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quant_learn's Introduction

quant learn(尚未完成,还在开发中)

模块功能

data: 获取行情数据,更新每日数据到本地csv文件,重复读取时可走本地缓存

demo_learn: 学习quant技能的案例

calculate_strategy: 交易策略,判断买入点和卖出点

example: 交易的入口

行情记录

获取每日的交易情况,并且提供买入点和卖出点的提醒。

策略开发

首先通过PE百分位对行业估值做划分,把行业分为高、中、低三个级别。采用对ETF的成分股的交易状态按照ETF的配比做加权,来判断交易的趋势。

1. 低估值

观察低估值ETF的趋势是否平缓,是否有机会大跌反弹轻仓介入,或者底部建仓。

2. 中等估值

观察中等估值,是否处于波动期,可以进行高抛低吸的操作,或者是否有一波趋势即将来袭。

3. 高估值

观察高估值ETF的动能是否强烈,衡量追涨的风险与收益是否值得买入。并且关注短期回落趋势,快速离场。

自动交易

无需人工盯盘,程序可进行自动化交易。

quant_learn's People

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