Here I create several folders to store the quant strategies. Specifically, the Classic Strategy folder is used to store some famous strategies, like momentum, MACD, etc. And for other folders, they may be some factors, or some ideas, that are inspired by research reports, news, etc.

I will continue to update this repository. And currently, we have following strategies (factors).

1. Write the backtesting framework by myself.
2. Use backtrader package to implement the backtesting procedure.

Inspired by research report 量稳换手率选股因子——量小、量缩，都不如量稳? from SOOCHOW Securities.

The idea comes from research report 如何将隔夜涨跌变为有效的选股因子？--基于对知情交易者信息优势的刻画 from GUOSHENG Securities.