FactorModel 多因子模型的相关文献

References for factor model.

入门必读多因子模型相关文献。

There are some quite classical references that helps you understand and get started to build a factor model for financial market.

尤其推荐的两篇是：

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
101 Formulaic Alphas.pdf		101 Formulaic Alphas.pdf
20170615-国泰君安-数量化专题之九十三：基于短周期价量特征的多因子选股体系.pdf		20170615-国泰君安-数量化专题之九十三：基于短周期价量特征的多因子选股体系.pdf
20170711-东方证券-东方证券衍生品系列研究之（六）：商品期货中的alpha策略.pdf		20170711-东方证券-东方证券衍生品系列研究之（六）：商品期货中的alpha策略.pdf
JPM - Systematic Strategies Across Asset Classes.pdf		JPM - Systematic Strategies Across Asset Classes.pdf
Order Imbalance Based Strategy in High Frequency Trading.pdf		Order Imbalance Based Strategy in High Frequency Trading.pdf
README.md		README.md
华泰多因子模型体系初探.pdf		华泰多因子模型体系初探.pdf
商品期货因子挖掘及组合构建再探究 .pdf		商品期货因子挖掘及组合构建再探究 .pdf
海通证券商品期货因子挖掘与组合构建再研究.pdf		海通证券商品期货因子挖掘与组合构建再研究.pdf

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