A Quantitative Strategy Template Catalog for Stocks and Futures

Summary

This BigQuant overview summarizes strategy and implementation templates for Chinese equities and futures. Examples include moving-average pullbacks and crossovers, turtle breakouts, valuation and event-driven stock selection, a cointegration-based pairs strategy, MACD and Bollinger approaches for futures, and GBDT or neural-network stock ranking. It also describes portfolio and operational features such as equal weighting, fixed and trailing stops, index-based risk controls, position rotation, and filters for ST or delisting stocks.

The article is mainly a catalog of example rules and platform workflow, not a comparative study. It supplies some thresholds, holding periods, and snippets, but presents no backtest results or evidence that any particular template is profitable. Several examples are simplified and depend on platform data handling, execution timing, and careful alignment of prediction data with holdings. The templates are starting points for implementation and evaluation, not validated strategies.

Key ideas

• The catalog covers stock selection, futures indicators, event-driven rules, pair trading, and machine-learning approaches.
• Several templates define entries and exits using moving averages, breakouts, valuation filters, or prediction scores.
• Risk and portfolio examples include position limits, weighting choices, stop rules, index controls, and rotation logic.
• The article explains handling prediction data alongside stock names, market risk fields, and trading restrictions.
• It offers example rules but no comparative performance evidence or validation results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.