FactorModel 多因子模型的相关文献 References for factor model. 入门必读多因子模型相关文献。 There are some quite classical references that helps you understand and get started to build a factor model for financial market. 尤其推荐的两篇是： 20170615-国泰君安-数量化专题之九十三：基于短周期价量特征的多因子选股体系 华泰多因子模型体系初探