一、量化投资简介 《量化投资基础》教程



1.0

?

ETF/LOF

1. b

2. : ;

3. :

4. :

5.

6.

7.

IT

1. 600 200

2.

3.

1.

2.

3.

4.

5.

60 MIT ?21 1970 1971 1973 BARRA 1977 1988 21 80 1995 2007 20 35% 20081184 148 80% 2009 30%

2.0

1. SMA (Simple Moving Average)

1

1. X 2. X

2

1. XY 2. XY

2.

(Momentum Strategy)

1. 10,50, 2. 1050,

3.

Mean-Revertion Strategy

1. 10,(20), 100, 2. 10(20), -100,

python

1.0 python

Python (shell)

Python:

1. Web Internet: Django,Flask 2. :numpy,pandas,scipy 3. :TensorFlow 4. :PyQT,Tkinter 5. :spyder,requests 6. Pygame 7. /openpyxl,Python-docxPyMysql

2.0 python

Python

1. Python 2. Anaconda

IDE

1. pycharm 2. jupyter NotebookAnaconda 3. spyderAnaconda

3.0 python

1. python print('CSMAR')

2.

QT = "CSMAR"

# str

QT2 = 123

# int

QT2 = 123.01

# float

QT3 = [1,2,3]

# list

QT4 = {'name':'CSMAR'} # dic

QT5 = ("","CSMAR") # tuple

QT6 = {'C','S','M','A','R'} # set

3.

+; -; *; /; % ; ** ; // == ; =; >; =; ................
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