China Equities Quantitative Factors

DataYes quantitative factor database collects over 400 factors, include traditional factors that are well-known to the financial industry or published in
top-tier academic journal, and other factors with excellent performance in alpha testing and risk control. It not only covers fundamental factors, but also
has a comprehensive coverage in technical and research report factors. All factor data has undergone strict PIT processing and quality test and can
be directly applied to single factor testing and strategy construction. It comprises factors for both China A-shares and Hong Kong Stocks.

Sample Data Tables:

- Equity Factors - Over Bought Over Sold
- Equity Factors - Power
- Equity Factors - Trend
- Equity Factors - Analyst Forecast
- Other 400+ factors in different categories

Sample Fields:
- Williams Lower Shadow
- Candlestick Upper Shadow
- Shadow Pattern
- Zscore Of Total Shareholder Number
- Entropy Of Turnover Amount
- Correlation Between Abstract Return And Pre Turnover Rate
- Skewness Of Volume-Weighted Middle Price
- Standardized Quarterly Profit Delta
- Refinement Of Profit On Employee Compensation
- Other traditional and boutique factors ready for quant strategies

搜集汇总

背景与挑战

背景概述

该数据集是一个量化因子数据库，收录了超过400个因子，涵盖基本面、技术面和研报因子，并已通过严格的PIT处理和质量测试。这些因子适用于中国A股和港股，可直接用于单因子测试和策略构建。