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