聚源因子库

日度更新的PIT股票量化因子数据，包含常规500+因子，CNE5、CNE6和CNTR各版本的风格因子，基于舆情、北向资金、预期等另类数据的自研因子，可满足实证资产定价研究、alpha因子挖掘、组合风控、业绩归因等各类量化投研场景需求

A daily-updated PIT stock quantitative factor dataset that includes over 500 conventional factors, style factors across versions of CNE5, CNE6 and CNTR, as well as proprietary factors derived from alternative data sources such as public opinion, northbound capital flows and market expectations. This dataset can meet the demands of diverse quantitative investment and research scenarios, including empirical asset pricing studies, alpha factor mining, portfolio risk management and performance attribution.

搜集汇总

背景与挑战

背景概述

聚源因子库是一个包含500+常规因子、风格因子和自研因子的日度更新股票量化因子数据库，适用于实证资产定价研究、alpha因子挖掘等量化投研场景。数据覆盖上交所、深交所、北交所，历史可追溯至2000年。