燃数线上消费量化产品

线上消费数据包含商品的价格、销量、品牌、品类等信息，通过模型可以计算商品、品牌、公司的销售数据，能够反应出公司的产品定价与营收情况。燃数基于该数据构建上市公司的基本面类量化因子，能够很好的筛选出优质标的，进而通过交易获得超额收益。

Online consumption data encompasses information such as product prices, sales volumes, brands and product categories. Sales data for products, brands and enterprises can be derived through model-based calculations, which can reflect the product pricing and revenue performance of companies. Ranshu constructs fundamental quantitative factors for listed companies based on this dataset, which can effectively screen out high-quality investment targets and thus generate excess returns via trading.

搜集汇总

背景与挑战

背景概述

该数据集包含约300家A股上市公司的线上消费数据（价格、销量、品牌等），通过建模可计算销售数据并构建量化因子，用于筛选优质投资标的。数据每周动态更新，主要应用于金融服务和商贸流通领域。