量化交易社区策略-涨幅〈0、roe由大到小、今天上涨

问财量化选股策略逻辑

在选股过程中，我们采用了以下策略逻辑：

1. 涨幅小于0：我们关注的是股票的涨幅是否小于0，这是选股的第一步。
2. ROE从大到小：我们选择ROE（净资产收益率）从大到小的股票，因为高ROE的股票通常具有较高的盈利能力。
3. 今天上涨：我们只关注今天上涨的股票，这样可以过滤掉那些明天或后天可能下跌的股票。

选股逻辑分析

以上选股逻辑的主要目的是筛选出具有较高盈利能力和今日上涨的股票。然而，这种策略也存在一定的风险。

有何风险？

1. 市场风险：股票市场本身存在一定的波动性，选股策略不能完全避免这种风险。
2. 个券风险：即使某个股票符合上述策略，也存在因公司基本面恶化、市场环境变化等原因导致股票表现不佳的风险。
3. 选股偏差：我们可能无法完全捕捉到所有符合策略的股票，存在一定的选股偏差风险。

如何优化？

1. 扩大选股范围：我们可以通过扩大选股范围，如增加涨幅和ROE的阈值，来降低风险。
2. 考虑其他因素：除了涨幅和ROE，我们还可以考虑其他财务指标，如市盈率、市净率等，以进一步优化选股策略。

最终的选股逻辑

在经过优化后，我们的选股策略如下：

1. 涨幅小于0的股票；
2. ROE从大到小的股票；
3. 今天上涨的股票。

常见问题

1. 如何理解ROE：ROE是衡量公司盈利能力的重要指标，它表示公司每单位净资产产生的收益。
2. 如何判断股票是否具有市场风险：市场风险是指股票价格受到市场整体行情波动的影响，投资者需要关注市场风险，以降低投资风险。
3. 选股策略是否完全避免风险：选股策略只能降低风险，而不能完全避免风险。投资者需要根据自身的风险承受能力，合理选择投资策略。

指标公式代码参考

以下是通达信和同花顺的指标公式代码参考：

通达信指标公式代码：

ROE_排序 = ROE / N;
涨幅_排序 = abs(close - close[1]) / close[1];
N = rank(close, ROE_排序);
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] > close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];
N = N[close[N] < close[1]];
N = N[close[N] > close[1]];
N = N[N > 0];
N = N[close[N] > close[1]];
N = N[close[N] < close[1]];
N = N[N < 0];

## 如何进行量化策略实盘？
    请把您优化好的选股语句放入文章最下面模板的选股语句中即可。

    select_sentence = '市值小于100亿' #选股语句。

    模板如何使用？

    点击页面下方的复制按钮，复制到自己的账户即可使用模板进行回测。