Recently, A shares have finally started to strengthen after frequent fluctuations. In recent months, the performance of some quantitative products whose net value has dropped significantly has finally achieved a staged recovery. At the same time, according to financial terminals, the scale of quantitative private equity management has exceeded 1 trillion yuan. In the face of the benefits of unreasonable pricing brought about by a large number of excess returns and large fluctuations in the current market, quantitative investment may be in the best period. However, with the continuous expansion of tens of billions of quantitative private equity and the rapid expansion of the industry scale, quantitative private equity is also facing fierce competition brought about by strategic homogeneity.
As for the application of quantitative investment in stock investment, many investors are often confused by the concepts of quantitative stock selection and quantitative trading. Although both belong to the category of quantitative stock investment, there are obvious differences and belong to two different strategies.
Quantitative stock selection strategy belongs to the category of "quantitative long" stocks. It is a strategy that mainly uses quantitative models to select stocks in the entire stock market to enhance the return of stock portfolios. Its stock selection is more flexible and not restricted by the benchmark index. Therefore, the quantitative stock selection strategy is also called "air index increase".
Quantitative transaction interface to query various transaction data c++ code:
// Query various transaction data
// category: 0=>funds, 1=>shares, 2=>daily entrustment, 3=>daily transaction, 4=>cancellable order,
// 5=>shareholder code, 6=>financing balance, 7=>short lending balance, 8=>marginable securities,
// 12=>can apply for new shares, 13=>subscription quota for new shares, 14=>allocation number, 15=>winning,
// 16=>open financing contracts, 17=>open securities lending contracts, 18=>open securities lending contracts
typedef void (*QueryDataProc)(int clientId, int category, char *result, char *errinfo);
const auto QueryData = reinterpret_cast<QueryDataProc>(GetProcAddress(hDLL, "QueryData"));
assert(QueryData);
std::cout << "========== Query funds: category = 0 ===========\n" ;
int category = 0;
QueryData(clientId, category, result, errinfo);
if (NULL != errinfo[0]) {
std::cout << errinfo << std::endl;
} else {
std::cout << result << std::endl;
}
std::cout << std::endl;
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