Alpha191
收藏DataCite Commons2024-10-03 更新2025-04-16 收录
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https://ieee-dataport.org/documents/alpha191
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资源简介:
A dataset used in the paper "A Causal Perspective of Stock Prediction Models". The dataset is constructed using the training infromation between 2011 and 2024 via signals provided by GUOTAI JUNAN SECURITIES. Alpha191 is a widely used collection of 191 mathematical formulas, known as "alpha factors," used for quantitative stock analysis. Developed by researchers and practitioners, these factors are designed to capture various statistical properties, behavioral patterns, and market trends from financial data. Alpha191 is a part of the "Alpha" series of factors, which originated from the research of quantitative finance and are primarily used in algorithmic trading and investment strategies.
提供机构:
IEEE DataPort
创建时间:
2024-10-03



