diff --git a/ZfAbsMean.py b/ZfAbsMean.py
new file mode 100644
index 0000000000000000000000000000000000000000..77b654bc45a3f2d71adcf2522704db9ed612445a
--- /dev/null
+++ b/ZfAbsMean.py
@@ -0,0 +1,26 @@
+# -*- coding: utf-8 -*-
+"""
+中性策略框架 | 邢不行 | 2024分享会
+author: 邢不行
+微信: xbx6660
+"""
+import numpy as np
+
+"""
+波动因子
+"""
+def signal(*args):
+    df = args[0]
+    n = args[1]
+    factor_name = args[2]
+
+    df['均价'] = (df['close'] + df['high'] + df['low']) / 3
+
+    df['涨跌幅'] = df['均价'].pct_change()
+    df['振幅'] = (df['high'] - df['low']) / df['open']
+    df['振幅'] = np.where(df['涨跌幅'] > 0, df['振幅'], 0)
+    df['振幅均值'] = df['振幅'].rolling(n, min_periods=1).mean()
+
+    df[factor_name] = df['振幅均值'].rolling(n, min_periods=1).rank(ascending=True, pct=True)
+
+    return df
diff --git a/faster/.keep b/faster/.keep
new file mode 100644
index 0000000000000000000000000000000000000000..e69de29bb2d1d6434b8b29ae775ad8c2e48c5391
diff --git a/faster/Shift_ILLQStd.py b/faster/Shift_ILLQStd.py
new file mode 100644
index 0000000000000000000000000000000000000000..4b91dfa239b95f966de0fb43da05741d6ca85359
--- /dev/null
+++ b/faster/Shift_ILLQStd.py
@@ -0,0 +1,29 @@
+# -*- coding: utf-8 -*-
+"""
+轮动策略框架 | 邢不行 | 2024分享会
+author: 邢不行
+微信: xbx6660
+"""
+import os
+import program.Config as Cfg
+import program.Functions as Func
+
+# 取出策略文件名中_后的部分
+stg_name = os.path.basename(__file__).split('.')[0].split('_')[1]
+
+# 配置子策略文件
+# key为子策略文件名，value为一个列表，可以从 多空资金曲线、多头资金曲线、空头资金曲线 选择N个
+# 各个Strategy之间需要保证 hold_period和offset 保持一致
+base_strategy_dict = {
+    # 'Strategy_QuoteVolumeMean': ['多空资金曲线', '多头资金曲线'],
+    'Strategy_ILLQStd': ['多空资金曲线', '多头资金曲线'],
+}
+
+# 因子信息列表
+factor_list = [('MaBias', False, 168, 1)]  # 指定因子列表，可以配置多因子，和选币时的用法一致
+
+# 选策略的数量
+select_num = 1  # 指定选择策略的数量；指定的数量大于1时，不会生成第二张资金曲线图
+
+# 获取指定策略的hold_period、offset和资金曲线文件equity_file
+hold_period, offset, if_use_spots, all_equity_file = Func.get_equity_path(base_strategy_dict, Cfg.base_config_path)
diff --git a/faster/ttt/.keep b/faster/ttt/.keep
new file mode 100644
index 0000000000000000000000000000000000000000..e69de29bb2d1d6434b8b29ae775ad8c2e48c5391
diff --git a/faster/ttt/BbiBiasTradeNumStd.py b/faster/ttt/BbiBiasTradeNumStd.py
new file mode 100644
index 0000000000000000000000000000000000000000..b7b5beb9ce8cf8d762af857dc036ea61d392ba9c
--- /dev/null
+++ b/faster/ttt/BbiBiasTradeNumStd.py
@@ -0,0 +1,25 @@
+# -*- coding: utf-8 -*-
+"""
+中性策略框架 | 邢不行 | 2024分享会
+author: 邢不行
+微信: xbx6660
+"""
+
+
+def signal(*args):
+    df = args[0]
+    n = args[1]
+    factor_name = args[2]
+
+    ma1 = df['close'].rolling(n, min_periods=1).mean()
+    ma2 = df['close'].rolling(2 * n, min_periods=1).mean()
+    ma3 = df['close'].rolling(4 * n, min_periods=1).mean()
+    ma4 = df['close'].rolling(8 * n, min_periods=1).mean()
+    df['bbi'] = (ma1 + ma2 + ma3 + ma4) / 4
+    df['bbi_bias'] = df['close'] / df['bbi']
+
+    df['振幅'] = (df['high'] - df['low']) / df['open']
+    df['factor'] = df['trade_num'] / df['振幅']
+    df[factor_name] = df['factor'].rolling(n, min_periods=1).std() * df['bbi_bias']
+
+    return df