低频因子构建:Alpha191因子构建(3)
策略源码:
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[https://bigquant.com/codeshare/af317223-38b0-441e-b7ff-812d1f5c697e](https://bigquant.com/codeshare/af317223-38b0-441
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[https://bigquant.com/codeshare/af317223-38b0-441e-b7ff-812d1f5c697e](https://bigquant.com/codeshare/af317223-38b0-441
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/ee92a723-2ced-43c4-a90d-c3256a8c04a3](https://bigquant.com/codeshare/ee92a723-2ced-43c
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/a3bea22e-68a2-4dd8-9019-c2322c73caf5](https://bigquant.com/codeshare/a3bea22e-68a2
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
{{membership}}
[https://bigquant.com/codeshare/61abc533-05ce-47d1-bbbf-37de5621a1f4](https://bigquant.com/codeshare/61abc533-05ce-4
由small_q创建,最终由small_q更新于
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[https://bigquant.com/codeshare/f3140995-dd6e-4875-a91e-a1bd0226f645](https://bigquant.com/codeshare/f3140995-dd6e-487
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
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由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
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由small_q创建,最终由small_q更新于
{{membership}}
[https://bigquant.com/codeshare/f9260c26-9a8a-406f-bc5d-3f394ce76d73](https://bigquant.com/codeshare/f9260c26-9a8a-406
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
回测图:

{
由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
因子1示例:
"factor1":"""
SELECT
date,
instrument,
m_CORR(close/m_lag(close,
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回测图:

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由small_q创建,最终由small_q更新于
由small_q创建,最终由small_q更新于
回测图:
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声明:本策略需要在AIStudio 3.0环境下运行(点击克隆策略选择最新开
由small_q创建,最终由small_q更新于