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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
3、6、12、24日收盘均价的平均，即多空指数BBI；反映多周期的平均价格水平，取值随股价高低变化。
因子公式
(MEAN(CLOSE,3)+MEAN(CLOSE,6)+MEAN(CLOSE,12)+MEAN(CLOSE,24))/4BigQuant SQL
SELECT date, instrument, (m_avg(close, 3)+m_avg(close, 6)+m_avg(close, 12)+m_avg(close, 24))/4 AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10371_strategy.py --name 'Alpha191 #153 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_153"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10371_strategy.pySELECT date, instrument, alpha_153 FROM cn_stock_factors_alpha_191带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10371"], "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()