# bignewbieplus/quanttradestrategy architecture

> Architecture diagram of the GitHub repository bignewbieplus/quanttradestrategy, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-10-01). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/bignewbieplus/quanttradestrategy
- Repository: https://github.com/bignewbieplus/quanttradestrategy

## Overview

QuantTradeStrategy is a Chinese-language reference collection, not an executable trading platform. A reader starts at README.md, which indexes strategy write-ups across intraday CTA, medium/long-term trading, arbitrage, and quantitative hedging; some entries also point to a strategy comparison. The graph reflects those documented links, not runtime behavior. The strategy documents themselves were not sampled, so no internal calculations or execution relationships are inferred.

Main entry points: [`README.md`](https://github.com/bignewbieplus/quanttradestrategy/blob/master/README.md) (Strategy Index), [`strategy/Aberration策略.md`](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Aberration%E7%AD%96%E7%95%A5.md) (Aberration), [`strategy/Dual-Thrust.md`](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Dual-Thrust.md) (Dual Thrust), [`strategy/R-Breaker.md`](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/R-Breaker.md) (R-Breaker)

## Diagram (Mermaid)

```mermaid
flowchart TD

subgraph group_intraday["Intraday CTA"]
  node_dual["Dual Thrust<br/>[Dual-Thrust.md]"]
  node_rb["R-Breaker<br/>[R-Breaker.md]"]
  node_feiali["Four Price<br/>[菲阿里四价策略.md]"]
  node_garden["Sky Garden<br/>[空中花园策略.md]"]
  node_sideways["Range Breakout<br/>[横盘突破策略.md]"]
  node_fixed["Fixed Reversal"]
  node_hans["HANS123<br/>[HANS123策略.md]"]
  node_dailyatr["Daily ATR Breakout<br/>[日均ATR波动性突破策略.md]"]
  node_orb["ORB Failure<br/>[ORB失败突破策略.md]"]
  node_yellow["VWAP Yellow Line<br/>[分时均价黄线策略.md]"]
  node_intradayatr["Intraday ATR Breakout<br/>[日内ATR波动性突破策略.md]"]
end

subgraph group_trend["Trend Strategies"]
  node_moving["Moving Average<br/>[均线策略.md]"]
  node_momentum["Momentum<br/>[动量策略.md]"]
  node_longbreak["Long-Range Breakout<br/>[长区间突破策略.md]"]
  node_aberration["Aberration<br/>[Aberration策略.md]"]
  node_andromeda["Andromeda<br/>[Andromeda策略.md]"]
  node_checkmate["Checkmate<br/>[Checkmate策略.md]"]
  node_golden["Golden SX<br/>[GoldenSX策略.md]"]
  node_ready["Ready-Set-Go<br/>[Ready-Set-Go策略.md]"]
  node_stc["STC Daytrade"]
  node_comparison["Strategy Comparison<br/>[各类策略的简单优劣对比.md]"]
end

subgraph group_arbitrage["Arbitrage"]
  node_arbitrage["Arbitrage Overview<br/>[套利策略.md]"]
  node_interperiod["Inter-Period Arbitrage<br/>[跨期套利.md]"]
  node_intermarket["Cross-Market Arbitrage<br/>[跨市场套利.md]"]
  node_interproduct["Cross-Product Arbitrage<br/>[跨品种套利.md]"]
end

subgraph group_hedging["Quantitative Hedging"]
  node_hedgeoverview["Hedging Overview<br/>[国内量化对冲主要策略.md]"]
  node_neutral["Market Neutral<br/>[市场中性策略.md]"]
end

node_reader(("Reader"))
node_index["Strategy Index<br/>[README.md]"]

node_reader -->|"opens"| node_index
node_index -->|"links to"| node_dual
node_index -->|"links to"| node_rb
node_index -->|"links to"| node_feiali
node_index -->|"links to"| node_garden
node_index -->|"links to"| node_sideways
node_index -->|"links to"| node_fixed
node_index -->|"links to"| node_hans
node_index -->|"links to"| node_dailyatr
node_index -->|"links to"| node_orb
node_index -->|"links to"| node_yellow
node_index -->|"links to"| node_intradayatr
node_index -->|"links to"| node_moving
node_index -->|"links to"| node_momentum
node_index -->|"links to"| node_longbreak
node_index -->|"links to"| node_aberration
node_index -->|"links to"| node_andromeda
node_index -->|"links to"| node_checkmate
node_index -->|"links to"| node_golden
node_index -->|"links to"| node_ready
node_index -->|"links to"| node_stc
node_index -->|"compares"| node_aberration
node_index -->|"links to"| node_comparison
node_index -->|"links to"| node_arbitrage
node_index -->|"links to"| node_interperiod
node_index -->|"links to"| node_intermarket
node_index -->|"links to"| node_interproduct
node_index -->|"links to"| node_hedgeoverview
node_index -->|"links to"| node_neutral

click node_index "https://github.com/bignewbieplus/quanttradestrategy/blob/master/README.md"
click node_dual "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Dual-Thrust.md"
click node_rb "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/R-Breaker.md"
click node_feiali "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%8F%B2%E9%98%BF%E9%87%8C%E5%9B%9B%E4%BB%B7%E7%AD%96%E7%95%A5.md"
click node_garden "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E7%A9%BA%E4%B8%AD%E8%8A%B1%E5%9B%AD%E7%AD%96%E7%95%A5.md"
click node_sideways "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%A8%AA%E7%9B%98%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md"
click node_fixed "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9F%BA%E4%BA%8E%E5%9B%BA%E5%AE%9A%E7%99%BE%E5%88%86%E6%AF%94%E5%B9%85%E5%BA%A6%E7%9A%84%E8%BD%AC%E5%90%91%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5.md"
click node_hans "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/HANS123%E7%AD%96%E7%95%A5.md"
click node_dailyatr "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%97%A5%E5%9D%87ATR%E6%B3%A2%E5%8A%A8%E6%80%A7%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md"
click node_orb "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/ORB%E5%A4%B1%E8%B4%A5%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md"
click node_yellow "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%88%86%E6%97%B6%E5%9D%87%E4%BB%B7%E9%BB%84%E7%BA%BF%E7%AD%96%E7%95%A5.md"
click node_intradayatr "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%97%A5%E5%86%85ATR%E6%B3%A2%E5%8A%A8%E6%80%A7%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md"
click node_moving "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9D%87%E7%BA%BF%E7%AD%96%E7%95%A5.md"
click node_momentum "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%8A%A8%E9%87%8F%E7%AD%96%E7%95%A5.md"
click node_longbreak "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E9%95%BF%E5%8C%BA%E9%97%B4%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md"
click node_aberration "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Aberration%E7%AD%96%E7%95%A5.md"
click node_andromeda "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Andromeda%E7%AD%96%E7%95%A5.md"
click node_checkmate "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Checkmate%E7%AD%96%E7%95%A5.md"
click node_golden "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/GoldenSX%E7%AD%96%E7%95%A5.md"
click node_ready "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Ready-Set-Go%E7%AD%96%E7%95%A5.md"
click node_stc "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/STC-S_P-Daytrade%E7%AD%96%E7%95%A5.md"
click node_comparison "https://github.com/bignewbieplus/quanttradestrategy/blob/master/comments/%E5%90%84%E7%B1%BB%E7%AD%96%E7%95%A5%E7%9A%84%E7%AE%80%E5%8D%95%E4%BC%98%E5%8A%A3%E5%AF%B9%E6%AF%94.md"
click node_arbitrage "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%A5%97%E5%88%A9%E7%AD%96%E7%95%A5.md"
click node_interperiod "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E6%9C%9F%E5%A5%97%E5%88%A9.md"
click node_intermarket "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E5%B8%82%E5%9C%BA%E5%A5%97%E5%88%A9.md"
click node_interproduct "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E5%93%81%E7%A7%8D%E5%A5%97%E5%88%A9.md"
click node_hedgeoverview "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9B%BD%E5%86%85%E9%87%8F%E5%8C%96%E5%AF%B9%E5%86%B2%E4%B8%BB%E8%A6%81%E7%AD%96%E7%95%A5.md"
click node_neutral "https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%B8%82%E5%9C%BA%E4%B8%AD%E6%80%A7%E7%AD%96%E7%95%A5.md"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_dual,node_rb,node_feiali,node_garden,node_sideways,node_fixed,node_hans,node_dailyatr,node_orb,node_yellow,node_intradayatr toneBlue
class node_moving,node_momentum,node_longbreak,node_aberration,node_andromeda,node_checkmate,node_golden,node_ready,node_stc,node_comparison toneAmber
class node_arbitrage,node_interperiod,node_intermarket,node_interproduct toneMint
class node_hedgeoverview,node_neutral toneRose
class node_reader toneIndigo
class node_index toneTeal
```

## Components

### Intraday CTA

- [Dual Thrust](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Dual-Thrust.md): `strategy/Dual-Thrust.md`
- [R-Breaker](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/R-Breaker.md): `strategy/R-Breaker.md`
- [Four Price](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%8F%B2%E9%98%BF%E9%87%8C%E5%9B%9B%E4%BB%B7%E7%AD%96%E7%95%A5.md): `strategy/菲阿里四价策略.md`
- [Sky Garden](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E7%A9%BA%E4%B8%AD%E8%8A%B1%E5%9B%AD%E7%AD%96%E7%95%A5.md): `strategy/空中花园策略.md`
- [Range Breakout](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%A8%AA%E7%9B%98%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md): `strategy/横盘突破策略.md`
- [Fixed Reversal](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9F%BA%E4%BA%8E%E5%9B%BA%E5%AE%9A%E7%99%BE%E5%88%86%E6%AF%94%E5%B9%85%E5%BA%A6%E7%9A%84%E8%BD%AC%E5%90%91%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5.md): `strategy/基于固定百分比幅度的转向交易策略.md`
- [HANS123](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/HANS123%E7%AD%96%E7%95%A5.md): `strategy/HANS123策略.md`
- [Daily ATR Breakout](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%97%A5%E5%9D%87ATR%E6%B3%A2%E5%8A%A8%E6%80%A7%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md): `strategy/日均ATR波动性突破策略.md`
- [ORB Failure](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/ORB%E5%A4%B1%E8%B4%A5%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md): `strategy/ORB失败突破策略.md`
- [VWAP Yellow Line](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%88%86%E6%97%B6%E5%9D%87%E4%BB%B7%E9%BB%84%E7%BA%BF%E7%AD%96%E7%95%A5.md): `strategy/分时均价黄线策略.md`
- [Intraday ATR Breakout](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E6%97%A5%E5%86%85ATR%E6%B3%A2%E5%8A%A8%E6%80%A7%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md): `strategy/日内ATR波动性突破策略.md`

### Trend Strategies

- [Moving Average](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9D%87%E7%BA%BF%E7%AD%96%E7%95%A5.md): `strategy/均线策略.md`
- [Momentum](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%8A%A8%E9%87%8F%E7%AD%96%E7%95%A5.md): `strategy/动量策略.md`
- [Long-Range Breakout](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E9%95%BF%E5%8C%BA%E9%97%B4%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5.md): `strategy/长区间突破策略.md`
- [Aberration](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Aberration%E7%AD%96%E7%95%A5.md): `strategy/Aberration策略.md`
- [Andromeda](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Andromeda%E7%AD%96%E7%95%A5.md): `strategy/Andromeda策略.md`
- [Checkmate](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Checkmate%E7%AD%96%E7%95%A5.md): `strategy/Checkmate策略.md`
- [Golden SX](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/GoldenSX%E7%AD%96%E7%95%A5.md): `strategy/GoldenSX策略.md`
- [Ready-Set-Go](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/Ready-Set-Go%E7%AD%96%E7%95%A5.md): `strategy/Ready-Set-Go策略.md`
- [STC Daytrade](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/STC-S_P-Daytrade%E7%AD%96%E7%95%A5.md): `strategy/STC-S_P-Daytrade策略.md`
- [Strategy Comparison](https://github.com/bignewbieplus/quanttradestrategy/blob/master/comments/%E5%90%84%E7%B1%BB%E7%AD%96%E7%95%A5%E7%9A%84%E7%AE%80%E5%8D%95%E4%BC%98%E5%8A%A3%E5%AF%B9%E6%AF%94.md): `comments/各类策略的简单优劣对比.md`

### Arbitrage

- [Arbitrage Overview](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%A5%97%E5%88%A9%E7%AD%96%E7%95%A5.md): `strategy/套利策略.md`
- [Inter-Period Arbitrage](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E6%9C%9F%E5%A5%97%E5%88%A9.md): `strategy/跨期套利.md`
- [Cross-Market Arbitrage](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E5%B8%82%E5%9C%BA%E5%A5%97%E5%88%A9.md): `strategy/跨市场套利.md`
- [Cross-Product Arbitrage](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E8%B7%A8%E5%93%81%E7%A7%8D%E5%A5%97%E5%88%A9.md): `strategy/跨品种套利.md`

### Quantitative Hedging

- [Hedging Overview](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%9B%BD%E5%86%85%E9%87%8F%E5%8C%96%E5%AF%B9%E5%86%B2%E4%B8%BB%E8%A6%81%E7%AD%96%E7%95%A5.md): `strategy/国内量化对冲主要策略.md`
- [Market Neutral](https://github.com/bignewbieplus/quanttradestrategy/blob/master/strategy/%E5%B8%82%E5%9C%BA%E4%B8%AD%E6%80%A7%E7%AD%96%E7%95%A5.md): `strategy/市场中性策略.md`

### Other components

- **Reader**
- [Strategy Index](https://github.com/bignewbieplus/quanttradestrategy/blob/master/README.md): `README.md`

## Connections

- Reader → Strategy Index: opens (evidence: `README.md`)
- Strategy Index → Dual Thrust: links to (evidence: `README.md`)
- Strategy Index → R-Breaker: links to (evidence: `README.md`)
- Strategy Index → Four Price: links to (evidence: `README.md`)
- Strategy Index → Sky Garden: links to (evidence: `README.md`)
- Strategy Index → Range Breakout: links to (evidence: `README.md`)
- Strategy Index → Fixed Reversal: links to (evidence: `README.md`)
- Strategy Index → HANS123: links to (evidence: `README.md`)
- Strategy Index → Daily ATR Breakout: links to (evidence: `README.md`)
- Strategy Index → ORB Failure: links to (evidence: `README.md`)
- Strategy Index → VWAP Yellow Line: links to (evidence: `README.md`)
- Strategy Index → Intraday ATR Breakout: links to (evidence: `README.md`)
- Strategy Index → Moving Average: links to (evidence: `README.md`)
- Strategy Index → Momentum: links to (evidence: `README.md`)
- Strategy Index → Long-Range Breakout: links to (evidence: `README.md`)
- Strategy Index → Aberration: links to (evidence: `README.md`)
- Strategy Index → Andromeda: links to (evidence: `README.md`)
- Strategy Index → Checkmate: links to (evidence: `README.md`)
- Strategy Index → Golden SX: links to (evidence: `README.md`)
- Strategy Index → Ready-Set-Go: links to (evidence: `README.md`)
- Strategy Index → STC Daytrade: links to (evidence: `README.md`)
- Strategy Index → Aberration: compares (evidence: `README.md`)
- Strategy Index → Strategy Comparison: links to (evidence: `README.md`)
- Strategy Index → Arbitrage Overview: links to (evidence: `README.md`)
- Strategy Index → Inter-Period Arbitrage: links to (evidence: `README.md`)
- Strategy Index → Cross-Market Arbitrage: links to (evidence: `README.md`)
- Strategy Index → Cross-Product Arbitrage: links to (evidence: `README.md`)
- Strategy Index → Hedging Overview: links to (evidence: `README.md`)
- Strategy Index → Market Neutral: links to (evidence: `README.md`)