BDE Score — Open-source multi-factor scoring API for systematic stock analysis (US/HK/A-shares) #67
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分享一个开源的多因子筛选工具,做跨市场 screening 的时候可能会用到。
BDE Score 覆盖美股/港股/A 股共 74 只标的,五个因子打分:动量、价值、质量、波动率、成长。所有权重和计算过程都是公开的,不是黑箱。
比较实用的地方:
代码开源 MIT:https://github.com/hbhqq9/bde-score
在线试试:https://atlantic-remains-atomic-floor.trycloudflare.com
做跨市场因子的朋友可以聊聊,想了解下大家对 A 股因子有效性的看法。
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