首页 金融财经量化投资策略:125个量价因子

量化投资策略:125个量价因子

量价因子 参数数量
sigmoid 1
sqrt 1
log 1
inverse 1
exp 1
square 1
cube 1
cbrt 1
compare 2
roll_sum_5 1
roll_mul_5 1
delta_5 1
pct_change_5 1
delay_5 1
roll_sma_5 1
roll_std_5 1
ewma_5 1
ewsd_5 1
roll_min_5 1
roll_max_5 1
roll_corr_5 2
roll_rank_5 1
roll_minmaxscale_5 1
roll_standardize_5 1
roll_convex_mapping_5 1
roll_ols_beta_5 2
roll_ols_resid_5 2
roll_argmin_5 1
roll_argmax_5 1
roll_argmaxmin_5 1
roll_sum_10 1
roll_mul_10 1
delta_10 1
pct_change_10 1
delay_10 1
roll_sma_10 1
roll_std_10 1
ewma_10 1
ewsd_10 1
roll_min_10 1
roll_max_10 1
roll_corr_10 2
roll_rank_10 1
roll_minmaxscale_10 1
roll_standardize_10 1
roll_convex_mapping_10 1
roll_ols_beta_10 2
roll_ols_resid_10 2
roll_argmin_10 1
roll_argmax_10 1
roll_argmaxmin_10 1
roll_sum_20 1
roll_mul_20 1
delta_20 1
pct_change_20 1
delay_20 1
roll_sma_20 1
roll_std_20 1
ewma_20 1
ewsd_20 1
roll_min_20 1
roll_max_20 1
roll_corr_20 2
roll_rank_20 1
roll_minmaxscale_20 1
roll_standardize_20 1
roll_convex_mapping_20 1
roll_ols_beta_20 2
roll_ols_resid_20 2
roll_argmin_20 1
roll_argmax_20 1
roll_argmaxmin_20 1
roll_sum_60 1
roll_mul_60 1
delta_60 1
pct_change_60 1
delay_60 1
roll_sma_60 1
roll_std_60 1
ewma_60 1
ewsd_60 1
roll_min_60 1
roll_max_60 1
roll_corr_60 2
roll_rank_60 1
roll_minmaxscale_60 1
roll_standardize_60 1
roll_convex_mapping_60 1
roll_ols_beta_60 2
roll_ols_resid_60 2
roll_argmin_60 1
roll_argmax_60 1
roll_argmaxmin_60 1
roll_sum_120 1
roll_mul_120 1
delta_120 1
pct_change_120 1
delay_120 1
roll_sma_120 1
roll_std_120 1
ewma_120 1
ewsd_120 1
roll_min_120 1
roll_max_120 1
roll_corr_120 2
roll_rank_120 1
roll_minmaxscale_120 1
roll_standardize_120 1
roll_convex_mapping_120 1
roll_ols_beta_120 2
roll_ols_resid_120 2
roll_argmin_120 1
roll_argmax_120 1
roll_argmaxmin_120 1
np.add 2
np.subtract 2
np.multiply 2
np.negative 2
np.abs 2
np.maximum 2
np.minimum 2
np.sin 2
np.cos 2
np.tan 2


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