<?xml version="1.0" encoding="utf-8" ?><rss version="2.0"><channel><title><![CDATA[kangzuoning的博客]]></title><description><![CDATA[]]></description><link>https://blog.youkuaiyun.com/kangzuoning</link><language>zh-cn</language><generator>https://blog.youkuaiyun.com/</generator><copyright><![CDATA[Copyright &copy; kangzuoning]]></copyright><item><title><![CDATA[自建因子归总]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/78109167</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/78109167</guid><author>kangzuoning</author><pubDate>Wed, 27 Sep 2017 09:18:58 +0800</pubDate><description><![CDATA[factor1 = (2*close[-1] - upper - down) / (upper - down) 
upper = max(hign[N:-1]), down = min(low[N:-1])
2.]]></description><category></category></item><item><title><![CDATA[商品期货CTA专题报告（一）_量化CTA策略概述_天风证券]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/78049506</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/78049506</guid><author>kangzuoning</author><pubDate>Thu, 21 Sep 2017 11:00:17 +0800</pubDate><description><![CDATA[天风证券_吴先兴_2017-02-13摘要：a. 趋势跟踪：亏小赚大。前提条件是市场波动性足够大；策略逻辑是市场并非有效，价格变化滞后于价值变化；止损是因为市场大多数时候并没有明显趋势。 
b. 套利策略：本质是均值回归，反趋势。类别包括跨期、跨品种、跨市场的配对交易；特点是胜率高，单笔盈利小；策略逻辑是受相同基本面因素影响的不同期货品种价格走势应该会保持较高的一致性，一旦两者价格出现较大偏离也会在]]></description><category></category></item><item><title><![CDATA[跟踪聪明钱：从分钟行情数据到选股因子_方正证券]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/78044740</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/78044740</guid><author>kangzuoning</author><pubDate>Wed, 20 Sep 2017 19:55:00 +0800</pubDate><description><![CDATA[方正证券_魏建榕_2016-07-08摘要：利用聪明度指标 SS ，从分钟数据中筛选出属于“聪明钱”的交易。构造 聪明钱情绪因子Q聪明钱情绪因子Q ，因子 QQ 的值越大，表现聪明钱的交易越倾向于出现在价格较高处，即 逢高出货逢高出货 ，悲观态度。QQ 越小为 逢低吸筹逢低吸筹 。然后根据1. 核心思想a. Smart Money, 利用聪明度指标2. 策略构建3. 总结分析]]></description><category></category></item><item><title><![CDATA[国内商品期货常用日内CTA策略测试_东方证券_《衍生品系列研究之三》]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/78041865</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/78041865</guid><author>kangzuoning</author><pubDate>Wed, 20 Sep 2017 15:52:49 +0800</pubDate><description><![CDATA[东方证券_朱剑涛]]></description><category></category></item><item><title><![CDATA[MySQL书籍和资料]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77748569</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77748569</guid><author>kangzuoning</author><pubDate>Thu, 31 Aug 2017 16:17:23 +0800</pubDate><description><![CDATA[http://blog.youkuaiyun.com/jarvan_song/article/details/52977090]]></description><category></category></item><item><title><![CDATA[Python第三方库归总]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77650730</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77650730</guid><author>kangzuoning</author><pubDate>Mon, 28 Aug 2017 16:51:27 +0800</pubDate><description><![CDATA[ta-lib指标库 
用conda安装：conda install -c https://conda.anaconda.org/quantopian ta-lib 
官方文档：http://ta-lib.org/]]></description><category></category></item><item><title><![CDATA[Ubuntu下各种问题汇总]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77503338</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77503338</guid><author>kangzuoning</author><pubDate>Wed, 23 Aug 2017 10:58:05 +0800</pubDate><description><![CDATA[GPG error: ************ NO_PUBKEY 82EB5823F4FE239D 
http://blog.chinaunix.net/uid-20420254-id-2890214.html]]></description><category></category></item><item><title><![CDATA[MySQL操作命令]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77472168</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77472168</guid><author>kangzuoning</author><pubDate>Tue, 22 Aug 2017 09:57:12 +0800</pubDate><description><![CDATA[http://www.cnblogs.com/zhangzhu/archive/2013/07/04/3172486.html]]></description><category></category></item><item><title><![CDATA[Ubuntu中各类文件解压和安装]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77449819</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77449819</guid><author>kangzuoning</author><pubDate>Mon, 21 Aug 2017 14:56:05 +0800</pubDate><description><![CDATA[.deb文件 
http://blog.youkuaiyun.com/kevinhg/article/details/5934462]]></description><category></category></item><item><title><![CDATA[Ubuntu下安装MySQL]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77448781</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77448781</guid><author>kangzuoning</author><pubDate>Mon, 21 Aug 2017 13:41:40 +0800</pubDate><description><![CDATA[ubuntu 版本：16.04   64-bit
下载mysql, 下载“DEB Bundle” 按照如下网站进行安装配置 
http://www.jb51.net/article/105759.htm
安装过程中遇到的问题： 
a. W: GPG error: http://ppa.launchpad.net/ubuntu-wine/ppa/ubuntu xenial InRelease: The]]></description><category></category></item><item><title><![CDATA[python sys.argv的用法]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77155617</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77155617</guid><author>kangzuoning</author><pubDate>Mon, 14 Aug 2017 10:15:12 +0800</pubDate><description><![CDATA[http://blog.youkuaiyun.com/sxingming/article/details/52074311python 3.4#!/usr/bin/env python  
#_*_ coding:utf-8 _*_  
#sys.argv[0]表示代码本身文件路径
#sys.argv[1:]表示从命令行（CMD）读取键入的字符
import sys    
def readfile(filen]]></description><category></category></item><item><title><![CDATA[用Python定时提取mysql中的数据（未完）]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77061950</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77061950</guid><author>kangzuoning</author><pubDate>Thu, 10 Aug 2017 16:51:32 +0800</pubDate><description><![CDATA[所需工具： 
mysql 
mysql-connector 
python 
python模块（apscheduler, pymysql, subprocess.Popen）
安装好mysql和python各模块后，创建两个.py文件，一个文件负责提取mysql数据的，一个文件负责定时执行另一个文件。
提取mysql数据的代码
# -*- coding: utf-8 -*-
import panda]]></description><category></category></item><item><title><![CDATA[windows平台下mysql的一些维护]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/77045822</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/77045822</guid><author>kangzuoning</author><pubDate>Thu, 10 Aug 2017 12:10:26 +0800</pubDate><description><![CDATA[一. 密码重置： 
1.停止MYSQL服务，CMD打开DOS窗口，输入 net stop mysql  
2.在CMD命令行窗口，进入MYSQL安装目录 比如E:\Program Files\MySQL\MySQL Server 5.0\bin 示范命令:  
输入 e:回车,  
输入cd “E:\Program Files\MySQL\MySQL Server 5.0\bin”  
注意双引号也]]></description><category></category></item><item><title><![CDATA[蜘蛛网拥抱商品期货_方正证券_CTA专题研究]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76853360</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76853360</guid><author>kangzuoning</author><pubDate>Mon, 07 Aug 2017 17:17:51 +0800</pubDate><description><![CDATA[方正证券_魏建榕_2017-05-01 
蜘蛛网拥抱商品期货_CTA专题研究1. 核心思想：凡是做过，必留痕迹。从交易所每日公布的成交持仓表中，捕捉期货投资者的交易行为，构建CTA交易信号。2. 策略构建：a. 计算会员机构的知情度： 
 设：会员机构 ii 的多单持仓量为 BiB_i , 空单持仓量为 SiS_i , 当日成家量为 ViV_i 。定义其知情度的统计量 StatiStat_i 为：]]></description><category></category></item><item><title><![CDATA[《概率论与数理统计_浙江大学》_第一章_概率论基本概念]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76646686</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76646686</guid><author>kangzuoning</author><pubDate>Thu, 03 Aug 2017 19:32:54 +0800</pubDate><description><![CDATA[教材
随机实验 
特点： 
a. 可在相同条件下重复地进行 
b. 每次结果不止一个，事先知晓全部可能结果 
c. 进行一次试验之前不能确定哪一个结果会出现
样本空间、随机事件 
a. 将随机实验 EE 的所有可能结果组成的集合称为E的样本空间，记为 SS 
b.  EE 中的每个结果为样本点 
c. 试验 EE 的样本空间 SS 的子集为 EE 的随机事件，简称事件 
d. 德摩根律：A∪B¯¯¯]]></description><category></category></item><item><title><![CDATA[Zipline回测框架学习]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76619024</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76619024</guid><author>kangzuoning</author><pubDate>Thu, 03 Aug 2017 14:31:36 +0800</pubDate><description><![CDATA[Official Tutorial
Every zipline algorithm consists of two functions you have to define:initialize(context)
handle_data(context, data)
context is a persistent namespace for you to store variables you ne]]></description><category></category></item><item><title><![CDATA[因子回测效果框架]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76613420</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76613420</guid><author>kangzuoning</author><pubDate>Thu, 03 Aug 2017 10:54:16 +0800</pubDate><description><![CDATA[输入：开始日期、结束日期、因子名、调仓间隔、滑点、手续费、基准、分组个数、资金、股票池输出：因子效果图、对数图转化]]></description><category></category></item><item><title><![CDATA[Python杂记]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76607240</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76607240</guid><author>kangzuoning</author><pubDate>Thu, 03 Aug 2017 09:59:00 +0800</pubDate><description><![CDATA[Python基础教程 
廖雪峰Python教程 
Python官网]]></description><category></category></item><item><title><![CDATA[网址汇总]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76575015</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76575015</guid><author>kangzuoning</author><pubDate>Wed, 02 Aug 2017 12:30:29 +0800</pubDate><description><![CDATA[python中time, datetime, string, timestamp相互转换]]></description><category></category></item><item><title><![CDATA[统计基础和收益率]]></title><link>https://blog.youkuaiyun.com/kangzuoning/article/details/76383072</link><guid>https://blog.youkuaiyun.com/kangzuoning/article/details/76383072</guid><author>kangzuoning</author><pubDate>Sun, 30 Jul 2017 14:40:33 +0800</pubDate><description><![CDATA[1. 收益率定义时期tt（从时刻tt到时刻t+Δtt+\Delta t，长度为Δt\Delta t）上的收益率。如果资产在时刻tt的价格是P(t)P(t)，而在时刻t+Δtt+\Delta t的价格是P(t+Δt)P(t+\Delta t) ，并且它在时期tt上的收益分配总额为d(t)d(t)（企业分红等），那么该资产的总收益(total \space return)是： 
R(t)=P(t+Δt)]]></description><category></category></item></channel></rss>