├── CSVC框架及熊牛指标 ├── 20190617-华泰证券-华泰人工智能系列之二十二：基于CSCV框架的回测过拟合概率.pdf ├── 20200407-华泰证券-华泰金工量化择时系列：牛熊指标在择时轮动中的应用探讨.pdf ├── The Probability of Backtest Overfitting.pdf ├── py │ ├── CSCV回测过拟合概率分析框架.ipynb │ └── 波动率和换手率构建牛熊指标.ipynb └── 择时-20190927-华泰证券-华泰金工量化择时系列：波动率与换手率构造牛熊指标.pdf ├── README.md ├── RSRS择时指标 ├── 20191117-光大证券-技术指标系列报告之六：RSRS择时~回顾与改进.pdf ├── py │ ├── RSRS.ipynb │ └── RSRS改进.ipynb └── 择时-20170501-光大证券-择时系列报告之一：基于阻力支撑相对强度（RSRS）的市场择时.pdf ├── 低延迟趋势线与交易择时 ├── 20170303-广发证券-低延迟趋势线与交易择时.pdf └── py │ └── 低延迟趋势线与交易择时.ipynb ├── 再论动量因子 ├── 20190615-光大证券-多因子系列报告之二十二：再论动量因子.pdf └── py │ └── 再论动量因子.ipynb ├── 北向资金交易能力一定强吗 ├── 20200624-安信证券-金融工程主题报告：北向资金交易能力一定强吗.pdf └── py │ └── 北向资金交易能力一定强吗.ipynb ├── 基于相对强弱下单向波动差值应用 ├── 20151022-国信证券-市场波动率研究：基于相对强弱下单向波动差值应用.pdf └── py │ └── 基于相对强弱下单向波动差值应用.ipynb ├── 基于量价关系度量股票的买卖压力 ├── 20191029-东方证券- 因子选股系列研究六十：基于量价关系度量股票的买卖压力.pdf └── py │ ├── CalFunc.py │ └── 基于量价关系度量股票的买卖压力.ipynb ├── 多因子指数增强 ├── 20180705-天风证券-金工专题报告：基于自适应风险控制的指数增强策略.pdf ├── py │ └── 基于自适应风险控制的指数增强策略.ipynb ├── 【华泰金工】指数增强方法汇总及实例20180531.pdf └── 回测模块.py ├── 小波分析 ├── 20100621-国信证券-基于小波分析和支持向量机的指数预测模型.pdf ├── 20120220-平安证券-量化择时选股系列报告二：水致清则鱼自现_小波分析与支持向量机择时研究.pdf ├── py │ └── 小波分析择时.ipynb └── 回测模块 │ ├── 小波分析_svm.py │ ├── 小波分析_希伯特变换.py │ └── 说明文档.docx ├── 开源证券-市场微观结构研究系列（1）：A股反转之力的微观来源 ├── 20191223-开源证券-市场微观结构研究系列（1）：A股反转之力的微观来源.pdf └── py │ ├── W因子构建.ipynb │ └── 数据集.md ├── 扩散指标 ├── py │ └── 扩散指标.ipynb └── 择时-20190924-东北证券-金融工程研究报告：扩散指标择时研究之一，基本用法.pdf ├── 指数高阶矩择时 ├── 20150520-广发证券-交易性择时策略研究之八：指数高阶矩择时策略.pdf └── py │ └── 指数高阶矩择时.ipynb ├── 时变夏普 ├── 20101028-国海证券-新量化择时指标之二：时变夏普比率把握长中短趋势.pdf ├── 20120726-国信证券-时变夏普率的择时策略.pdf ├── The Applicability of Time-varying Sharpe Ratio to Chinese.pdf ├── py │ └── Tsharpe.ipynb ├── sharpe2-1997.pdf ├── tvsharpe.pdf └── varcov jf94-1994.pdf ├── 来自优秀基金经理的超额收益 ├── 20190115-东方证券-因子选股系列之五十：A股行业内选股分析总结.pdf ├── 20191127-东方证券-《因子选股系列研究之六十二》：来自优秀基金经理的超额收益.pdf ├── 20200528-东方证券-金融工程专题报告：东方A股因子风险模型（DFQ~2020）.pdf ├── 20200707-海通证券-选股因子系列研究（六十八）：基金重仓超配因子及其对指数增强组合的影响.pdf └── py │ └── 来自优秀基金经理的超额收益.ipynb ├── 申万大师系列十三 ├── 20151019-申万宏源-申万大师系列.价值投资篇之十三：罗伯.瑞克超额现金流选股法则.pdf └── py │ └── 系列十三：罗伯·瑞克超额现金流选股法则.ipynb └── 羊群效应 ├── 20181128-国泰君安-数量化专题之一百二十二：基于CCK模型的股票市场羊群效应研究.pdf └── py └── 羊群效应.ipynb /CSVC框架及熊牛指标/20190617-华泰证券-华泰人工智能系列之二十二：基于CSCV框架的回测过拟合概率.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/quanttrade/Quantitative-analysis/HEAD/CSVC框架及熊牛指标/20190617-华泰证券-华泰人工智能系列之二十二：基于CSCV框架的回测过拟合概率.pdf -------------------------------------------------------------------------------- /CSVC框架及熊牛指标/20200407-华泰证券-华泰金工量化择时系列：牛熊指标在择时轮动中的应用探讨.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/quanttrade/Quantitative-analysis/HEAD/CSVC框架及熊牛指标/20200407-华泰证券-华泰金工量化择时系列：牛熊指标在择时轮动中的应用探讨.pdf -------------------------------------------------------------------------------- /CSVC框架及熊牛指标/The 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