Question: Question no 1 please answer Please quantitative strategy report . The report should include quantitative strategy ideas, quantitative strategy basis (or quantitative strategy literature review),

Question no 1

please answer

Please quantitative strategy report . The report should include quantitative strategy ideas, quantitative strategy basis (or quantitative strategy literature review), quantitative strategy procedures (codes), quantitative strategy benefits and robustness. In addition, the format should be standardized, and the contents, indexes and references should be provided.

The time range of the back test is from July 22, 2014 to May 22, 2022. The bull market was tested from July 22, 2014 to June 12, 2015; The bear market was tested from June 15, 2015 to January 27, 2016. The test time of the balance city is from January 28, 2016 to May 20, 2022. The back test target is CS1300 stock. For back testing platform; Jointquant platform (https://www.joinquant.com/user/login/index).

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