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多因子策略:alpha191因子

由small_q创建,最终由small_q 被浏览 36 用户

因子1示例:

 "factor1":"""
            SELECT 
                date, 
                instrument, 
                -1*pct_rank_by(date, SIGN((0.85*open+0.15*high)-m_lag((0.85*open+0.15*high), 4))) AS _factor_temp,
                1 * _factor_temp AS factor 
            FROM cn_stock_bar1d 
            ORDER BY date, instrument
    """,


回测图:

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策略源码:

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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