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fxdayu_alphaman:股票多因子策略开发框架

介绍

fxdayu_alphaman 是一个处理因子选股方案的工具包。 通过该工具包,可以快速实现因子构建、标准化、分析、测试、因子优化、多因子组合、选股方案组合、选股方案测试等一系列需求。 fxdayu_alphaman 下有factor、selector两个子包。

  • factor

    主要提供了因子开发相关的工具,帮助因子设计者寻找和构建最有收益预测效力的因子;

  • selector

    将因子选股的方式拓展到了更为灵活的自定义选股方式,支持开发者用任意数据源和算法模型构建选股方案,并在此基础上进行选股算法的测试、优化和选股方案的组合。

技术支持

fxdayu_alphaman's People

Contributors

burdenbear avatar alyao2017 avatar tianrq10 avatar

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