基于python的量化交易策略
【摘要】 当前国内金融市场发展迅速，各种衍生品和期权等数量较以往增加了很多，正在以很快的速度向发达市场追赶。在此背景下，量化交易也跟随发达市场的脚步，逐渐发展了起来，投资规模越来越大，虽然占金融投资比重小于5%，总体处于起步阶段，但也有人取得较好的回报，比如富国基金李笑薇的富国沪深300指数增强和宋炳山的尊嘉ALPHA。本文从实际出发，对当今的几个流行量化策略进行了简单的阐述和研究，并根据当前能利用的平台与资源，改进以往的二八小市值轮动策略，以取得较以往更高，更稳健的收入。
Quantitative trading strategy based on python
【Abstract】 Financial market is developing rapidly now in china and catching up with developed markets at a rapid rate.The number of derivatives and options is more than before.In this context,quantitative trading also follow the pace of developed markets and the amount of trade is increasing.Though it's only five pecent of the total,some people get good return like LiXiaoWei and SongBingShan.This article based on realities,studies and introduces several popular quantitative strategies.At the end this paper studies and improves the small market strategy.
目 录
