Convertible Bond Factor Library

Based on the abundant convertible bond fundamental data and market data from Tonglian, we filter and construct factors with clear selection methods and logical bond-picking strategies. We also calculate derived factors, pricing models, etc., based on the underlying data of bonds and individual stocks.

搜集汇总

背景与挑战

背景概述

该数据集基于同联提供的可转债基本面与市场数据，通过筛选构建具有明确选券逻辑的因子，并基于债券与个股底层数据计算衍生因子及定价模型。