├── .gitignore ├── alpha-pool ├── Readme.md ├── assets │ ├── 101 Formulaic Alpha.pdf │ ├── 华泰期货 CTA 量化策略因子系列 │ │ ├── CTA 量化策略因子系列（一）：波动率因子.pdf │ │ ├── CTA 量化策略因子系列（七）商品动量因子新升级.pdf │ │ ├── CTA 量化策略因子系列（三）：期限结构因子.pdf │ │ ├── CTA 量化策略因子系列（二）：动量因子.pdf │ │ ├── CTA 量化策略因子系列（五）偏度与峰度因子.pdf │ │ ├── CTA 量化策略因子系列（六） 商品成交持仓排名因子（上.pdf │ │ └── CTA 量化策略因子系列（四）：因子组合与择时 .pdf │ ├── 国泰君安-数量化专题之九十三：基于短周期价量特征的多因子选股体系-2017-06-16.pdf │ └── 高频因子:分钟单笔金额序列中的主力行为刻画.pdf └── db.py ├── dataset └── Readme.md ├── knowledge_cards ├── Crypto │ ├── Bitcoin_fundamental.md │ ├── OnChainIndicator.md │ ├── bitcoin_fear_index.md │ ├── bitcoin_in_nutshell.md │ ├── bitcoin_monthly │ │ ├── ARK-Invest_070122_Bitcoin-Monthly_June-22.pdf │ │ └── ARK-Invest_The-Bitcoin-Monthly_August-2022.pdf │ ├── perpetual_contract.md │ └── readme.md ├── Equities │ └── China │ │ └── Readme.md ├── market.md └── readme.md ├── readme.md ├── tech_stack ├── apache_arrow.md ├── grpc_protobuf.md └── readme.md └── thoughts ├── readme.md └── 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