基于遗传规划的CTA策略构建（含源码）

<div class="bq-course-title"> 课程详情 </div> <div class="bq-course-text"> 已知我们可以构建股票的截面因子策略，并且可以通过遗传规划算法进行因子的自动挖掘，发觉其中复杂的非线性关系。那么，截面因子在期货市场的应用如何呢？是否仍然可以靠遗传算法自动挖掘中更多的有效因子？ <br /> <div class="bq-course-title"> 策略思想： </div> <div class="bq-course-text"> 1.CTA策略介绍<br /> 2.算法背景<br /> 3.遗传算法原理<br /> 4.因子挖掘应用<br /> </div> <div class="bq-course-title"> 因子示例 </div> <div class="bq-course-text"> 本次总共进行了20代因子挖掘，挖掘出70+因子，部分如下：<br /> 'delta(mean3(close, open, ts_regbeta(6, amount, close)), 3)'<br /> 'delta(mean3(close, open, ts_regbeta(3, amount, volume)), 3)',<br /> 'delta(mean3(close, open, ts_regbeta(6, amount, mul(sign(high), ts_max(amount, 7)))), 3)', <br /> 'delta(mean3(close, open, ts_regbeta(6, amount, abs(volume))), 3)', <br /> 'delta(mean3(close, open, ts_regbeta(3, amount, close)), constant(3))', <br /> 'delta(mean3(close, open, ts_regbeta(constant(10), amount, close)), 3)', <br /> ......<br /> </div> <div class="bq-course-title"> 模拟交易 </div> <div class="bq-course-phone"> <img width="100%" src="http://bigquant.com/asset-v1:plus+strategy05+2023-05-20+type@asset+block@640__3_.png" /> </div> <div class="bq-course-pc" > <img width="100%" src="http://bigquant.com/asset-v1:plus+strategy05+2023-05-20+type@asset+block@640__3_.png" /> </div> <div class="bq-course-title"> 课程团队 </div> <div class="bq-course-team"> <img src="http://bigquant.com/asset-v1:plus+strategy05+2023-05-20+type@asset+block@守田备份.png" class="bq-course-icon" alt="Course Staff Image #2" /> <div> <div class="bq-course-text">讲师：邵守田老师</div> <div class="bq-course-text">BigQuant首席策略工程师，东北财经大学金融硕士， 10年+量化投资经验，曾任职私募基金经理，管理数亿资金，主导DeepAlpha的系列研究设计。</div> </div> </div>