GitHub - huangniyuan0313/MultiFactor: This project was developed as the final project for the Quantitative Investment course at Zhejiang University. It implements a multi-factor framework in quantitative investing, incorporating 15 financial factors and generating a simple backtesting report to evaluate strategy performance.

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This project was developed as the final project for the Quantitative Investment course at Zhejiang University. It implements a multi-factor framework in quantitative investing, incorporating 15 financial factors and generating a simple backtesting report to evaluate strategy performance.

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
Code_MultiFactor		Code_MultiFactor
Data		Data
Reference		Reference
Result		Result
.DS_Store		.DS_Store
.gitattributes		.gitattributes
320101028_黄倪远_多因子模型报告.pdf		320101028_黄倪远_多因子模型报告.pdf
README.txt		README.txt
量化投资期末作业实验报告——多因子模型.md		量化投资期末作业实验报告——多因子模型.md

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# -*- coding: utf-8 -*-
# @Time : 2023/2/8 15:26
# @Author : Huang Niyuan
# @Email : 3123824465@qq.com
# @File : Code_Mul.py

# Code_MultiFactor
# - 该文件夹中分别有两份一样的代码，一份为jupyter的源文件，一份问python文件，推荐分别使用jupyterbook和pytram打开。
# - 代码的正常运行需要一些python库：numpy、pandas、sklearn，需要提前安装好

# Data
# - 该文件夹中为老师提供的数据，本人根据需求仅仅改变了文件夹的名称（将中文改成英文，担心路径读取不出来的问题）

# Reference
# - 该文件夹中有完成作业时参考的资料和网站

# Result
# - 该部分是完整的实验结果

# 320101028_黄倪远_多因子模型报告.pdf
# - 该部分记录了实验完成的代码思路、实验结论与反思