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AI 原生量化投研平台AI-native quantitative research platform
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因子逻辑
开盘价与成交量过去10日的时序相关系数取反，值越大表示开盘价与成交量走势越负相关。
因子公式
(-1 * correlation(open, volume, 10))BigQuant SQL
SELECT date, instrument, m_corr(open, volume, 10) AS _factor_temp, -1 * _factor_temp AS factor,FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10006_strategy.py --name 'Alpha#6 选股' \ --set 'TABLES=["cn_stock_factors_alpha_101"]' --set 'FACTORS=["alpha_006"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-21"' \ && python bqf_10006_strategy.pySELECT date, instrument, alpha_006 FROM cn_stock_factors_alpha_101带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10006"], "2021-01-01", "2026-09-21")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-21", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()