阿程量化交易

【免費公開】交易策略 12 複製結果 (Patreon)

Published:

2025-05-14 05:42:32

Imported:

2026-06

Tags:

Alpha 交易策略進階Alpha Plan 量化研究

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466682880.mp4
Hang Seng Index Futures Backtesting (EquityTrading_ArmIndex) (By阿程量化交易).csv
HSIF_USDCNH_201009_202412.csv
utils.py
result_strategy_12.csv
A03_strategy_12.ipynb

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Content

今次免費公開策略12的完整複製結果 (有code+數據)。個策略係今次 Alpha plan 新文入面3個策略中的其中一個策略，同大家一齊手把手複製出黎。而個策略有robust的經濟原因去支持，所以Alpha一直都無大decay，

Alpha plan 教學片 4 (講點做聚合Alpha): https://www.patreon.com/posts/128911464?pr=true

策略4: https://www.patreon.com/posts/jiao-yi-ce-lue-4-128998865?utm_medium=clipboard_copy&utm_source=copyLink&utm_campaign=postshare_creator&utm_content=join_link

策略5: https://www.patreon.com/posts/129182221

Cheers,

阿程