├── 01. Python programming ├── 操作实例：QTA招新笔试题.ipynb ├── 策略回测框架.ipynb └── 编程内培.ipynb ├── 02. Multi-factor I ├── multi_month_factor_test.ipynb ├── single_month_factor_test.ipynb └── 多因子I课件.pdf ├── 03. Multi-factor II └── 多因子II课件.pdf ├── 04. CTA ├── Dual Thrust日内.py ├── HMM_backtest.py └── 股票择时与期货CTA策略课件.pdf ├── 05. Statistical Arbitrage └── 统计套利课件.pdf ├── 06. Machine Learning ├── QTA_机器学习ppt.pdf └── randomForest.ipynb ├── 07. FOF └── FOF和基金研究-郑奇波 刘俐 何金泽 何隽贤-v3.pdf ├── 08. Asset Allocation ├── BLresult.m ├── Black Litterman Paper.pdf ├── new.mat └── 资产配置20191214.pdf ├── 09. Smart Beta ├── smart beta.pdf └── smartBeta_value&growth.html └── README.md /01. Python programming/操作实例：QTA招新笔试题.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/01. Python programming/操作实例：QTA招新笔试题.ipynb -------------------------------------------------------------------------------- /01. 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CTA/Dual Thrust日内.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/04. CTA/Dual Thrust日内.py -------------------------------------------------------------------------------- /04. CTA/HMM_backtest.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/04. CTA/HMM_backtest.py -------------------------------------------------------------------------------- /04. CTA/股票择时与期货CTA策略课件.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/04. CTA/股票择时与期货CTA策略课件.pdf -------------------------------------------------------------------------------- /05. Statistical Arbitrage/统计套利课件.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/05. Statistical Arbitrage/统计套利课件.pdf -------------------------------------------------------------------------------- /06. Machine Learning/QTA_机器学习ppt.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/06. Machine Learning/QTA_机器学习ppt.pdf -------------------------------------------------------------------------------- /06. Machine Learning/randomForest.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/06. Machine Learning/randomForest.ipynb -------------------------------------------------------------------------------- /07. FOF/FOF和基金研究-郑奇波 刘俐 何金泽 何隽贤-v3.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/07. FOF/FOF和基金研究-郑奇波 刘俐 何金泽 何隽贤-v3.pdf -------------------------------------------------------------------------------- /08. Asset Allocation/BLresult.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/08. Asset Allocation/BLresult.m -------------------------------------------------------------------------------- /08. Asset Allocation/Black Litterman Paper.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/08. Asset Allocation/Black Litterman Paper.pdf -------------------------------------------------------------------------------- /08. Asset Allocation/new.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/08. Asset Allocation/new.mat -------------------------------------------------------------------------------- /08. Asset Allocation/资产配置20191214.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/08. Asset Allocation/资产配置20191214.pdf -------------------------------------------------------------------------------- /09. Smart Beta/smart beta.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/qta2019/QtaTraining2019/HEAD/09. Smart Beta/smart beta.pdf -------------------------------------------------------------------------------- /09. 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