用线性随机梯度下降-回归算法实现A股股票选股
策略案例
[https://bigquant.com/experimentshare/7dcb3fe1da07466aa334e3c202a7704f](https://bigquant.com/experimentshare/7dcb3fe1da07466aa334e3c202a770
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/7dcb3fe1da07466aa334e3c202a7704f](https://bigquant.com/experimentshare/7dcb3fe1da07466aa334e3c202a770
由iquant创建,最终由iquant更新于
高频策略的定义有很多,本文指日内的交易策略。本文介绍一种经典的日内交易策略,并应用在期货品种上。
Dual Thrust简称DT,是 Michael Chalek 在80 年代开发的 Dual Thrust,是海外top10交易系统中的其一。属于开盘区间突破类交易系统,以今日开盘价加
由ypyu创建,最终由ypyu更新于
[https://bigquant.com/experimentshare/8594992a1d9345d98cbe949eb6297067](https://bigquant.com/experimentshare/8594992a1d9345d98cbe949eb62970
由ypyu创建,最终由ypyu更新于
LSTM Networks应用于股票市场之Functional Model。本文是已初步探索,如下示例中 使用 LSTM 预测沪深300 涨跌。
用一个input(6 features * 30 time series)训练LSTM,将训练结果与另一个辅助性输入label(np.round(cl
由ypyu创建,最终由ypyu更新于
说明:重要的事情说三遍,这是一篇付费策略的详细报告!这是一篇付费策略的详细报告!这是一篇付费策略的详细报告! 1为人,1为人工智能,二者结合如虎添翼。
最近几年随着深度学习不断的发展,人工智能成为了时下最热门的话题,深度学习在各个领域都有了很多重要应用
由ypyu创建,最终由ypyu更新于
本代码完整版一共包括三部分:数据、算法、回测交易。 由于该策略与机构有一些合作,我们只放出了数据和算法。希望大家能够理解!
[https://bigquant.com/experimentshare/5a93201876eb401e998867e0b5106175](https:
由ypyu创建,最终由ypyu更新于
由small_q创建,最终由small_q更新于
[https://bigquant.com/experimentshare/10ddc26e7b674144ab9e3738b63010a1](https://bigquant.com/experimentshare/10ddc26e7b674144ab9e3738b63010a1
由ypyu创建,最终由ypyu更新于
被实施ST的股票往往存在较为严重的财务问题或其他异常状况,股票风险较大;但是,当上市公司上述异常状况消除后,公司应当在董事会审议通过年度报告后及时向交易所报告并披露年度报告,同时可以申请撤销对其股票实施的退市风险警示,即“摘帽”。ST股票摘帽是一个利好事件,我们试图在其中挖
由ypyu创建,最终由ypyu更新于
海龟交易法是著名的公开交易系统,1983年著名的商品投机家理查德. 丹尼斯在一个交易员培训班上推广而闻名于世,它涵盖了交易系统的各个方面。其法则覆盖了交易的各个方面,并且不给交易员留下一点主观想象决策的余地。它具备一个完整的交易系统的所有成分。这个法则以及使用这个法则的人的故事被写
由ypyu创建,最终由ypyu更新于
在BigQuant平台上可以快速开发股票传统策略和股票AI策略,今天我们就拿市值因子来练手,看看两个策略在2015-01-01到2016-12-31这两年时间各自的收益风险情形。
市值因子是国内股票市场能够带来超额收益的alpha因子,已经被验证为长期有效的因子,也是广大私募基金常用
由ypyu创建,最终由ypyu更新于
[https://bigquant.com/experimentshare/6b05d7bd134e420387acfa25c37b283f](https://bigquant.com/experimentshare/6b05d7bd134e420387acfa25c37b283f
由qxiao创建,最终由qxiao更新于
[https://bigquant.com/experimentshare/38fcb04540004e5aaf724d880e71ee12](https://bigquant.com/experimentshare/38fcb04540004e5aaf724d880e71ee12
由ypyu创建,最终由ypyu更新于
[https://bigquant.com/experimentshare/6774a21c87834dd48de568308a1fd3ee](https://bigquant.com/experimentshare/6774a21c87834dd48de568308a1fd3ee
由ypyu创建,最终由ypyu更新于
[https://bigquant.com/experimentshare/d80a6f9f08aa489d9c2047f8a14ec688](https://bigquant.com/experimentshare/d80a6f9f08aa489d9c2047f8a14ec6
由ypyu创建,最终由ypyu更新于
[https://bigquant.com/experimentshare/06c5d16cb44b46e7a8ffe45ad9a69a95](https://bigquant.com/experimentshare/06c5d16cb44b46e7a8ffe45ad9a69a95
由ypyu创建,最终由ypyu更新于
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
[https://bigquant.com/experimentshare/a8cfb3df111c43fc9bec8f70654ecd5e](https://bigquant.com/experimentshare/a8cfb3df111c43fc9bec8f70654ecd
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/42bf93884b1246ad83c2874f06765732](https://bigquant.com/experimentshare/42bf93884b1246ad83c2874f067657
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/fdb6675987bb4fcc9cdecd1c62488087](https://bigquant.com/experimentshare/fdb6675987bb4fcc9cdecd1c624880
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/72d5601550164505aad979f7265f8fec](https://bigquant.com/experimentshare/72d5601550164505aad979f7265f8f
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/ba0d9048a58e4b419f00c78795d3dcab](https://bigquant.com/experimentshare/ba0d9048a58e4b419f00c78795d3dc
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/587dfa30731644aeac4499c052f9a686](https://bigquant.com/experimentshare/587dfa30731644aeac4499c052f9a6
由iquant创建,最终由iquant更新于
[https://bigquant.com/experimentshare/43995825e0734a9aa0bbb1b40cdfd542](https://bigquant.com/experimentshare/43995825e0734a9aa0bbb1b40cdfd5
由iquant创建,最终由iquant更新于