示例因子
按质量分组,点击一行载入其验证配置,再点「运行」生成研报。
rank(divide(net_income_adjusted, multiply(close, shares_outstanding)))
ts_zscore(volume, 20)
ts_zscore(dollar_volume, 60)
rank(divide(cash_and_equivalents, equity))
rank(divide(ts_mean(returns, 60), ts_std(returns, 60)))
rank(divide(equity, multiply(close, shares_outstanding)))
rank(divide(ts_mean(returns, 120), ts_std(returns, 120)))
rank(adv60)
rank(subtract(ts_mean(returns, 126), ts_mean(returns, 21)))
rank(divide(net_income_adjusted, equity))
选定因子后并发跑回测 + 信号 + 敞口三套数据,组装成可打印的 tear sheet。点右上角「导出 PDF」走浏览器原生打印。