原理:借助购买所有指数组成部分的股票,同时购买期货,进行1:1配对,获得对冲收益。
数据源:akshare
#导包
import akshare as ak
import pandas as pd
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
import numpy as np
import matplotlib.pyplot as plot
import datetime
import talib #计算均线的库,随便学一下,几分钟就懂
matplotlib.rcParams['axes.unicode_minus']=False #调整图像,可以注释掉,一般还是可以运行
plt.rcParams['font.sans-serif']=['SimHei'] #用来正常显示中文标签
plt.rcParams['axes.unicode_minus']=False #用来正常显示负号
获取列表:
#股票列表
import akshare as ak
index_stock_info_df = ak.index_stock_cons('000016')
获取指数组合收益:
#获取股票数据并进行策略收益组合
import akshare as ak
import pandas as pd
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
import numpy as np
import matplotlib.pyplot as plot
import talib