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【国盛金工 量价选股】如何基于RSI技术指标构建有效的选股因子?
前言:相对强弱指标RSI(Relative StrengthIndex)是最常用的技术分析指标之一,常被用来评估多空力量的强弱程度,被广泛应用于各种金融产品的研究分析中。本文对RSI指标进行深入探索,讨论如何将其拓展到横截面选股领域,构建有效的选股因子。 RSI指标在择时上的 ...
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