quant-trade-tutorial/mkdocs.yml at master · Si-Xiaoming/quant-trade-tutorial · GitHub

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site_name: 量化交易从零到一
site_url: https://Si-Xiaoming.github.io/quant-trade-tutorial/
repo_url: https://github.com/Si-Xiaoming/quant-trade-tutorial
edit_uri: edit/main/

theme:
  name: material
  language: zh
  palette:
    - media: "(prefers-color-scheme: light)"
      scheme: default
      primary: indigo
      accent: indigo
      toggle:
        icon: material/brightness-7
        name: 切换到深色模式
    - media: "(prefers-color-scheme: dark)"
      scheme: slate
      primary: indigo
      accent: indigo
      toggle:
        icon: material/brightness-4
        name: 切换到浅色模式
  features:
    - navigation.tabs
    - navigation.sections
    - navigation.top
    - search.suggest
    - search.highlight
    - content.code.copy

plugins:
  - search
  - mkdocs-jupyter:
      include_source: True
      execute: False
      no_input: False
      show_usage: False
      highlight_extra_classes: "codehilite"

markdown_extensions:
  - attr_list
  - md_in_html
  - pymdownx.arithmatex:
      generic: true
  - pymdownx.highlight:
      anchor_linenums: true
      pygments_lang_class: true
  - pymdownx.inlinehilite
  - pymdownx.snippets
  - pymdownx.superfences:
      custom_fences:
        - name: mermaid
          class: mermaid
          format: !!python/name:pymdownx.superfences.fence_code_format

extra_javascript:
  - javascripts/mathjax.js
  - https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js

nav:
  - 首页: index.md
  - 00 环境配置:
      - 概览: 00_setup/README.md
      - 环境安装: 00_setup/00_env_setup.ipynb
  - 01 金融基础概念:
      - 概览: 01_financial_concepts/README.md
      - 数学基础: 01_financial_concepts/00_math_foundations.ipynb
      - 价格与收益: 01_financial_concepts/01_price_and_return.ipynb
      - 风险与波动率: 01_financial_concepts/02_risk_and_volatility.ipynb
      - 市场基础: 01_financial_concepts/03_market_basics.ipynb
      - 概率与模拟: 01_financial_concepts/04_probability_and_simulation.ipynb
      - GARCH 波动率: 01_financial_concepts/05_garch_volatility.ipynb
      - 统计学基础: 01_financial_concepts/06_statistics_fundamentals.ipynb
      - 时间序列分析: 01_financial_concepts/07_time_series_analysis.ipynb
      - 胖尾分布: 01_financial_concepts/08_heavy_tails.ipynb
      - 大数定律与中心极限定理: 01_financial_concepts/09_lln_clt.ipynb
      - 现值理论: 01_financial_concepts/10_present_value.ipynb
      - AR(1) 过程: 01_financial_concepts/11_ar1_processes.ipynb
  - 02 数据获取与处理:
      - 概览: 02_data/README.md
      - 数据源: 02_data/01_data_sources.ipynb
      - 数据清洗: 02_data/02_data_cleaning.ipynb
      - 特征工程: 02_data/03_feature_engineering.ipynb
  - 03 技术指标与信号:
      - 概览: 03_indicators/README.md
      - 趋势指标: 03_indicators/01_trend_indicators.ipynb
      - 动量指标: 03_indicators/02_momentum_indicators.ipynb
      - 波动率指标: 03_indicators/03_volatility_indicators.ipynb
      - 股票池筛选: 03_indicators/04_universe_selection.ipynb
      - 协整与相关性: 03_indicators/05_cointegration_correlation.ipynb
  - 04 策略回测框架:
      - 概览: 04_backtesting/README.md
      - 策略思维: 04_backtesting/00_strategy_thinking.ipynb
      - 简单回测: 04_backtesting/01_simple_backtest.ipynb
      - Backtrader 入门: 04_backtesting/02_backtrader_intro.ipynb
      - 绩效评估: 04_backtesting/03_performance_metrics.ipynb
      - 经典策略复现: 04_backtesting/04_classic_strategies.ipynb
      - Beta 对冲: 04_backtesting/05_beta_hedging.ipynb
      - 配对交易: 04_backtesting/06_pairs_trading_strategy.ipynb
      - 卡尔曼滤波: 04_backtesting/07_kalman_filter_applications.ipynb
      - 市场冲击与滑点: 04_backtesting/08_market_impact_slippage.ipynb
      - 股票多空策略: 04_backtesting/09_long_short_equity.ipynb
      - 业绩归因: 04_backtesting/10_performance_attribution.ipynb
  - 05 投资组合优化:
      - 概览: 05_portfolio/README.md
      - Markowitz 优化: 05_portfolio/01_markowitz.ipynb
      - 风险平价: 05_portfolio/02_risk_parity.ipynb
      - CAPM & APT: 05_portfolio/03_capm_apt.ipynb
      - 因子分析: 05_portfolio/04_factor_analysis.ipynb
      - 风险模型: 05_portfolio/05_risk_models.ipynb
      - VaR & CVaR: 05_portfolio/06_var_cvar.ipynb
      - 协方差估计: 05_portfolio/07_covariance_estimation.ipynb
      - 动态资产配置: 05_portfolio/08_dynamic_asset_allocation.ipynb
      - 状态切换模型: 05_portfolio/09_regime_switching.ipynb
  - 06 机器学习与量化:
      - 概览: 06_ml_trading/README.md
      - 特征选择: 06_ml_trading/01_feature_selection.ipynb
      - 机器学习预测: 06_ml_trading/02_ml_prediction.ipynb
      - 深度学习: 06_ml_trading/03_deep_learning.ipynb
      - 过拟合的危险: 06_ml_trading/04_dangers_of_overfitting.ipynb
      - 交叉验证: 06_ml_trading/05_cross_validation.ipynb
      - 高级组合优化: 06_ml_trading/06_advanced_portfolio_optimization.ipynb
      - 杠杆与保证金: 06_ml_trading/07_leverage_and_margin.ipynb
  - 07 基本面量化:
      - 概览: 07_fundamental/README.md
      - 财务报表分析: 07_fundamental/01_financial_statements.ipynb
      - 价值因子: 07_fundamental/02_value_factors.ipynb
      - 质量因子: 07_fundamental/03_quality_factors.ipynb
      - 盈利意外: 07_fundamental/04_earnings_surprise.ipynb
  - 08 期货与商品策略:
      - 概览: 08_futures/README.md
      - 期货基础: 08_futures/01_futures_basics.ipynb
      - 商品动量: 08_futures/02_commodity_momentum.ipynb
      - 期限结构策略: 08_futures/03_term_structure_strategy.ipynb
  - 09 高频交易与微观结构:
      - 概览: 09_hft/README.md
      - 订单簿基础: 09_hft/01_order_book_basics.ipynb
      - 做市商策略: 09_hft/02_market_making.ipynb
  - 10 量化数学方法:
      - 概览: 10_math_methods/README.md
      - 蒙特卡洛方法: 10_math_methods/01_monte_carlo.ipynb
      - 线性规划与优化: 10_math_methods/02_linear_programming.ipynb
      - 马尔可夫链: 10_math_methods/03_markov_chains.ipynb
      - 最大似然估计: 10_math_methods/04_mle_estimation.ipynb