quant-strategy-bundle#

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#

bash

pip install pandas numpy xgboost tushare

Basic Usage#

python

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