本帖涉猎股票、分级基金、固定收益、期权等方面的内容。
股票量化相关
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
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
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
《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
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 Zscore Model
《Zscore Model Tutorial》
https://uqer.io/community/share/54ab4407f9f06c276f6519ec
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
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
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
期权相关
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。
参考资料
[1] 优矿社区导读——量化投资门派梳理
