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Multi-factor Stock Selection

计划你的交易,交易你的计划

Introduction

这是关于多因子选股的项目,自动交易部分已经archive

交易前期(1-3年)具有参考价值,有需要的朋友可以自取。

不过,个人看来,这是在自己投资交易前期,为了感动自己所做的一些工作。

不做不知道,做完才可以决定将这条路pass掉

近期交易策略 在此 查看

这个世界不存在取款机,也不缺少幻想着取款机的傻瓜

Getting Started

没用到 ml && dl ,仅仅通过逻辑判断选股

Requirements

  1. tushare :主要的数据获取平台,需要注册账号并获取tushare码
  2. joinquant :数据非常全面,不过很多都用不到,同样需要进行注册
  3. python
  4. jupyter-lab:编辑器。如何使用请自行学习

Installation

  1. 下载依赖包

    pip install -r requirements.txt
    
  2. 打开 ./utils/token_util.py 更换tushare码

  3. 打开并运行./pull_data.ipynb ,会自动新建 ./data_pulled 文件夹,并将爬取好的股票数据储存在该文件夹下

  4. 打开 /test 文件夹运行你想获取的数据

Future Work

以后大概率不会进行更新了,有需要的朋友可以自取

通过多因子选股,找到的肯定是处在上升周期的公司。那么这些公司的上升阶段还会持续,抑或是已经结束了呢?

更多的精力应该放到行业及公司的研究上,周期的波谷,往往是最佳的布局时机。而这,多因子选股无法做到

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