问财量化选股策略逻辑
选股逻辑：上周涨跌幅大于0, 30日内涨停过, 股价<26
选股逻辑分析
以上选股逻辑主要基于以下三个条件：
-
上周涨跌幅大于0： This condition filters out stocks that have had a positive return on investment over the previous week. It is a simple way to identify stocks that are currently in an uptrend.
-
30日内涨停过： This condition filters out stocks that have gone on a streak of price increases over the past 30 days. This is a more aggressive way to identify stocks that are currently on a strong uptrend.
-
股价<26： This condition filters out stocks that are currently above the price of 26. This is a simple way to identify stocks that are currently overvalued.
有何风险？
While these conditions can be effective in identifying potentially strong stocks, there are also some risks to consider. One risk is that these stocks may be overvalued, as indicated by the low price threshold. Another risk is that the stocks may be highly speculative, as indicated by the recent price increases. It is important to carefully consider these risks before implementing this strategy.
如何优化？
To optimize this strategy, one approach could be to combine the conditions in a more sophisticated way. For example, instead of simply filtering out stocks that are above 26, it may be better to identify stocks that are currently trading above a certain level relative to their historical norms. This could help to filter out some of the overvalued stocks while still allowing for stocks that are currently experiencing a strong uptrend.
最终的选股逻辑
Based on the above analysis, the final version of the selector could look like this:
# 选股策略
stocks = (
(last_week_return > 0) &
(price_increase_streak > 0) &
(price < 26)
)
常见问题
-
What is the timeframe for the "last_week_return" condition?
The timeframe for the "last_week_return" condition can be adjusted to fit the specific needs of the strategy. In the above example, it is set to the previous week. -
How is the "price_increase_streak" calculated?
The "price_increase_streak" is calculated by counting the number of consecutive days where the stock's price has increased. In the above example, it is set to the past 30 days. -
What is the price threshold for the "price < 26" condition?
The price threshold for the "price < 26" condition can be adjusted to fit the specific needs of the strategy. In the above example, it is set to the current price. -
How do I combine these conditions in a more sophisticated way?
To combine these conditions in a more sophisticated way, one approach could be to use a weighted formula that takes into account the relative importance of each condition. -
What are the risks associated with this strategy?
The risks associated with this strategy include the potential for overvaluation and the potential for highly speculative stocks. It is important to carefully consider these risks before implementing this strategy.
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。