量化投资门派梳理

一 基本面分析

1.1 alpha多因子模型

• 《量化分析师的Python日记【第14天：如何在优矿上做Alpha对冲模型】》https://uqer.io/community/share/55e662f9f9f06c1ea481f9cf
• 《破解Alpha对冲策略——观《量化分析师Python日记第14天》有感》https://uqer.io/community/share/55ff6ce9f9f06c597265ef04
• 《熔断不要怕，alpha model为你保驾护航！》https://uqer.io/community/share/568df2a3228e5b18e4ba296e
• 《寻找alpha之: alpha设计》https://uqer.io/community/share/56893bb1228e5b67159beb38

1.2 基本面因子选股

• Porfolio（现金比率+负债现金+现金保障倍数）+市盈率https://uqer.io/community/share/566a896bf9f06c6c8a91cae7
• ROE选股指标https://uqer.io/community/share/5668533af9f06c6c8a91b688
• 《成交量因子》https://uqer.io/community/share/5652bf20f9f06c4446b48636
• 《ROIC&cashROIC》https://uqer.io/community/share/564d30eff9f06c4446b483db
• 《【国信金工】资产周转率选股模型》https://uqer.io/community/share/565012a0f9f06c4446b48545
• 《【基本面指标】Cash Cow》https://uqer.io/community/share/55418287f9f06c1c3d687fde
• 《量化因子选股——净利润／营业总收入》https://uqer.io/community/share/548aac7af9f06c31c3950caf
• 《营业收入增长率+市盈率》https://uqer.io/community/share/568cd66e228e5b960b7fd252

1.3 财报阅读

• 《[米缸量化读财报] 资产负债表-投资相关资产》https://uqer.io/community/share/56487f83f9f06c4446b48179

1.4 股东分析

• 《技术分析入门 【2】 —— 大家抢筹码（06年至12年版）》https://uqer.io/community/share/5541d8a4f9f06c1c3d687fef
• 《技术分析入门 【2】 —— 大家抢筹码（06年至12年版）— 更新版》https://uqer.io/community/share/568e6f54228e5b18e5ba296e
• 《谁是中国A股最有钱的自然人》https://uqer.io/community/share/5523b45ef9f06c8f3390453e

1.5 宏观研究

• 《【干货包邮】手把手教你做宏观择时》https://uqer.io/community/share/566a98a5f9f06c6c8a91cb82
• 《宏观研究：从估值角度看当前市场》https://uqer.io/community/share/5609f54af9f06c597065ef46
• 《追寻“国家队”的足迹》https://uqer.io/community/share/55d44816f9f06c5221156a3d

二 套利

2.1 配对交易

• 《HS300ETF套利（上）》https://uqer.io/community/share/56599d1ef9f06c6c8a91ada4
• 《【统计套利】配对交易》https://uqer.io/community/share/559c85baf9f06cb5614f190d
• 《相似公司股票搬砖》https://uqer.io/community/share/5555cbfaf9f06c6c7404f8ae
• 《Paired trading》https://uqer.io/community/share/54895a8df9f06c31c3950ca0

2.2 期现套利

• 《通过股指期货的期现差与ETF对冲套利》https://uqer.io/community/share/55aa5aa8f9f06c56de1b53bb

三 事件驱动

3.1 盈利预增

• 《盈利预增事件》https://uqer.io/community/share/5642c69af9f06c78612190b5
• 《事件驱动策略示例——盈利预增》https://uqer.io/community/share/54d972c1f9f06c276f651a72

3.2 分析师推荐

• 《分析师的金手指？》https://uqer.io/community/share/550bcabdf9f06c7a9ae9a555

3.3 牛熊转换

• 《历史总是相似 牛市还在延续》https://uqer.io/community/share/5541f07af9f06c1c3d687ffa
• 《历史总是相似 牛市已经见顶？》https://uqer.io/community/share/55814e7ef9f06c6519ad1522

3.4 熔断机制

• 《股海拾贝之【熔断错杀股】》https://uqer.io/community/share/568e4c78228e5b18e0ba2962

3.5 暴涨暴跌

• 《【实盘感悟】遇上暴跌我该怎么做？》https://uqer.io/community/share/565d47e3f9f06c6c8a91af49

3.6 兼并重组、举牌收购

• 《宝万战-大戏开幕》https://uqer.io/community/share/56767dd7228e5bab36c978eb

四 技术分析

4.1 布林带

• 《布林带交易策略》https://uqer.io/community/share/5673d440228e5bab38c97782
• 《布林带回调系统-日内》https://uqer.io/community/share/566929a4f9f06c6c8a91b6e6
• 《Conservative Bollinger Bands》https://uqer.io/community/share/548575def9f06c8e77336728
• 《Even More Conservative Bollinger Bands》https://uqer.io/community/share/54859edff9f06c8e77336729
• 《Simple Bollinger Bands》https://uqer.io/community/share/54b5c1b4f9f06c276f651a15

4.2 均线系统

• 《技术分析入门 —— 双均线策略》https://uqer.io/community/share/554051bbf9f06c1c3d687fac
• 《5日线10日线交易策略》https://uqer.io/community/share/566526b3f9f06c6c8a91b45b
• 《用5日均线和10日均线进行判断 --- 改进版》https://uqer.io/community/share/561e3a65f9f06c4ca82fb5ec
• 《macross》https://uqer.io/community/share/55a92cdcf9f06c57a11b53be

4.3 MACD

• 《Simple MACD》https://uqer.io/community/share/560a3007f9f06c597665ef61
• 《MACD quantization trade》https://uqer.io/community/share/56265ed3f9f06c4ca62fb618
• 《MACD平滑异同移动平均线方法》https://uqer.io/community/share/55a4e581f9f06c6dd0e17efa

4.4 阿隆指标

• 《技术指标阿隆（Aroon）全解析》https://uqer.io/community/share/55e69497f9f06c1eaa81f9d4

4.5 CCI

• 《CCI 顺势指标探索》https://uqer.io/community/share/55f28179f9f06c1ea681fa40

4.6 RSI

• 《重写rsi》https://uqer.io/community/share/560dfd84f9f06c4ca82fb597
• 《RSI指标策略》https://uqer.io/community/share/549ccfd2f9f06c4bb886323d

4.7 DMI

• 《DMI指标体系的构建及简单应用》https://uqer.io/community/share/561727aaf9f06c4ca92fb5a4

4.8 EMV

• 《EMV技术指标的构建及应用》https://uqer.io/community/share/56286573f9f06c4ca82fb676

4.9 KDJ

• 《KDJ策略》https://uqer.io/community/share/55d20b3bf9f06c91f818c6ac

4.10 CMO

• 《CMO策略模仿练习1》https://uqer.io/community/share/55b4c44ef9f06c91f818c5ea
• 《CMO策略模仿练习2》https://uqer.io/community/share/55b4e523f9f06c91f918c5db
• 《【技术指标】CMO》https://uqer.io/community/share/5590d8bdf9f06cb5604f1881

4.11 FPC

• 《FPC指标选股》https://uqer.io/community/share/55a4bcb4f9f06c6dd1e17f19

4.12 Chaikin Volatility

• 《嘉庆离散指标测试》https://uqer.io/community/share/55595229f9f06c6c7104f8b3
• 《嘉庆离散指标测试 （改进效率版）》https://uqer.io/community/share/555955f3f9f06c6c7304f8d1

4.13 委比

• 《实时计算委比》https://uqer.io/community/share/55bf0426f9f06c91fc18c62f

4.14 封单量

• 《按照封单跟流通股本比例排序，剔除6月上市新股，前50》https://uqer.io/community/share/559e5315f9f06c6dd1e17ed6
• 《涨停股票封单统计》https://uqer.io/community/share/559e49d5f9f06c6dd1e17ed5
• 《实时计算涨停板股票的封单资金与总流通市值的比例》https://uqer.io/community/share/55a8cf52f9f06c57a11b53b9

4.15 成交量

• 《决战之地，IF1507！》https://uqer.io/community/share/559a44a1f9f06cb5604f1902

4.16 K线分析

• 《寻找夜空中最亮的星》https://uqer.io/community/share/557c4527f9f06c6518ad1543

五 量化模型

5.1 动量模型

• 《Momentum策略》https://uqer.io/community/share/5526191ef9f06c8f33904571
• 《【小散学量化】-2-动量模型的简单实践》https://uqer.io/community/share/5673a22b228e5b8d5bf017ba
• 《一个追涨的策略(修正版)》https://uqer.io/community/share/56677b30f9f06c6c8a91b5e8
• 《动量策略（momentum driven）》https://uqer.io/community/share/555ed9eef9f06c6c7304f9a9
• 《动量策略（momentum driven）——修正版》https://uqer.io/community/share/5590a4d4f9f06cb5604f187e
• 《最经典的Momentum和Contrarian在中国市场的测试》https://uqer.io/community/share/549b5bc8f9f06c4bb8863237
• 《最经典的Momentum和Contrarian在中国市场的测试-yanheven改进》https://uqer.io/community/share/5663f369f9f06c6c8a91b3af
• 《［策略］基于胜率的趋势交易策略》https://uqer.io/community/share/565aeac3f9f06c6c8a91ae31
• 《量化策略 Sharpe_Momentum (夏普率动量策略)》https://uqer.io/community/share/5656bd13f9f06c4446b48875
• 《策略探讨（更新）：价量结合+动量反转》https://uqer.io/community/share/55b6f4d2f9f06c91fb18c5cd
• 《反向动量策略（reverse momentum driven）》https://uqer.io/community/share/5562c046f9f06c6c7404f9e3
• 《轻松跑赢大盘 - 主题Momentum策略》https://uqer.io/community/share/551d02c2f9f06c8f33904502
• 《Contrarian strategy》https://uqer.io/community/share/5545ff8df9f06c1c3d68802f

5.2 Joseph Piotroski 9 F-Score Value Investing Model

• 《基本面选股系统：Piotroski F-Score ranking system》https://uqer.io/community/share/56710b1d228e5b8d84f00ac7

5.3 SVR

• 《使用SVR预测股票开盘价 v1.0》https://uqer.io/community/share/5646f635f9f06c4446b48126

5.4 决策树、随机树

• 《决策树模型（固定模型）》https://uqer.io/community/share/565dd3aaf9f06c6c8a91afda
• 《基于Random Forest的决策策略》https://uqer.io/community/share/54a10ef8f9f06c4bb886324b

5.5 钟摆理论

• 《钟摆理论的简单实现——完美躲过股灾和精准抄底》https://uqer.io/community/share/562cdabef9f06c4ca72fb6f8

5.6 海龟模型

• 《simple turtle》https://uqer.io/community/share/55fe8f58f9f06c597165ef13
• 《侠之大者 一起赚钱》https://uqer.io/community/share/554048dff9f06c1c3d687fa5

5.7 5217策略

• 《白龙马的新手策略》https://uqer.io/community/share/56458dbcf9f06c4446b480ec

5.8 SMIA

• 《基于历史状态空间相似性匹配的行业配置SMIA 模型—取交集》https://uqer.io/community/share/55e00e38f9f06c521f156a86

5.9 神经网络

• 《神经网络交易的训练部分》https://uqer.io/community/share/55b8af12f9f06c91f818c607
• 《通过神经网络进行交易》https://uqer.io/community/share/55b8acbaf9f06c91fa18c5ce

5.10 PAMR

• 《PAMR： 基于均值反转的投资组合选择策略 - 修改版》https://uqer.io/community/share/55a4c52bf9f06c6dd3e17f0f

5.11 Fisher Transform

• 《Using Fisher Transform Indicator》https://uqer.io/community/share/54b5c288f9f06c276f651a16

5.12 分型假说，Hurst指数

• 《分形市场假说，一个听起来很美的假说》https://uqer.io/community/share/564c3bc2f9f06c4446b48393

5.13 变点理论

• 《变点策略初步》https://uqer.io/community/share/5667d533f9f06c6c8a91b61c

5.14 Z-score Model

• 《Zscore Model Tutorial》https://uqer.io/community/share/54ab4407f9f06c276f6519ec
• 《信用债风险模型初探之：Z-Score Model》https://uqer.io/community/share/568b73d6228e5b67159bee69

5.15 机器学习

• 《Machine Learning 学习笔记（一） by OTreeWEN》https://uqer.io/community/share/55bc40caf9f06c91f918c604

5.16 DualTrust策略和布林强盗策略

• 《谁能够帮忙实现DualTrust策略和布林强盗策略(BollingerBandit)？》https://uqer.io/community/share/564737ddf9f06c4446b48133

5.17 卡尔曼滤波

• 《有没有朋友懂如何用卡尔曼滤波进行金融数据分析的？》https://uqer.io/community/share/56324662f9f06c06acdb4762

5.18 LPPL anti-bubble model

• 《今天大盘熔断大跌，后市如何——based on LPPL anti-bubble model》https://uqer.io/community/share/568a65e0228e5b67159becfc
• 《破解股市泡沫之谜——对数周期幂率（LPPL）模型》https://uqer.io/community/share/567a4fbd228e5b344568810f

六 大数据模型

6.1 市场情绪分析

• 《通联情绪指标策略》https://uqer.io/community/share/548111daf9f06c8e7733670a
• 《互联网+量化投资 大数据指数手把手》https://uqer.io/community/share/55263359f9f06c8f3390457b

6.2 新闻热点

• 《如何使用优矿之“新闻热点”？》https://uqer.io/community/share/55fa68a0f9f06cb1199d44c6
• 《技术分析【3】—— 众星拱月，众口铄金?》https://uqer.io/community/share/55498c0af9f06c1c3d68806e

七 排名选股系统

7.1 小市值投资法

• 《学习笔记：可模拟（小市值+便宜 的修改版）》https://uqer.io/community/share/566e867d228e5b7b41cfaf01
• 《市值最小300指数》https://uqer.io/community/share/5604fbe6f9f06c597665ef37
• 《市值最小300股票（筛选器版）》https://uqer.io/community/share/56051403f9f06c597565ef05
• 《流通市值最小股票（新筛选器版）》https://uqer.io/community/share/566688faf9f06c6c8a91b571
• 《持有市值最小的10只股票》https://uqer.io/community/share/5666456ef9f06c6c8a91b52d
• 《10% smallest cap stock》https://uqer.io/community/share/5663e2f4f9f06c6c8a91b391

7.2 羊驼策略

• 《羊驼策略》https://uqer.io/community/share/554b46aaf9f06cb1e2915294
• 《羊驼反转策略（修改版）》https://uqer.io/community/share/566c0e3cf9f06c6c8a91ceec
• 《羊驼反转策略》https://uqer.io/community/share/566982a4f9f06c6c8a91b7a2
• 《我的羊驼策略，选5只股无脑轮替》https://uqer.io/community/share/561290f2f9f06c4ca72fb5ab

7.3 低价策略

• 《专捡便宜货(新版quartz)》https://uqer.io/community/share/55152e9ff9f06c8f33904450
• 《便宜就是 alpha》https://uqer.io/community/share/5609169cf9f06c597565ef13

八 轮动模型

8.1 大小盘轮动

• 《新手上路 -- 二八ETF择时轮动策略2.0》https://uqer.io/community/share/5667de63f9f06c6c8a91b622

8.2 季节性策略

• 《Halloween Cycle》https://uqer.io/community/share/5663db06f9f06c6c8a91b37c
• 《Halloween cycle 2》https://uqer.io/community/share/54ae4117f9f06c276f651a07
• 《夏买电，东买煤？》https://uqer.io/community/share/563c8050f9f06c713ddfeb6c
• 《历史的十一月板块涨幅》https://uqer.io/community/share/563c8065f9f06c713ddfeb6d

8.3 行业轮动

• 《银行股轮动》https://uqer.io/community/share/55d0314af9f06c915418c69a
• 《申万二级行业在最近1年、3个月、5个交易日的涨幅统计》https://uqer.io/community/share/55401d69f9f06c1c3d687fa1

8.4 主题轮动

• 《快速研究主题神器》https://uqer.io/community/share/551e5160f9f06c8f33904513
• 《recommendation based on subject》https://uqer.io/community/share/549d0203f9f06c4bb8863242
• 《strategy7: recommendation based on theme》https://uqer.io/community/share/54a3c0bff9f06c276f6519e7
• 《板块异动类》https://uqer.io/community/share/54ccf06af9f06c276f651a5a
• 《风险因子（离散类）》https://uqer.io/community/share/54d2cee9f9f06c276f651a67

8.5 龙头轮动

• 《Competitive Securities》https://uqer.io/community/share/54b5c373f9f06c276f651a18
• 《Market Competitiveness》https://uqer.io/community/share/54b5c2f1f9f06c276f651a17
• 《主题龙头类》https://uqer.io/community/share/54c3348ff9f06c276f651a49

九 组合投资

9.1 指数跟踪

• 《【策略】指数跟踪低成本建仓策略》https://uqer.io/community/share/56632448f9f06c6c8a91b337

9.2 GMVP

• 《Global Minimum Variance Portfolio (GMVP)》https://uqer.io/community/share/55461734f9f06c1c3d688030

9.3 凸优化

• 《如何在Python中利用CVXOPT求解二次规划问题》https://uqer.io/community/share/55c9a55df9f06c91f818c675

十 波动率

10.1 波动率选股

• 《风平浪静 风起猪飞》https://uqer.io/community/share/550fe978f9f06c7a9ae9a557

10.2 波动率择时

• 《基于VIX指数的择时策略》https://uqer.io/community/share/55b6152ff9f06c91fa18c5c9
• 《简单低波动率指数》https://uqer.io/community/share/5566a9b8f9f06c6641e97aea

10.3 Arch/Garch模型

• 《如何使用优矿进行GARCH模型分析》https://uqer.io/community/share/56209478f9f06c4c5e2fb5f1

十一 算法交易

11.1 VWAP

• 《Value-Weighted Average Price (VWAP)》https://uqer.io/community/share/55462234f9f06c1c3d688033

十二 中高频交易

12.1 order book分析

• 《基于高频limit order book数据的短程价格方向预测——via multi-class SVM》https://uqer.io/community/share/5660665bf9f06c6c8a91b1a0

12.2 日内交易

• 《大盘日内走势 (for择时)》https://uqer.io/community/share/5649b64af9f06c4446b48202

十三 Alternative Strategy

13.1 易经、传统文化

• 《老黄历诊股》https://uqer.io/community/share/568e0467228e5b18e2ba299b

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接着是基金、利率互换、固定收益类

一 分级基金

• 《“优矿”集思录——分级基金专题》https://uqer.io/community/share/561da7d9f9f06c4c5e2fb5cc
• 《基于期权定价的分级基金交易策略》https://uqer.io/community/share/548a6af2f9f06c31c3950ca7
• 《基于期权定价的兴全合润基金交易策略》https://uqer.io/community/share/5534bc30f9f06c8f3390468f

二 基金分析

• 《Alpha基金“黑天鹅事件” -- 思考以及原因》https://uqer.io/community/share/54b39717f9f06c276f651a0d

三 债券

• 《债券报价中的小陷阱》https://uqer.io/community/share/55361dc2f9f06c392662104e

四 利率互换

• 《Swap Curve Construction》https://uqer.io/community/share/55c2d440f9f06c91fc18c648
• 《中国Repo 7D互换的例子》https://uqer.io/community/share/55c177cbf9f06c915418c641

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然后是衍生品相关

一 期权数据

• 《如何获取期权市场数据快照》https://uqer.io/community/share/550274e4f9f06c7a9ae9a535
• 《期权高频数据准备》https://uqer.io/community/share/55027e68f9f06c7a9ae9a53b

二 期权系列

• 《【50ETF期权】 1. 历史成交持仓和PCR数据》https://uqer.io/community/share/5604937ff9f06c597665ef34
• 《【50ETF期权】 2. 历史波动率》https://uqer.io/community/share/560493a4f9f06c597565ef03
• 《【50ETF期权】 3. 中国波指 iVIX》https://uqer.io/community/share/560493f7f9f06c590c65ef21
• 《【50ETF期权】 4. Greeks 和隐含波动率微笑》https://uqer.io/community/share/560769faf9f06c597165ef75
• 《【50ETF期权】 5. 日内即时监控 Greeks 和隐含波动率微笑》https://uqer.io/community/share/5615d10ff9f06c4ca72fb5be

三 期权分析

• 《【50ETF期权】 期权择时指数 1.0》https://uqer.io/community/share/561c883df9f06c4ca72fb5f7
• 《期权头寸计算》https://uqer.io/community/share/54c846cdf9f06c276f651a50
• 《期权探秘1》https://uqer.io/community/share/54b39784f9f06c276f651a0e
• 《期权探秘2》https://uqer.io/community/share/54c479f1f9f06c276f651a4a
• 《期权市场一周纵览》https://uqer.io/community/share/55027679f9f06c7a9ae9a53a
• 《基于期权PCR指数的择时策略》https://uqer.io/community/share/55bedc1af9f06c91f818c62d
• 《期权每日成交额PC比例计算》https://uqer.io/community/share/55bed777f9f06c915418c62f

四 期权日报

主要是@李自龙的期权择时日报。

五 期货分析

• 《Gifts from Santa Claus——股指期货趋势交易研究》https://uqer.io/community/share/567ca9b1228e5b3444688438