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<!-- | ||
* @Author: your name | ||
* @Date: 2022-04-17 00:54:11 | ||
* @LastEditTime: 2022-05-06 10:43:10 | ||
* @LastEditTime: 2022-05-23 09:31:56 | ||
* @LastEditors: hugo2046 [email protected] | ||
* @Description: 打开koroFileHeader查看配置 进行设置: https://github.com/OBKoro1/koro1FileHeader/wiki/%E9%85%8D%E7%BD%AE | ||
* @FilePath: \undefinedd:\WrokSpace\Quantitative-analysis\README.md | ||
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14. [技术指标形态识别](https://www.joinquant.com/view/community/detail/1636a1cadab86dc65c65355fe431380c) | ||
- 复现《Foundations of Technical Analysis》 | ||
- Technical Pattern Recognition文件:申万行业日度跟踪(Technical Pattern Recognition) | ||
15. [C-VIX中国版VIX编制手册](https://www.joinquant.com/view/community/detail/787f5bf7ba5add2d5bc68e154046c10e) | ||
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**因子** | ||
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11. [高质量动量因子选股](https://www.joinquant.com/view/community/detail/f72c599da7d4ca155b25bff4b281e2e6) | ||
12. [APM因子改进模型](https://www.joinquant.com/view/community/detail/992fe40cc06c0bde50aa4aaf93fa042c) | ||
13. [高频价量相关性,意想不到的选股因子](https://www.joinquant.com/view/community/detail/539e74507dbf571f2be21d8fa4ebb8e6) | ||
14. ["因时制宜"系列研究之二:基于企业生命周期的因子有效性分析]() | ||
14. ["因时制宜"系列研究之二:基于企业生命周期的因子有效性分析](https://www.joinquant.com/view/community/detail/6740756eee3287ae66cbb239a9c53479) | ||
1. composition_factor算法来源于:《20190104-华泰证券-因子合成方法实证分析》 | ||
2. [IPCA](https://github.com/bkelly-lab/ipca)来源于[《Instrumented Principal Component Analysis》](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2983919) | ||
15. [因子择时](https://www.joinquant.com/view/community/detail/a873b8ba2b510a228eac411eafb93bea) | ||
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