This project mainly focus on daily-frequency quantitative investment for retail investors in Chinese A-share market. Classical cross-sectional prediction is still one of the main theme, though it is not that suitable for retail investors, the main issue is that retail investors do not have enough capital to invest thousands of stocks at one time. In spite of this we can still gain some inspiration from this methods, we only need to change the position to hold, that is, to hold some stocks (three stocks each day, for example).
To achieve this goal, we need to modify the classical method. Specifically, the accuracy for the long side is much more important than that for the short side.
QBG for Quant HBG.