股票多因子模型代码与数据.rar

[{"title":"（ 42 个子文件 903.06MB ） 股票多因子模型代码与数据.rar","children":[{"title":"代码与数据","children":[{"title":"因子组合代码.ipynb <span style='color:#111;'> 500.91KB </span>","children":null,"spread":false},{"title":"ind_name.csv <span style='color:#111;'> 682B </span>","children":null,"spread":false},{"title":"total_tpd.h5 <span style='color:#111;'> 564.85MB </span>","children":null,"spread":false},{"title":"zgpa_data.h5 <span style='color:#111;'> 1.12MB </span>","children":null,"spread":false},{"title":"组合优化代码.ipynb <span style='color:#111;'> 166.16KB </span>","children":null,"spread":false},{"title":"单因子的测试-销售利润率因子.ipynb <span style='color:#111;'> 2.56MB </span>","children":null,"spread":false},{"title":"单因子的测试-roe因子.ipynb <span style='color:#111;'> 2.53MB </span>","children":null,"spread":false},{"title":"2019_trading_data.csv <span style='color:#111;'> 54.75MB </span>","children":null,"spread":false},{"title":"zz1000_daily_return_2019.csv <span style='color:#111;'> 5.35KB </span>","children":null,"spread":false},{"title":"icir120.csv <span style='color:#111;'> 171.25KB </span>","children":null,"spread":false},{"title":"组合构建代码.ipynb <span style='color:#111;'> 182.51KB </span>","children":null,"spread":false},{"title":"单因子的测试-MAC10因子#不需要中性化的因子.ipynb <span style='color:#111;'> 2.74MB </span>","children":null,"spread":false},{"title":"单因子的测试-市值因子.ipynb <span style='color:#111;'> 2.23MB </span>","children":null,"spread":false},{"title":"factor","children":[{"title":"eaqul_weight_alpha.h5 <span style='color:#111;'> 440.47MB </span>","children":null,"spread":false},{"title":"net_profit_margin_zscore.h5 <span style='color:#111;'> 261.61MB </span>","children":null,"spread":false},{"title":"alpha_df.h5 <span style='color:#111;'> 198.38MB </span>","children":null,"spread":false},{"title":"btop_zscore.h5 <span style='color:#111;'> 227.43MB </span>","children":null,"spread":false},{"title":"roe_zscore.h5 <span style='color:#111;'> 169.07MB </span>","children":null,"spread":false},{"title":"pb.h5 <span style='color:#111;'> 164.33MB </span>","children":null,"spread":false},{"title":"factors_df.h5 <span style='color:#111;'> 775.06MB </span>","children":null,"spread":false},{"title":"roe.h5 <span style='color:#111;'> 285.90MB </span>","children":null,"spread":false},{"title":"size_zscore.h5 <span style='color:#111;'> 159.59MB </span>","children":null,"spread":false},{"title":"inc_net_profit_year_on_year_zscore.h5 <span style='color:#111;'> 168.88MB </span>","children":null,"spread":false},{"title":"size.h5 <span style='color:#111;'> 382.33MB </span>","children":null,"spread":false}],"spread":false},{"title":"第一、二、三章节代码.ipynb <span style='color:#111;'> 1.18MB </span>","children":null,"spread":false},{"title":"单因子的测试-净利润增长率因子.ipynb <span style='color:#111;'> 2.62MB </span>","children":null,"spread":false},{"title":"ic120.csv <span style='color:#111;'> 110.64KB </span>","children":null,"spread":false},{"title":"sz50_daily_return_2019.csv <span style='color:#111;'> 5.36KB </span>","children":null,"spread":false},{"title":"ic","children":[{"title":"btop_ic.h5 <span style='color:#111;'> 31.71KB </span>","children":null,"spread":false},{"title":"size_ic.h5 <span style='color:#111;'> 31.64KB </span>","children":null,"spread":false},{"title":"inc_net_profit_year_on_year_ic.h5 <span style='color:#111;'> 31.64KB </span>","children":null,"spread":false},{"title":"net_profit_margin_ic.h5 <span style='color:#111;'> 31.71KB </span>","children":null,"spread":false},{"title":"roe_ic.h5 <span style='color:#111;'> 31.64KB </span>","children":null,"spread":false},{"title":"his","children":[{"title":"net_profit_margin.h5 <span style='color:#111;'> 122.81MB </span>","children":null,"spread":false},{"title":"pb.h5 <span style='color:#111;'> 31.64KB </span>","children":null,"spread":false},{"title":"inc_net_profit_year_on_year.h5 <span style='color:#111;'> 122.81MB </span>","children":null,"spread":false},{"title":"roe.h5 <span style='color:#111;'> 122.81MB </span>","children":null,"spread":false},{"title":"size.h5 <span style='color:#111;'> 215.70MB </span>","children":null,"spread":false},{"title":"mac10.h5 <span style='color:#111;'> 215.70MB </span>","children":null,"spread":false},{"title":"var60.h5 <span style='color:#111;'> 31.64KB </span>","children":null,"spread":false}],"spread":false}],"spread":false},{"title":"单因子的测试-BTOP因子.ipynb <span style='color:#111;'> 2.15MB </span>","children":null,"spread":false},{"title":"house_dataset.csv <span style='color:#111;'> 38.75KB </span>","children":null,"spread":false}],"spread":false}],"spread":true}]