文件名称:WorldQuant Formulaic 101 Alphas
介绍说明－－下载内容均来自于网络，请自行研究使用
比较好的实现量化交易策略与程序的回测，计算sharp ratio和iR值(You can use the backtest for Quant trade, it provides the sharp ratio and information ratio, etc.
from quantopian.research import run_pipeline
from quantopian.pipeline import Pipeline
from quantopian.pipeline.factors import Latest
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import CustomFactor, AverageDollarVolume, Returns, RSI, VWAP
from quantopian.pipeline.filters import Q500US, Q1500US)
from quantopian.research import run_pipeline
from quantopian.pipeline import Pipeline
from quantopian.pipeline.factors import Latest
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import CustomFactor, AverageDollarVolume, Returns, RSI, VWAP
from quantopian.pipeline.filters import Q500US, Q1500US)
相关搜索： 101种可行方式的量化交易策略
(系统自动生成,下载前可以参看下载内容)
下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| WorldQuant Formulaic 101 Alphas.py | 241058 | 2017-01-14 |