├── .DS_Store ├── README.md ├── code ├── CSI500.csv ├── MACRO.xlsx ├── __pycache__ │ ├── strategy.cpython-38.pyc │ ├── structs.cpython-38.pyc │ ├── trade.cpython-38.pyc │ └── visualization.cpython-38.pyc ├── main.py ├── strategy.py ├── structs.py ├── trade.py └── visualization.py └── plot └── .DS_Store /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/.DS_Store -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/README.md -------------------------------------------------------------------------------- /code/CSI500.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/CSI500.csv -------------------------------------------------------------------------------- /code/MACRO.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/MACRO.xlsx -------------------------------------------------------------------------------- /code/__pycache__/strategy.cpython-38.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/__pycache__/strategy.cpython-38.pyc -------------------------------------------------------------------------------- /code/__pycache__/structs.cpython-38.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/__pycache__/structs.cpython-38.pyc -------------------------------------------------------------------------------- /code/__pycache__/trade.cpython-38.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/__pycache__/trade.cpython-38.pyc -------------------------------------------------------------------------------- /code/__pycache__/visualization.cpython-38.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/__pycache__/visualization.cpython-38.pyc -------------------------------------------------------------------------------- /code/main.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/main.py -------------------------------------------------------------------------------- /code/strategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/strategy.py -------------------------------------------------------------------------------- /code/structs.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/structs.py -------------------------------------------------------------------------------- /code/trade.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/trade.py -------------------------------------------------------------------------------- /code/visualization.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/code/visualization.py -------------------------------------------------------------------------------- /plot/.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xixi0222/Find-Alpha-Volatility-Factor/HEAD/plot/.DS_Store --------------------------------------------------------------------------------