Quant Strategy Bundle

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name: quant-strategy-bundle description: Quantitative trading strategy bundle - Contains multiple verified A-stock quantitative trading strategy frameworks. Includes momentum strategies, reversal strategies, and trend strategies, with backtesting and signal generation support. Ideal for quantitative trading beginners and strategy development reference. tags: - quant - trading - stock - strategy - backtest version: 1.0.0 author: chenq

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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

pip install pandas numpy xgboost tushare

Basic Usage

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

Install Dependencies

pip install pandas numpy xgboost tushare

Basic Usage

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)

Configure in config.json:

Tushare token

Stock pool

Factor parameters

Trading parameters