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基于多因子模型的选股策略研究161203105386·2020的基于多因子模型的选股策略研究的研究的的的2020基于多因子模型的选股策略研究20191120191212的策略的策略2019选的的因子的的于股2020Researchonstockselectionstrategybasedonmulti-factormodelAbstractInordertobetterapplyquantitativetradingtotheactualthispaperusesRidgeregressionrandomforestregressionsupportvectorregressionofthesethreeregressionsandcarriesonthestrategicbacktestingofthetradingdaysfromJanuary12019toDecember122019.Theresultsofthethreeregressionalgorithmscangettheexcessrateofreturninwhichtherandomforestregressionstrategycanbestadapttothelargemarketsituationoftheselectedtimeperiodin2019.Thereturnresultsofthebacktestshowthatthesefactorsaresignificantlyeffectiveinthebacktesttimeindicatingthatgoodquantitativetradingisconducivetoinvestorstoavoidsomerisksinthestockmarketsoastoobtainprofitmaximization.Keywords:QuantifyingtransactionsRidgeReturnRandomForestRegressionSup-portvectorregression20201