Quant Strategy Bundle

Quantitative trading strategy bundle - Contains multiple verified A-stock quantitative trading strategy frameworks. Includes momentum strategies, reversal strategies, and trend strategies, with backtesting and signal generation support. Ideal for quantitative trading beginners and strategy development reference.

Quantitative trading strategy bundle with multiple verified strategy frameworks.

Included Strategies

1. Momentum Strategy

• Principle: Buy stocks that have risen in the past
• Holding period: 5-20 days
• Best for: Bull markets

2. Reversal Strategy

• Principle: Buy stocks that have fallen in the past
• Holding period: 3-10 days
• Best for: Range-bound markets

3. Trend Strategy

• Principle: Follow the trend, buy high sell higher
• Holding period: 10-30 days
• Best for: Strong trending markets

Usage

Install Dependencies

pip install pandas numpy xgboost tushare

Basic Usage

from strategy import MomentumStrategy, ReversalStrategy, TrendStrategy

# Initialize strategy
strategy = MomentumStrategy()

# Generate signals
signals = strategy.generate_signals(stock_pool, factors)

# Backtest
result = strategy.backtest(signals, prices)

Configuration

Configure in config.json:

• Tushare token
• Stock pool
• Factor parameters
• Trading parameters

Changelog

v1.0.0 - Initial release