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因子逻辑
过去 60 日收盘价对时间做线性回归后当日的残差，再除以收盘价，衡量当前价格偏离 60 日趋势线的程度；正值表示高于趋势线。
因子公式
RESI60 = Resi(close, 60) / closeBigQuant SQL
SELECT date, instrument, m_ols2d_last_resid(close, 0, 0, 60) / close AS alpha_038FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10209_strategy.py --name 'Alpha158 #38 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_038"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10209_strategy.pySELECT date, instrument, alpha_038 FROM cn_stock_factors_alpha_158带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10209"], "2021-01-01", "2026-09-18")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-18", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()