array(35) { ["id"]=> string(3) "695" ["type"]=> string(6) "course" ["title"]=> string(39) "量化投资之趋势反转选股案例" ["subtitle"]=> string(0) "" ["creator"]=> array(6) { ["id"]=> string(2) "71" ["nickname"]=> string(6) "admin2" ["title"]=> string(5) "admin" ["uuid"]=> string(40) "0594022bb8ab8bc17c0faad10ac9e108223f750e" ["destroyed"]=> string(1) "0" ["avatar"]=> array(3) { ["small"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415c02ed921676.png" ["middle"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415bfc8f030926.png" ["large"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415bee27724865.png" } } ["showable"]=> string(1) "1" ["buyable"]=> string(1) "1" ["summary"]=> string(980) "

　　近年来，人工智能、机器学习的发展对量化投资起到促进作用，社会对相关人才需求迫切，促使高等教学作出相应的改革和创新。本案例选择市值、量价和反转三因子，构建趋势反转量化选股模型。在优矿量化平台上，分别对市值、量价和反转三因子做 IC 相关检验、分布拟合和收益周期分析，确定出每个策略因子的最佳分布百分位点和调仓周期；在 针对因子参数做了中性化与标准化处理后，以直接等权相加的方式构建了趋势反转选股策略；通过量化平台回测策略历史投资过程，研究策略投资标的变化，分析趋势反转选股模型的投资逻辑，并进一步修正量化投资策略，通过不停的反复测试来完成量化投资策略的开发。通过该案例，学生可以完整体验一次量化投资策略的开发过程，进一步加深对量化投资概 念的理解和运用。

" ["minPrice"]=> string(4) "0.00" ["maxPrice"]=> string(4) "0.00" ["discountId"]=> string(1) "0" ["images"]=> array(3) { ["large"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a136d484804.png" ["middle"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a1d1c319365.png" ["small"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a241f402260.png" } ["ratingNum"]=> string(1) "0" ["rating"]=> string(1) "0" ["hitNum"]=> string(3) "413" ["hotSeq"]=> string(1) "0" ["maxPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["minPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["minDisplayPrice"]=> string(4) "0.00" ["maxDisplayPrice"]=> string(4) "0.00" ["minDisplayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["maxDisplayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["canManage"]=> bool(false) ["peopleShowNum"]=> string(1) "0" ["isMember"]=> bool(false) ["status"]=> string(9) "published" ["orgId"]=> string(1) "1" ["orgCode"]=> string(2) "1." ["recommendWeight"]=> string(1) "0" ["recommendedTime"]=> string(1) "0" ["createdTime"]=> string(25) "2022-07-20T10:22:36+08:00" ["updatedTime"]=> string(25) "2025-12-12T22:21:25+08:00" ["product"]=> array(7) { ["id"]=> string(3) "695" ["targetType"]=> string(6) "course" ["title"]=> string(39) "量化投资之趋势反转选股案例" ["owner"]=> string(2) "71" ["createdTime"]=> string(10) "1658283756" ["updatedTime"]=> string(10) "1683514122" ["target"]=> array(17) { ["id"]=> string(3) "732" ["type"]=> string(6) "normal" ["title"]=> string(39) "量化投资之趋势反转选股案例" ["subtitle"]=> string(0) "" ["summary"]=> string(980) "

　　近年来，人工智能、机器学习的发展对量化投资起到促进作用，社会对相关人才需求迫切，促使高等教学作出相应的改革和创新。本案例选择市值、量价和反转三因子，构建趋势反转量化选股模型。在优矿量化平台上，分别对市值、量价和反转三因子做 IC 相关检验、分布拟合和收益周期分析，确定出每个策略因子的最佳分布百分位点和调仓周期；在 针对因子参数做了中性化与标准化处理后，以直接等权相加的方式构建了趋势反转选股策略；通过量化平台回测策略历史投资过程，研究策略投资标的变化，分析趋势反转选股模型的投资逻辑，并进一步修正量化投资策略，通过不停的反复测试来完成量化投资策略的开发。通过该案例，学生可以完整体验一次量化投资策略的开发过程，进一步加深对量化投资概 念的理解和运用。

" ["cover"]=> array(3) { ["large"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a136d484804.png" ["middle"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a1d1c319365.png" ["small"]=> string(75) "http://www.chinadatacase.com/files/course/2023/05-05/1714466a241f402260.png" } ["status"]=> string(9) "published" ["studentNum"]=> string(1) "0" ["discountType"]=> string(8) "discount" ["discount"]=> string(2) "10" ["minCoursePrice"]=> string(4) "0.00" ["maxCoursePrice"]=> string(4) "0.00" ["defaultCourseId"]=> string(3) "735" ["productId"]=> string(3) "695" ["goodsId"]=> string(3) "695" ["minCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["maxCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } } } ["extensions"]=> array(3) { [0]=> string(8) "teachers" [1]=> string(14) "recommendGoods" [2]=> string(10) "isFavorite" } ["specs"]=> array(1) { [0]=> array(26) { ["id"]=> string(3) "698" ["goodsId"]=> string(3) "695" ["targetId"]=> string(3) "735" ["title"]=> string(0) "" ["seq"]=> string(1) "1" ["status"]=> string(9) "published" ["price"]=> string(4) "0.00" ["coinPrice"]=> string(4) "0.00" ["usageMode"]=> string(7) "forever" ["usageDays"]=> string(1) "0" ["usageStartTime"]=> string(1) "0" ["usageEndTime"]=> string(1) "0" ["buyableStartTime"]=> string(1) "0" ["buyableEndTime"]=> string(1) "0" ["buyableMode"]=> NULL ["buyable"]=> string(1) "1" ["maxJoinNum"]=> string(1) "0" ["services"]=> array(0) { } ["priceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["displayPrice"]=> string(4) "0.00" ["displayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["isMember"]=> bool(false) ["access"]=> array(2) { ["code"]=> string(14) "user.not_login" ["msg"]=> string(15) "用户未登录" } ["hasCertificate"]=> bool(false) ["learnUrl"]=> string(42) "http://www.chinadatacase.com/my/course/735" ["teachers"]=> array(1) { [0]=> array(6) { ["id"]=> string(2) "71" ["nickname"]=> string(6) "admin2" ["title"]=> string(5) "admin" ["uuid"]=> string(40) "0594022bb8ab8bc17c0faad10ac9e108223f750e" ["destroyed"]=> string(1) "0" ["avatar"]=> array(3) { ["small"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415c02ed921676.png" ["middle"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415bfc8f030926.png" ["large"]=> string(73) "http://www.chinadatacase.com/files/user/2023/03-09/0913415bee27724865.png" } } } } } } 量化投资之趋势反转选股案例 - 中国经管实验教学案例平台

中国经管实验教学案例平台

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