waylon/ashare-quant-strategies

This repository is a research library of quantitative trading strategies for the Chinese A-share stock market. It collects 119 written articles, each one describing a different strategy for picking or timing stock trades, such as combining several financial factors to rank stocks, following price momentum, rotating between sectors, or reacting to dividend yield and growth signals. Each article lives in its own folder and follows the same layout: a content.md file holds the main write up, formatted to match the original source as closely as possible, including headings, lists, and code blocks. A code folder holds any code snippets tied to that article. An assets and images folder holds pictures when the original article had them. A downloads.md file lists any extra attachments, and a meta.json file stores basic information about the article. To use the project, a reader simply opens the content.md file inside the folder for the strategy that interests them. There is no software to install and no strategy engine bundled in the repository. This is a reading and reference collection, not a runnable trading system. The project was shared and discussed within a community called LINUX DO, and the author credits members there for feedback. The README is direct about the limits of the material: it is meant only for study and research, not as investment advice. Some of the strategies described may be outdated, and any external storage links mentioned inside individual articles may no longer work since their availability depends on whoever originally shared them. For a non-technical reader, this repository is best understood as a library of stock market strategy writeups rather than working software. Someone curious about how quantitative traders think about the A-share market could browse the article titles and read the ones that match their interest, while keeping in mind that none of this is financial advice and some content may be stale.