基本面量化系列之八：财务附注中的Alpha研究.docxVIP

目录

1、引言 .-6-

2、财务附注数据介绍及数据库搭建......................................................................-8-

2.1、何为财务附注？...........................................................................................-8-

2.2、财务附注数据库搭建.................................................................................-10-

3、财务附注选股因子构建....................................................................................-12-

3.1、财务附注结构质量因子.............................................................................-12-

3.2、其他财务附注相关因子..............................................................