基于PCA降维及logistic回归的BP因子选股策略（python版）.pptx 1.0 MB
+数据 2.7 GB
筛选板块.xlsx 9.2 KB
swCodeList.xlsx 38.9 KB
swCodeList.bin 111.0 KB
PCA--LR回归选股策略（样本外） .xlsx 9.7 KB
PCA--LR回归选股策略（样本内）.xlsx 10.8 KB
FAcc统计.xlsx 15.8 KB
FAcc1.xlsx 7.6 KB
FAcc.xlsx 7.6 KB
BP因子数据——情绪类.xlsx 14.0 KB
BP因子数据——模式识别类.xlsx 13.9 KB
BP因子数据——价值类.xlsx 10.2 KB
BP因子数据——动量类.xlsx 13.1 KB
BP因子数据——成长类.xlsx 10.6 KB
1PCA--LR回归选股策略（样本外）.xlsx 9.7 KB
1PCA--LR回归选股策略（样本内）.xlsx 32.5 KB
+情绪类因子 818.0 MB
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tempFAcc12.bin 955 Byte
tempFAcc110.bin 955 Byte
tempFAcc11.bin 955 Byte
tempFAcc10.bin 955 Byte
tempFAcc1.bin 955 Byte
PCAModel9.bin 5.6 KB
PCAModel8.bin 5.6 KB
PCAModel7.bin 5.6 KB
PCAModel6.bin 5.6 KB
PCAModel5.bin 5.6 KB
PCAModel4.bin 5.6 KB
PCAModel3.bin 5.6 KB
PCAModel2.bin 5.6 KB
PCAModel19.bin 5.6 KB
PCAModel18.bin 5.6 KB
PCAModel17.bin 5.6 KB
PCAModel16.bin 5.6 KB
PCAModel15.bin 5.6 KB
PCAModel14.bin 5.6 KB
PCAModel13.bin 5.6 KB
PCAModel12.bin 5.6 KB
PCAModel110.bin 5.6 KB
PCAModel11.bin 5.6 KB
PCAModel10.bin 5.6 KB
PCAModel1.bin 5.6 KB
LRModel9.bin 1.0 KB
LRModel8.bin 1.0 KB
LRModel7.bin 1.0 KB
LRModel6.bin 1.0 KB
LRModel5.bin 1.0 KB
LRModel4.bin 1.0 KB
LRModel3.bin 1.0 KB
LRModel2.bin 1.0 KB
LRModel19.bin 1.0 KB
LRModel18.bin 1.0 KB
LRModel17.bin 1.0 KB
LRModel16.bin 1.0 KB
LRModel15.bin 1.0 KB
LRModel14.bin 1.0 KB
LRModel13.bin 1.0 KB
LRModel12.bin 1.0 KB
LRModel110.bin 1.0 KB
LRModel11.bin 1.0 KB
LRModel10.bin 1.0 KB
LRModel1.bin 1.0 KB
FactorData9.xlsx 32.9 MB
FactorData8.xlsx 33.4 MB
FactorData7.xlsx 57.8 MB
FactorData6.xlsx 33.5 MB
FactorData5.xlsx 38.2 MB
FactorData4.xlsx 29.5 MB
FactorData3.xlsx 24.3 MB
FactorData2.xlsx 39.5 MB
FactorData19.xlsx 32.9 MB
FactorData18.xlsx 33.4 MB
FactorData17.xlsx 57.8 MB
FactorData16.xlsx 33.5 MB
FactorData15.xlsx 38.2 MB
FactorData14.xlsx 29.5 MB
FactorData13.xlsx 24.3 MB
FactorData12.xlsx 39.5 MB
FactorData110.xlsx 43.7 MB
FactorData11.xlsx 76.1 MB
FactorData10.xlsx 43.7 MB
FactorData1.xlsx 76.1 MB
+模式识别类因子 369.0 MB
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tempFAcc8.bin 961 Byte
tempFAcc7.bin 958 Byte
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tempFAcc4.bin 961 Byte
tempFAcc3.bin 961 Byte
tempFAcc2.bin 961 Byte
tempFAcc19.bin 961 Byte
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tempFAcc17.bin 958 Byte
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tempFAcc15.bin 955 Byte
tempFAcc14.bin 961 Byte
tempFAcc13.bin 961 Byte
tempFAcc12.bin 961 Byte
tempFAcc110.bin 961 Byte
tempFAcc11.bin 961 Byte
tempFAcc10.bin 961 Byte
tempFAcc1.bin 961 Byte
PCAModel9.bin 6.2 KB
PCAModel8.bin 6.2 KB
PCAModel7.bin 6.2 KB
PCAModel6.bin 6.2 KB
PCAModel5.bin 6.2 KB
PCAModel4.bin 6.2 KB
PCAModel3.bin 6.2 KB
PCAModel2.bin 6.2 KB
PCAModel19.bin 6.2 KB
PCAModel18.bin 6.2 KB
PCAModel17.bin 6.2 KB
PCAModel16.bin 6.2 KB
PCAModel15.bin 6.2 KB
PCAModel14.bin 6.2 KB
PCAModel13.bin 6.2 KB
PCAModel12.bin 6.2 KB
PCAModel110.bin 6.2 KB
PCAModel11.bin 6.2 KB
PCAModel10.bin 6.2 KB
PCAModel1.bin 6.2 KB
LRModel9.bin 1.0 KB
LRModel8.bin 1.0 KB
LRModel7.bin 1.0 KB
LRModel6.bin 1.0 KB
LRModel5.bin 1.0 KB
LRModel4.bin 1.0 KB
LRModel3.bin 1.0 KB
LRModel2.bin 1.0 KB
LRModel19.bin 1.0 KB
LRModel18.bin 1.0 KB
LRModel17.bin 1.0 KB
LRModel16.bin 1.0 KB
LRModel15.bin 1.0 KB
LRModel14.bin 1.0 KB
LRModel13.bin 1.0 KB
LRModel12.bin 1.0 KB
LRModel110.bin 1.0 KB
LRModel11.bin 1.0 KB
LRModel10.bin 1.0 KB
LRModel1.bin 1.0 KB
FactorData9.xlsx 14.7 MB
FactorData8.xlsx 14.9 MB
FactorData7.xlsx 25.8 MB
FactorData6.xlsx 15.8 MB
FactorData5.xlsx 17.4 MB
FactorData4.xlsx 13.2 MB
FactorData3.xlsx 10.8 MB
FactorData2.xlsx 17.5 MB
FactorData19.xlsx 14.7 MB
FactorData18.xlsx 14.9 MB
FactorData17.xlsx 25.7 MB
FactorData16.xlsx 15.7 MB
FactorData15.xlsx 17.4 MB
FactorData14.xlsx 13.2 MB
FactorData13.xlsx 10.8 MB
FactorData12.xlsx 17.5 MB
FactorData110.xlsx 19.4 MB
FactorData11.xlsx 34.9 MB
FactorData10.xlsx 19.5 MB
FactorData1.xlsx 34.9 MB
+价值类因子 403.0 MB
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tempFAcc12.bin 955 Byte
tempFAcc110.bin 955 Byte
tempFAcc11.bin 955 Byte
tempFAcc10.bin 955 Byte
tempFAcc1.bin 955 Byte
PCAModel9.bin 3.2 KB
PCAModel8.bin 3.2 KB
PCAModel7.bin 3.2 KB
PCAModel6.bin 3.2 KB
PCAModel5.bin 3.2 KB
PCAModel4.bin 3.2 KB
PCAModel3.bin 3.2 KB
PCAModel2.bin 3.2 KB
PCAModel19.bin 3.2 KB
PCAModel18.bin 3.2 KB
PCAModel17.bin 3.2 KB
PCAModel16.bin 3.2 KB
PCAModel15.bin 3.2 KB
PCAModel14.bin 3.2 KB
PCAModel13.bin 3.2 KB
PCAModel12.bin 3.2 KB
PCAModel110.bin 3.2 KB
PCAModel11.bin 3.2 KB
PCAModel10.bin 3.2 KB
PCAModel1.bin 3.2 KB
LRModel9.bin 1.0 KB
LRModel8.bin 1.0 KB
LRModel7.bin 1.0 KB
LRModel6.bin 1.0 KB
LRModel5.bin 1.0 KB
LRModel4.bin 1.0 KB
LRModel3.bin 1.0 KB
LRModel2.bin 1.0 KB
LRModel19.bin 1.0 KB
LRModel18.bin 1.0 KB
LRModel17.bin 1.0 KB
LRModel16.bin 1.0 KB
LRModel15.bin 1.0 KB
LRModel14.bin 1.0 KB
LRModel13.bin 1.0 KB
LRModel12.bin 1.0 KB
LRModel110.bin 1.0 KB
LRModel11.bin 1.0 KB
LRModel10.bin 1.0 KB
LRModel1.bin 1.0 KB
FactorData9.xlsx 16.2 MB
FactorData8.xlsx 16.2 MB
FactorData7.xlsx 27.7 MB
FactorData6.xlsx 17.2 MB
FactorData5.xlsx 19.1 MB
FactorData4.xlsx 14.4 MB
FactorData3.xlsx 12.0 MB
FactorData2.xlsx 19.2 MB
FactorData19.xlsx 16.2 MB
FactorData18.xlsx 16.2 MB
FactorData17.xlsx 27.7 MB
FactorData16.xlsx 17.2 MB
FactorData15.xlsx 19.1 MB
FactorData14.xlsx 14.4 MB
FactorData13.xlsx 12.0 MB
FactorData12.xlsx 19.2 MB
FactorData110.xlsx 21.2 MB
FactorData11.xlsx 38.3 MB
FactorData10.xlsx 21.2 MB
FactorData1.xlsx 38.3 MB
+动量类因子 881.0 MB
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tempFAcc3.bin 955 Byte
tempFAcc2.bin 955 Byte
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tempFAcc17.bin 952 Byte
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tempFAcc15.bin 949 Byte
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tempFAcc13.bin 955 Byte
tempFAcc12.bin 955 Byte
tempFAcc110.bin 955 Byte
tempFAcc11.bin 955 Byte
tempFAcc10.bin 955 Byte
tempFAcc1.bin 955 Byte
PCAModel9.bin 7.3 KB
PCAModel8.bin 7.3 KB
PCAModel7.bin 7.3 KB
PCAModel6.bin 7.3 KB
PCAModel5.bin 7.3 KB
PCAModel4.bin 7.3 KB
PCAModel3.bin 7.3 KB
PCAModel2.bin 7.3 KB
PCAModel19.bin 7.3 KB
PCAModel18.bin 7.3 KB
PCAModel17.bin 7.3 KB
PCAModel16.bin 7.3 KB
PCAModel15.bin 7.3 KB
PCAModel14.bin 7.3 KB
PCAModel13.bin 7.3 KB
PCAModel12.bin 7.3 KB
PCAModel110.bin 7.3 KB
PCAModel11.bin 7.3 KB
PCAModel10.bin 7.3 KB
PCAModel1.bin 7.3 KB
LRModel9.bin 1.0 KB
LRModel8.bin 1.0 KB
LRModel7.bin 1.0 KB
LRModel6.bin 1.0 KB
LRModel5.bin 1.0 KB
LRModel4.bin 1.0 KB
LRModel3.bin 1.0 KB
LRModel2.bin 1.0 KB
LRModel19.bin 1.0 KB
LRModel18.bin 1.0 KB
LRModel17.bin 1.0 KB
LRModel16.bin 1.0 KB
LRModel15.bin 1.0 KB
LRModel14.bin 1.0 KB
LRModel13.bin 1.0 KB
LRModel12.bin 1.0 KB
LRModel110.bin 1.0 KB
LRModel11.bin 1.0 KB
LRModel10.bin 1.0 KB
LRModel1.bin 1.0 KB
FactorData9.xlsx 35.2 MB
FactorData8.xlsx 36.0 MB
FactorData7.xlsx 62.2 MB
FactorData6.xlsx 36.7 MB
FactorData5.xlsx 41.0 MB
FactorData4.xlsx 31.8 MB
FactorData3.xlsx 26.2 MB
FactorData2.xlsx 42.6 MB
FactorData19.xlsx 35.2 MB
FactorData18.xlsx 36.0 MB
FactorData17.xlsx 62.3 MB
FactorData16.xlsx 36.7 MB
FactorData15.xlsx 41.0 MB
FactorData14.xlsx 31.8 MB
FactorData13.xlsx 26.2 MB
FactorData12.xlsx 42.6 MB
FactorData110.xlsx 46.9 MB
FactorData11.xlsx 82.0 MB
FactorData10.xlsx 46.9 MB
FactorData1.xlsx 82.0 MB
+成长类因子 247.0 MB
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tempFAcc8.bin 955 Byte
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tempFAcc6.bin 949 Byte
tempFAcc5.bin 949 Byte
tempFAcc4.bin 955 Byte
tempFAcc3.bin 955 Byte
tempFAcc2.bin 955 Byte
tempFAcc19.bin 955 Byte
tempFAcc18.bin 955 Byte
tempFAcc17.bin 952 Byte
tempFAcc16.bin 949 Byte
tempFAcc15.bin 949 Byte
tempFAcc14.bin 955 Byte
tempFAcc13.bin 955 Byte
tempFAcc12.bin 955 Byte
tempFAcc110.bin 955 Byte
tempFAcc11.bin 955 Byte
tempFAcc10.bin 955 Byte
tempFAcc1.bin 955 Byte
PCAModel9.bin 3.0 KB
PCAModel8.bin 3.0 KB
PCAModel7.bin 3.0 KB
PCAModel6.bin 3.0 KB
PCAModel5.bin 3.0 KB
PCAModel4.bin 3.0 KB
PCAModel3.bin 3.0 KB
PCAModel2.bin 3.0 KB
PCAModel19.bin 3.0 KB
PCAModel18.bin 3.0 KB
PCAModel17.bin 3.0 KB
PCAModel16.bin 3.0 KB
PCAModel15.bin 3.0 KB
PCAModel14.bin 3.0 KB
PCAModel13.bin 3.0 KB
PCAModel12.bin 3.0 KB
PCAModel110.bin 3.0 KB
PCAModel11.bin 3.0 KB
PCAModel10.bin 3.0 KB
PCAModel1.bin 3.0 KB
LRModel9.bin 1.0 KB
LRModel8.bin 1.0 KB
LRModel7.bin 1.0 KB
LRModel6.bin 1.0 KB
LRModel5.bin 1.0 KB
LRModel4.bin 1.0 KB
LRModel3.bin 1.0 KB
LRModel2.bin 1.0 KB
LRModel19.bin 1.0 KB
LRModel18.bin 1.0 KB
LRModel17.bin 1.0 KB
LRModel16.bin 1.0 KB
LRModel15.bin 1.0 KB
LRModel14.bin 1.0 KB
LRModel13.bin 1.0 KB
LRModel12.bin 1.0 KB
LRModel110.bin 1.0 KB
LRModel11.bin 1.0 KB
LRModel10.bin 1.0 KB
LRModel1.bin 1.0 KB
FactorData9.xlsx 9.9 MB
FactorData8.xlsx 9.9 MB
FactorData7.xlsx 16.8 MB
FactorData6.xlsx 10.6 MB
FactorData5.xlsx 11.9 MB
FactorData4.xlsx 8.9 MB
FactorData3.xlsx 7.3 MB
FactorData2.xlsx 11.7 MB
FactorData19.xlsx 9.9 MB
FactorData18.xlsx 9.9 MB
FactorData17.xlsx 16.8 MB
FactorData16.xlsx 10.6 MB
FactorData15.xlsx 11.9 MB
FactorData14.xlsx 8.9 MB
FactorData13.xlsx 7.3 MB
FactorData12.xlsx 11.7 MB
FactorData110.xlsx 13.0 MB
FactorData11.xlsx 23.4 MB
FactorData10.xlsx 13.0 MB
FactorData1.xlsx 23.4 MB
+回测图片 4.1 MB
+python代码 26.4 KB
ML_TestCode.py 1.6 KB
ML_PlateChoose.py 1.6 KB
ML_PCA_LogisticModel.py 4.8 KB
ML_GetFactorReturn.py 5.3 KB
ML_GetFactorData.py 5.1 KB
ML_BPFactorStrategy.py 7.9 KB