Based on python, but only running accessible in JoinQuant.
My final project of the course Portfolio Management by Prof.Li.
Prof.Li is the first professor who teached the quantative strategies to me in the university. I'm very respect him, and I also honored to invite him as my graduation thesis's advisor. I will always remember his gentle tone and his concern for my studies. Moreover, I will never forget he stood by the window when the setting sun wiped the window and slowly fell. Hope him all the best.
Andi