-Construct a quadratic term regression independently aiming to make overall prediction of the stock position level of the mutual fund in the market via Python language (mainly involve the cvxopt, pandas, numpy packages and so on). The strategy of the code was originated from a quantitative strategy report of Huatai Securities.-Independently develop strategical models for supervising structural collapse of stock market, made up of six main aspects: Trading Convergence, Stock Overpriced, Market Leverage, Microeconomic Hot-Spot, Overbuy. Based on Python language and data collected from Wind client.-Complete some Data mining& washing works in routine, by means of Wind Python API and self-developed network spider.