C-X-Lu / Replication-of-Minute-Frequency-Factor-refer-CICCView on GitHub
分钟频因子复现。 * 因子构造参考:《中金 | 量化多因子系列(12):高频因子手册》https://mp.weixin.qq.com/s/N48b27FAPwcbQZkbnlBhwQ | 因子计算使用polars替代常见的pandas以获得更快的计算速度。
☆12Sep 3, 2025Updated last year

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