低频因子构建:Alpha191因子构建(4)
策略源码:
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[https://bigquant.com/codeshare/4c52e2a4-bf48-4770-8553-a859659170d2](https://bigquant.com/codeshare/4c52e2a4-bf48-477
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[https://bigquant.com/codeshare/4c52e2a4-bf48-4770-8553-a859659170d2](https://bigquant.com/codeshare/4c52e2a4-bf48-477
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/af317223-38b0-441e-b7ff-812d1f5c697e](https://bigquant.com/codeshare/af317223-38b0-441
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/aaaeda58-3eff-4a2d-bbf4-dd528b80e20c](https://bigquant.com/codeshare/aaaeda58-3eff-4a2
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/9bde4672-6aa5-491f-a6c7-20c316da34c8](https://bigquant.com/codeshare/9bde4672-6aa5
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由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
计算方式:
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计算方式:BBI=(3日均线+6日均线+12日均线+24日均线)/4
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计算方式:10日均线-50日均线后再进行移动平均
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计算方式:
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N:一般取值为5、20、60、120、250
量价指标:可选为close、open、high、low、volume、amount、turn
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N:一般取值为5、20、60、120、250
量价指标:可选为clos
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由small_q创建,最终由small_q更新于
单因子策略:尾盘前5分钟的趋势强度
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[https://bigquant.com/codeshare/e51545ca-a096-423c-a21c-6348c7911e87](https://bigquant.com/co
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单因子策略:120日换手率之和
回测图:
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回测图:
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单因子策略:涨跌幅方差
回测图:
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[https://bi
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回测图:
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声明:本策略需要在AIStudio 3.0环境下运行(点击克隆策略选择最新开发环境)
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[https://bigquant.com/codeshare/144ad34b-5448-4f8f-9452-83f4eebee41c](https://bigquant.com/codeshare/144ad34b-54
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[https://bigquant.com/codeshare/c20cdfe8-a8bc-4ccd-a729-b5f079227002](https://bigquant.com/codeshare/c20cdfe8-a8bc-4
由small_q创建,最终由small_q更新于
[https://bigquant.com/codeshare/611573e3-acd8-4a5c-9bbc-502a547ff9ed](https://bigquant.com/codeshare/611573e3-ac
由small_q创建,最终由small_q更新于
[https://bigquant.com/codeshare/f7c0d42e-a4ee-4856-8f97-246e97cd4cdd](https://bigquant.com/codeshare/f7c0d42e-a4
由small_q创建,最终由small_q更新于
[https://bigquant.com/codeshare/bdb96d5c-2ca4-4e9c-b23a-7c7c7e257c8e](https://bigquant.com/codeshare/bdb96d5c-2ca4-4
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[https://bigquant.com/codeshare/a79dcd98-6439-4fa6-b3ce-a77d923686a7](https://bigquant.com/codeshare/a79dcd98-
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[https://bigquant.com/codeshare/5d803df5-0528-4dab-97d8-3db808654e71](https://bigquant.com/codeshare/5d803df5-0528
由small_q创建,最终由small_q更新于
[https://bigquant.com/codeshare/fa4df81a-ebb8-4ecf-8f6d-c8d0fcc157c6](https://bigquant.com/codeshare/fa4df81a-ebb8
由small_q创建,最终由small_q更新于