The present invention provides a quantitative transaction strategy generation method, device, equipment and storage medium, wherein the method includes the following steps: factor clustering: defining factors related to the quantitative transaction financial strategy, and clustering the factors according to the definition; factor selection : Carry out single-factor optimization backtest on similar factors, and select the above-mentioned factors; Generate primary strategies: Arrange and combine the above-mentioned factors to generate multiple primary strategies; Quantitative backtest and optimization: Import historical data, use optimization algorithms to The multiple primary strategies are back-tested to generate back-test results, wherein the back-test results include individual scores and comprehensive scores; strategy selection: sort the backtest results of multiple strategies, and select the best comprehensive score according to user needs Or a strategy with a higher individual score. The invention automatically generates a better quantitative strategy, and the strategy engineer develops and improves it on the basis of this, which greatly reduces the workload of the engineer writing the strategy, improves work efficiency, and allows the strategy to be implemented quickly.