Quantitative technology house team launched a series of quantitative investment courses in CSDN College

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"Quantity Technology House & Hongyuan Futures" live broadcast series sharing. This series of sharing will last for more than half a year, and there will be at least one public live broadcast every month. The theme of the fifth lecture is the trading strategy of tracking high futures positions. It is also a fundamental quantitative trading strategy, but unlike the previous live broadcast, the source of signal data for this strategy is not fundamental data in the traditional sense, but We found effective "alternative data"

The following is the complete recorded video, which we divided into 5 parts to explain. The full version of the source code of this live broadcast sharing strategy is exclusively released on Quantum Technology House Knowledge Planet (for each live broadcast, we exclusively open source the complete strategy source code on Knowledge Planet)

How to Track Exchange Positions

Introduces the basic principle of post-hours position data released by the exchange, and how to obtain these data.

Strategies for Tracking Exchange Positions (1)

Explained the first strategy of this live broadcast, how to use the exchange position data to screen out "informed traders". Informed traders are often the main force in the market, and following the main force can achieve better trading performance.

Strategies for Tracking Exchange Positions (1)

Tracking the exchange position strategy (2)

Explained the second strategy of this live broadcast, another way to use the position data of the exchange to build a strategy. According to the top 20 positions, calculate the long-short tendency of the market, so as to build a strategy signal.

Tracking the exchange position strategy (2)

From exchange positions to high positions

The position data of the exchange has problems such as the separation of large accounts and the uneven trading levels of large accounts in the same seat. How to avoid such problems in the strategy of tracking positions. Introducing alternative data: the high holding positions counted by a certain website.

From exchange positions to high positions

Python realizes tracking high holding position strategy

Explain the steps and key code modules of Python to realize the strategy of tracking high-handed positions. The technologies used include image crawler, OCR recognition, Chinese correction, signal logic backtesting and visualization.

Python realizes tracking high holding position strategy

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