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zillionare/README.md

I'm a software developer, quantitative trader and entrepreneur。 Teaching machine learning, trading and software development. Author of 'Best Practices for Python'.

我是一名软件工程师、量化交易人和创业者。《Python高效编程最佳实践指南》的作者。我也是一系列开源软件的开发者或者维护者。

Tip

我们教授《匡醍.量化24课》、《匡醍.因子分析与机器学习策略》和《匡醍.量化人的Numpy和Pandas》等系列课程，帮助你从入门到精通，完全掌握量化交易。课程都配有视频、在线运行的Notebook、习题和答疑。请前往公众号 Quantide 咨询

最新文章

谜一样的涨跌幅！每日涨跌幅也能是薛定谔的猫？

最近在整一个适合个人使用的量化框架，数据源选择了 tushare，实时数据和交易 API 使用 QMT。在尝试一个策略时，发现该发出信号的时候，没有发出信号，于是就开始了排错之旅。这一查不要紧，发现就连最基本的每日涨跌幅数据也算不『对』了。

发表于 2025-11-24 人气 934 点击阅读



前后复权都不对，动态复权又太贵！一文揭示策略失败的根本原因

这是所有的量化课程都不会告诉你的，基于静态复权计算出来的因子，很可能不具有时间平稳性，这意味着我们无法基于它来发现统计规律。

发表于 2025-11-21 人气 292 点击阅读



Moonshot is all you need - 红利策略完结篇

本篇是本系列的最后一篇,运用之前的Moonshot回测框架，我们将最终完成红利策略的构建。5年回测结果表明，本策略年化达到11.6%，sharpe 高达4.55，远远超过同期沪深300.

发表于 2025-11-09 人气 198 点击阅读



更多精彩好文，请访问匡醍量化

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  1. zillionare zillionare Public

    量化资源和教程请访问 ke.quantide.cn 和公众号🫶Quantide

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    A tool for creating skeleton python project, built with popular develop tools and conform to best practice.

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    Portfolio analytics for quants, written in Python

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    ✍ MarkTwain | 编辑一次，发遍宇宙 | 点击下方链接，即刻使用

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    A Slidev theme that offers rich UI components and stunning visual effects.

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