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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
过去 5 日日收益（收盘价比值）与成交量变化（对数量比）的时序相关系数，衡量价格变动与成交量变动的同步程度；正值表示涨时放量、跌时缩量。
因子公式
CORD5 = Corr(close/Ref(close,1), Log(volume/Ref(volume,1)+1), 5)BigQuant SQL
SELECT date, instrument, m_corr(close/m_lag(close,1), LN(m_lag(volume,1)/volume+1),5) AS alpha_089FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10308_strategy.py --name 'Alpha158 #89 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_089"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10308_strategy.pySELECT date, instrument, alpha_089 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_10308"], "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()