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stock-factor-pool's Introduction

Stock-factor-pool

初始因子池中行情类因子8个,财务类因子共26个,其中市值因子6个、质量因子6个、成长因子6个和资产负债因子8个,技术类因子76个,上述所有因子的具体含义及相关的数学表达式见:因子池.pdf

从收益和风险两个方面,共选取了十个指标,对所构建的多因子量化选股模型的整体性能进行分析评估。十个评估指标详细说明见:收益和风险相关评价指标(10个).pdf

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