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
- 《熔断不要怕，alpha model为你保驾护航！》https://uqer.io/community/share/568df2a3228e5b18e4ba296e
- 《寻找alpha之: alpha设计》https://uqer.io/community/share/56893bb1228e5b67159beb38
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
- 《营业收入增长率+市盈率》https://uqer.io/community/share/568cd66e228e5b960b7fd252
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
- 《技术分析入门 【2】 —— 大家抢筹码（06年至12年版）— 更新版》https://uqer.io/community/share/568e6f54228e5b18e5ba296e
- 《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
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
3.4 熔断机制
- 《股海拾贝之【熔断错杀股】》https://uqer.io/community/share/568e4c78228e5b18e0ba2962
3.5 暴涨暴跌
- 《【实盘感悟】遇上暴跌我该怎么做？》https://uqer.io/community/share/565d47e3f9f06c6c8a91af49
3.6 兼并重组、举牌收购
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
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
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
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
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
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
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
5.14 Z-score Model
- 《Zscore Model Tutorial》https://uqer.io/community/share/54ab4407f9f06c276f6519ec
- 《信用债风险模型初探之：Z-Score Model》https://uqer.io/community/share/568b73d6228e5b67159bee69
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
5.18 LPPL anti-bubble model
- 《今天大盘熔断大跌，后市如何——based on LPPL anti-bubble model》https://uqer.io/community/share/568a65e0228e5b67159becfc
- 《破解股市泡沫之谜——对数周期幂率（LPPL）模型》https://uqer.io/community/share/567a4fbd228e5b344568810f
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
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
十三 Alternative Strategy
13.1 易经、传统文化
接着是基金、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
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
然后是衍生品相关
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。
五 期货分析
- 《Gifts from Santa Claus——股指期货趋势交易研究》https://uqer.io/community/share/567ca9b1228e5b3444688438
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