广发证券高频因子 (hf_alpha_gfzq)

数据描述: 因子源于广发证券部分研报中的高频因子,每日更新

文档
数据简介

用例
表结构
字段 字段类型 字段描述
instrument VARCHAR -
real_kurtosisH8 DOUBLE -
real_skewnessH1 DOUBLE -
real_skewnessH8 DOUBLE -
amountbuy_xlarge DOUBLE -
amountdiff_large DOUBLE -
amountdiff_small DOUBLE -
amountsell_large DOUBLE -
amountsell_small DOUBLE -
amountdiff_xlarge DOUBLE -
amountsell_xlarge DOUBLE -
ratio_realdownvar DOUBLE -
ret_H1 DOUBLE -
corr_VP DOUBLE -
corr_VR DOUBLE -
real_var DOUBLE -
corr_VPH1 DOUBLE -
corr_VPH8 DOUBLE -
corr_VRH1 DOUBLE -
corr_VRH8 DOUBLE -
corr_VRlag DOUBLE -
date TIMESTAMP_NS -
real_upvar DOUBLE -
real_varH1 DOUBLE -
real_varH8 DOUBLE -
trendratio DOUBLE -
corr_VRlead DOUBLE -
corr_VRlagH1 DOUBLE -
corr_VRlagH8 DOUBLE -
real_downvar DOUBLE -
ret_close2H1 DOUBLE -
ret_intraday DOUBLE -
amountbuy_med DOUBLE -
real_kurtosisH1 DOUBLE -
corr_VRleadH1 DOUBLE -
corr_VRleadH8 DOUBLE -
real_kurtosis DOUBLE -
real_skewness DOUBLE -
amountdiff_med DOUBLE -
amountsell_med DOUBLE -
ratio_volumeH1 DOUBLE -
ratio_volumeH2 DOUBLE -
ratio_volumeH3 DOUBLE -
ratio_volumeH4 DOUBLE -
ratio_volumeH5 DOUBLE -
ratio_volumeH6 DOUBLE -
ratio_volumeH7 DOUBLE -
ratio_volumeH8 DOUBLE -
amountbuy_large DOUBLE -
amountbuy_small DOUBLE -
ratio_realupvar DOUBLE -

表名hf_alpha_gfzq

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