摘要
This article attempted to construct a multi-factor quantitative stock selection model,analyze the financial indicators and transaction data of listed companies in detail via the big data statistical test method,and to find out the alpha excess return relative to the market in the case of short stock index futures as a hedge in the Chinese market.
基金
Supported by National Natural Science Foundation of China(11961005)
Guangdong Province General University Characteristic Innovation Project(2018KTSCX253).
