本文共 5077 字,大约阅读时间需要 16 分钟。
传统多因子
单因子分析之一PE https://www.ricequant.com/community/topic/36821/ 单因子分析模板之二净利增长率(标准化中性化) https://www.ricequant.com/community/topic/36822/技术因子(选股,择时)
#策略分享#【SAR_择时_发布】 https://www.ricequant.com/community/topic/36723/ #策略分享#【RSI_择时_发布】 https://www.ricequant.com/community/topic/36720/ #策略分享#【双均线_择时_发布】 https://www.ricequant.com/community/topic/36716/ #策略分享#【价格突破_择时_发布】 https://www.ricequant.com/community/topic/36715/ #策略分享#【低波动双均线_选股_发布】年化17%夏普0.8 https://www.ricequant.com/community/topic/36748/ #策略分享#【均线多头排列_选股_发布】 https://www.ricequant.com/community/topic/36729/ #策略分享#【SAR_选股_发布】 https://www.ricequant.com/community/topic/36727/ #策略分享#【KDJ_选股_发布】年化20夏普0.6 https://www.ricequant.com/community/topic/36761/ #策略分享#【低波动率双均线_资金止损_选股_发布】 https://www.ricequant.com/community/topic/36772/ #策略分享#【KDJ双均线_选股_发布】资金限制和止损逻辑 https://www.ricequant.com/community/topic/36766/ #策略分享#【高动量低波动率_选股_发布】资金限制和止损 年化17% 夏普0.9 https://www.ricequant.com/community/topic/36765/ #策略分享#【KDJ双均线_选股_发布】年化13%夏普0.4 https://www.ricequant.com/community/topic/36763/ #策略分享#【低波动率均线导数_选股_发布】年化12夏普0.5 https://www.ricequant.com/community/topic/36762/ 【ATR选股以及优化】年化收益10% 夏普比率0.4 https://www.ricequant.com/community/topic/36830/ #策略分享#【boll_网格策略Z】年化收益15% 夏普比率1.6 https://www.ricequant.com/community/topic/36843/#策略分享#【macd_选股_发布】
https://www.ricequant.com/community/topic/36733/#策略分享#【自动量基础版】年化收益10% 夏普比率0.49
https://www.ricequant.com/community/topic/36982/选股
#策略分享#【小市值_选股_发布】年化17%夏普0.6 https://www.ricequant.com/community/topic/36731/ #策略分享#【小流通市值低价股_选股_发布】年化29%夏普0.85 https://www.ricequant.com/community/topic/36747/ #策略分享#【小流通市值_选股_发布】年化15%夏普0.5 https://www.ricequant.com/community/topic/36741/投资组合
#策略分享#【马科维茨投资组合策略(股票)】年化收益65% 夏普比率0.84 https://www.ricequant.com/community/topic/36627/机器学习
【研究】机器学习寻找最优技术因子组合 https://www.ricequant.com/community/topic/36754//2 【研究】相关性(机器学习,统计)预估技术因子表现 https://www.ricequant.com/community/topic/36753/ 机器学习寻找最优技术因子组合之二 https://www.ricequant.com/community/topic/36829/CTA
#策略分享#【dual thrust】 https://www.ricequant.com/community/topic/36847/ #策略分享#【菲阿里四价策略】 https://www.ricequant.com/community/topic/36846/未分类
#策略分享#【套利策略】练手作 https://www.ricequant.com/community/topic/36842/ arima股票价格预测尝试 https://www.ricequant.com/community/topic/36780/ 概率密度图寻找最佳止盈止损的尝试 https://www.ricequant.com/community/topic/36787/ 量化策略开发中的参数调优 https://www.ricequant.com/community/topic/36831 其他_量化中需留意的坑 https://www.ricequant.com/community/topic/36779/
多因子
选股_多因子低价低流通 https://uqer.io/v3/community/share/58ea37b401202c004a8c22a0 选股_多因子_破解单因子穷举回测模式 https://uqer.io/v3/community/share/58f8ba6b82f66b0050dafe24 选股_多因子_破解单因子分析模式 https://uqer.io/v3/community/share/58f891175296790058b7d74a 选股_小市值_HS300消生存偏差改止损 https://uqer.io/v3/community/share/58ddde6725ff660054c72f6c技术因子选股择时
择时_箱体突破02错误更正优化止损 https://uqer.io/v3/community/share/58f2e91b5296790056b7ccee 择时_箱体突破 https://uqer.io/v3/community/share/58edb826952c300058de4195 趋势_动量_波动率优化,线性回归系数_02 https://uqer.io/v3/community/share/58e47128891e5f0057b8760b 趋势_动量_波动率优化,线性回归系数 https://uqer.io/v3/community/share/58e33ec5891e5f0055b87448 趋势_放量上涨_特殊调仓止损机制 https://uqer.io/v3/community/share/58e0e60caf30b60055072609 趋势_动量_02相关系数 https://uqer.io/v3/community/share/58eb38b5952c300059de3ebb 趋势_动量_基础练手贴 https://uqer.io/v3/community/share/58de0a9e6d08bb0050c5247d 价格递增_有效性尝试 https://uqer.io/v3/community/share/55db2b2ef9f06c521f156a62 分享_策略尝试_10日高低点突破_搭配策略 https://uqer.io/v3/community/share/56bb33c6228e5b0fe1b17998统计概率
统计分析_月份和涨跌相关性 https://uqer.io/v3/community/share/56b61305228e5b0fe3b17acb 统计分析_周一涨跌和本周涨跌相关性 https://uqer.io/v3/community/share/56a4a5b8228e5b204bd916c0机器学习
基于形态特征的机器学习方法03_连续值处理01_博tmp https://uqer.io/v3/community/share/5bd651954f588c0172830f41 基于形态特征的机器学习方法02_不平衡数据的处理 https://uqer.io/v3/community/share/5bcaf573c9a4d2017adb1e10 基于形态特征的机器学习方法01 https://uqer.io/v3/community/share/5bcaf08ab29fc4b839fa7886 机器学习03_回归_树回归_技术因子组合 https://uqer.io/v3/community/share/59055da482f66b0057db0c6b 机器学习02_分类_随机森林_技术因子组合 https://uqer.io/v3/community/share/59054d1582f66b0051db0288 机器学习01_随机森林练手贴 https://uqer.io/v3/community/share/58fefa7482f66b0059db09c8 机器学习帖_小整理 https://uqer.io/v3/community/share/58e9c55001202c00538c245f未分类
优矿策略学习笔记整理02
https://uqer.io/v3/community/share/592fbc90df54d200587926da 优矿策略学习笔记整理01 https://uqer.io/v3/community/share/592fba271bfe1200527f2114 其他_量化中需留意的坑 https://uqer.io/v3/community/share/58f9866582f66b0057daff02 短向量模型_20180704_博 https://uqer.io/v3/community/share/5b4ac7f7b12600012094f7a5 事件_HS300指数新增成分股跟踪 https://uqer.io/v3/community/share/58e0d7b4891e5f0056b8736f 工具_因子筛选,因子高低频,因子贡献度 https://uqer.io/v3/community/share/58fc64674a34b00055f07899 其他_市场风格判断 https://uqer.io/v3/community/share/58eb76a6952c300053de3dec 选股_多因子市盈率_筛选器练手 https://uqer.io/v3/community/share/56752569228e5bab37c979ec 秩相关序数和卡方检查的区别 https://uqer.io/v3/community/share/5896f322c1e3cc00557fd3a6 生存者偏差对评估影响_消除生存者偏差问题 https://uqer.io/v3/community/share/567663bf228e5bab34c9779b 测试手续费造成买卖和指数偏差程度 https://uqer.io/v3/community/share/55e45e15f9f06c5221156a9b 博客_生存者偏差对策略评价的影响 https://uqer.io/v3/community/share/567524b9228e5bab34c97782转载地址:http://chyws.baihongyu.com/