With the lasting development of stock index futures, margin trading business, refinancing, treasury bond futures, options, Chinese market will really approach the age of quantitative investment. Rich quantitative factors are the basic and premise of quantitative research. Based on the education and practice condition of domestic quantitative research, RESSET researched and developed the RESSET Quantitative Investment Database, meeting the demands of automatic trading, quantitative investment, program trading, algorithm trading, and high frequency trading. It is the indispensable basic product for quantitative investment research, trading and risk management in the Chinese financial institution market.
Macro factors contain CPI, M1, M2, total amount of import and export, GDP and other indicators related to macroeconomics
Evaluation factor, like common PE, PB
Performance growth factors, like common net return growth rate, business revenue growth rate
Factors related to scale, like common total assets, total market capitalization
Price and volume factors, like common 1-month volume change, 3-months volume change
Factors related to financial quality and capital structure, such as ROE, asset-liability ratio
Factors related to technology indicators and risks, like common MACK,RSI