每个文件夹中有对应的券商研报及相关的论文,py文件中为ipynb的复现文档
指数择时类
- RSRS择时指标(光大证券)
- 低延迟趋势线与交易择时(广发证券-主要使用广发开发的LLT均线,本质为一种低阶滤波器)
- 基于相对强弱下单向波动差值应用(国信证券)
- 扩散指标(东北证券)
- 指数高阶矩择时(广发证券)
- CSVC框架及熊牛指标(华泰证券)
- a. CSVC为一个防过拟框架
- b. 熊牛指标
- 羊群效应(国泰君安)
- 小波分析择时
- 时变夏普
- 北向资金交易能力一定强吗(安信证券)
因子
量化价值
This project forked from hugo2046/quantsplaybook
券商金工研报复现
Home Page: https://www.joinquant.com/user/9df4817f9c39c67ea27e97be2b182d1c
每个文件夹中有对应的券商研报及相关的论文,py文件中为ipynb的复现文档
指数择时类
因子
量化价值
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