├── README.md ├── code ├── #关于Miya_Tes.py文件说明# │ ├── Miya_Test.py │ └── README.md ├── 116_Factor_Test │ ├── Classification-分类 │ │ └── 116FactorTest_Classifier.ipynb │ ├── README.md │ └── Regression-回归 │ │ └── 116FactorTest_Regressor.ipynb ├── 150_Factor_Test │ ├── 150Factor_Test.ipynb │ └── README.md ├── 158_Factor_Test │ ├── 158Factor_Test.ipynb │ └── README.md ├── Alpha191_Facor_Test │ ├── Alpha191.ipynb │ └── README.md ├── 基于股价大幅波动的另类选股因子研究 │ ├── LR_Predict.ipynb │ └── README.md ├── 神经网络初步搭建测试 │ ├── README.md │ └── Tensorflow_Test.ipynb └── 风险因子测试 │ ├── 10Risk_Factor_Test.ipynb │ ├── 4Risk_Factor_Test.ipynb │ └── README.md ├── data ├── 116_Factor_Test │ ├── 116Mfactor1_lgb3 │ ├── 116Mfactor1_lgb4 │ ├── 116Mfactor1_xgb3 │ ├── 116Mfactor1_xgb4 │ ├── 116Wfactor1_lgb3 │ ├── 116Wfactor1_lgb4 │ ├── 116Wfactor1_xgb3 │ └── 116Wfactor1_xgb4 ├── 158_Factor_Test │ ├── 158Wfactor1_lgb3 │ └── 158Wfactor1_lgb4 ├── 191_Factor_Test │ ├── 191Alpha+10Risk │ │ ├── 191Wfactor1_Rlgb3 │ │ ├── 191Wfactor1_Rlgb4 │ │ └── 191Wfactor1_Rxgb4 │ └── 191Alpha │ │ ├── 191Wfactor1_lgb3 │ │ ├── 191Wfactor1_lgb4 │ │ ├── 191Wfactor1_xgb3 │ │ └── 191Wfactor1_xgb4 └── 数据说明.md ├── image ├── 代码说明01.png ├── 代码说明02.png ├── 代码说明03.png ├── 代码说明04.png ├── 基于股价大幅波动的另类选股因子研究01.png ├── 多因子模型01.png ├── 多因子模型02.png ├── 多因子模型03.png ├── 多因子模型04.png ├── 实习总结.png ├── 量化基础知识01.png ├── 量化基础知识02.png ├── 量化基础知识03.png ├── 量化基础知识04.png ├── 量化基础知识05.png ├── 量化基础知识06.png ├── 量化基础知识07.png └── 量化基础知识08.png ├── notebook ├── 1.量化基础知识总结.md ├── 2.多因子模型构建.md ├── 3.因子处理.md └── 4.代码说明.md └── research ├── 17_A股市场风险分析——《因子选股系列研究之十七》.pdf ├── 20150426-国泰君安-数量化专题之五十七：基于组合权重优化的风格中性多因子选股策略.pdf ├── 20160219-东方证券-《因子选股系列研究之六》：用组合优化构建更精确多样的投资组合.pdf ├── 20160523-长江证券-多因子模型系列报告之一：模型理论随想和纯因子组合构建.pdf ├── 20160812-东方证券-《因子选股系列研究之十》：Alpha因子库精简与优化.pdf ├── 20161023-长江证券-多因子模型系列报告之二：利用纯因子组合检验因子有效性.pdf ├── 20161026-长江证券-多因子模型系列报告之三：利用纯因子组合进行因子投资.pdf ├── 20180301-东方证券-因子选股系列研究之三十五：组合优化的若干问题.pdf ├── 21_组合优化是与非——因子选股系列研究之二十一.pdf ├── Barra China Equity Model Descriptor details.pdf ├── Barra China Equity Model.pdf ├── Fama-MacBeth-1973-Risk--return--and-equilibrium-empirical-tests.pdf ├── The Cross-Section of expected stock return.pdf └── fama_common risk factors in the returns on stock and bonds.pdf /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Miya-Su/Quantitative-Trading/HEAD/README.md -------------------------------------------------------------------------------- /code/#关于Miya_Tes.py文件说明#/Miya_Test.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Miya-Su/Quantitative-Trading/HEAD/code/#关于Miya_Tes.py文件说明#/Miya_Test.py -------------------------------------------------------------------------------- /code/#关于Miya_Tes.py文件说明#/README.md: -------------------------------------------------------------------------------- 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