Introduction to QTYX system
The stock quantitative trading system QTYX is a system that can be used for both learning and actual stock trading analysis.
The purpose of sharing the QTYX system is to provide everyone with a template for building a quantitative system, and ultimately help everyone build their own system. Therefore, we provide the source code, which can be re-developed according to your own style.
For the usage strategy of QTYX, you can check the link: QTYX usage strategy
QTYX has been iteratively updated, the current version is V2.6.9 . Subsequent upgrades will update the content of the document synchronously.
Function overview
The stock selection model we introduced in this issue is shown in the red frame diagram below. More than 4,000 stocks in the whole market are finally entered into the self-selected stock pool through the three modules of "data-driven", "sector analysis" and "combination analysis".
how to use
Next, I will teach you how to use it step by step!
This stock selection mode can be executed after the market or during the market (the advantage of stock selection during the market is that you can buy it on the same day, so as to avoid strong stocks that are fermented by the media after the market closes, and open high and go high the next day) .
Usually the daily market will stabilize at 2:30 in the afternoon. At this time, you can start QTYX->[stock selection process]->[start data-driven stock selection].
Next, select [Refresh Stock Selection Data Source] -> [Crawler Daily Index], and then two options will pop up, one is the data of all A shares, and the other is the data corresponding to the current stock pool. Select [A-Share Data Source] here.
If [A-share data source] is selected, a dialog box will pop up prompting "Whether to view the Web version [sector-stock-ups and downs] collection".
This function presents the strength and weakness of different industry sectors and individual stocks in the sector through a dynamic rectangular tree. Clicking "Yes" will generate a rectangular tree map web page, we can visually check the rise and fall of the sector, and after clicking on the sector, we can see the rise and fall of individual stocks.
After closing the rectangular tree diagram, you can see that the data content includes: stock code, industry, location, listing date, latest price, price change, price change, transaction volume, transaction value, highest, lowest, volume ratio , price-earnings ratio, price-to-book ratio, total market capitalization, circulating market capitalization, etc.
After loading the data, we can follow the steps below to filter the entire data with conditional expressions.
Select stocks with an increase of more than 5%, and those with an increase of less than 5% are too weak. Fill in the conditional expression on the interface, and then click [Start stock selection] -> [Data-driven stock selection] -> [Start conditional stock selection], and then the list of stocks that meet the conditions will be filtered out.
Rank according to the quantity ratio, and delete those with a quantity ratio less than 1. If the volume ratio is too low, it means that the stock is not active enough, and it is generally an unpopular stock, which is abandoned in the corner.
Ranked according to the turnover rate, if it is less than 5%, no one pays attention to it, and if it is greater than 10%, it is suspected of being shipped. At this point, many stocks have been ruled out.
Ranked according to the circulating market value, those with a market value greater than 15 billion will be deleted.
The selected stocks are classified and displayed according to the industry they belong to, and observe whether there are recent popular sectors.
Join the combined analysis pool for comparative analysis
Next, we can further select strong stocks by combining fundamental information, market trends, and technical indicators. Click on the stock code to choose to view [Market Trend], [F10 Information], etc.
Here we choose one of the combined analysis methods - "trend superposition analysis"
We click on the stock codes one by one and add them to the "combination analysis pool".
Use the trend overlay analysis function of "Portfolio Analysis" to find out which stocks in these sectors are stronger.
On the "Time Selection Parameters" page, we select "Trend Superposition Analysis", and at this time, the individual stocks in the "Combination Analysis Pool" will be superimposed to compare and analyze their strengths and weaknesses. When selecting a date range, you can select some more trading days ahead to see the strength and weakness of their previous trends.
Here we use the trend of the past 3 months to compare and analyze whose trend is stronger. As long as there is no reversal trend, there is still an expectation of rising.
Add self-selected stock pool
After a series of comparisons, we will add our favorite stocks to the self-selected stock pool.
Click [Stock Selection Process] -> [Start Data-Driven Stock Selection] -> [Save Stock Selection Results], and you can choose either "Complete Replacement" or "Incremental Replacement".
You can also click on the stock code to add stocks individually. At this time, "advanced analysis functions" will be triggered, such as joining the portfolio analysis pool, viewing market trends, viewing cash flow, viewing F10 data, etc.
After joining the "optional stock pool", you can start more analysis in the stock selection process system, such as selecting "shape-driven stock selection", and choosing to identify individual stocks in the "optional stock pool" that meet the requirements. For details, please refer to the corresponding usage guide.
illustrate
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