据分析 │ │ └── 手动求解.py ├── 市场不同效用函数研究工具 │ ├── test.py │ ├── 画图脚本 │ │ ├── 画图1.py │ │ ├── 画图2.py │ │ ├── 画图3.py │ │ ├── 画图4.py │ │ ├── 画图5.py │ │ ├── 画图6.py │ │ └── 画图7.py │ ├── 等高线画图示例.py │ └── 经典均值方差效用函数等高线画图工具.py ├── 市场情绪分析工具 │ └── 股指期货贴水指数 │ │ ├── 分析工具.py │ │ └── 基本工具.py ├── 市场择时收益分析 │ └── 择时模型.py ├── 市场舆情监控 │ ├── sina_version.py │ └── test.py ├── 板块变动一致性计算 │ ├── test.py │ └── 申万一级一致性.py ├── 百度结构化文档生成 │ ├── test.py │ ├── 春联写诗.py │ └── 结构化写作.py ├── 真格量化期权策略 │ ├── 双卖策略-K值止损.py │ ├── 双卖策略.py │ ├── 备兑策略.py │ ├── 熊市价差策略.py │ └── 牛市价差策略.py ├── 行业指数择时研究 │ └── 行业指数RSRS择时.py ├── 贝叶斯市场转折点分析 │ ├── test.py │ └── 单转折点分析.py └── 资管报表整理工具 │ ├── 周报估值表.py │ ├── 操作须知.txt │ ├── 新余额表报送数据.py │ └── 月报估值表.py ├── 掘金多因子开发测试 ├── 多因子机器学习选股策略 │ ├── adaboost回测框架.py │ ├── learning_model.py │ └── 多因子开发测试1.py ├── 大师选股策略 │ ├── master_strategy_backtest.py │ ├── master_strategy_backtest_any_months.py │ ├── master_strategy_backtest_industry_SW1.py │ ├── master_strategy_backtest_select_time.py │ ├── 大师选股.py │ └── 大类资产轮动_回测.py ├── 工具 │ ├── JQ数据和因子用法手册.xlsx │ ├── paper │ │ ├── Constrained_Risk_Budgeting.pdf │ │ └── Efficient-algorithms-for-computing-risk-parity-portfolio-weights.pdf │ ├── utils.py │ ├── 候选股票.py │ ├── 因子数据后处理.py │ ├── 择时模型.py │ ├── 持仓配置.py │ ├── 行业轮动SW1.py │ └── 风险评估.py ├── 算法编写模板 │ ├── ARMA │ │ └── test.ipynb │ ├── AdaBoost │ │ └── AdaBoostRegressor.py │ ├── CVXOPT │ │ └── cvx_opt示例.py │ ├── 信号分析处理算法 │ │ └── MUSIC算法.py │ ├── 因子正交处理 │ │ └── 因子正交化统一框架.py │ └── 持仓配置算法 │ │ ├── test.py │ │ └── 组合与优化函数集合.py └── 聚宽回测代码 │ └── 股票回测 │ ├── 根据调仓目标信号股票回测-无对冲.py │ └── 根据调仓目标信号股票回测-有对冲.py └── 财务数据分析 └── 财务数据结构化文档生成 ├── utils_rl.py ├── 个股分析模板.py └── 行业比较分析模板.py /.idea/misc.xml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/08zhangyi/multi-factor-gm-wind-joinquant/HEAD/.idea/misc.xml 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