一个完整的多因子选股量化策略项目(Python+Tushare+Backtrader)
☆51Mar 8, 2025Updated last year
Alternatives and similar repositories for multi-factor-stock-selection
Users that are interested in multi-factor-stock-selection are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 多因子指数增强策略/多因子全流程实现☆406Mar 6, 2024Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆27Feb 13, 2025Updated last year
- ☆47May 8, 2026Updated last month
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆126Nov 30, 2021Updated 4 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆42Jun 25, 2024Updated last year
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- 受聚宽大佬神启发,原贴地址:https://www.joinquant.com/view/community/detail/8ebe7aef0273b49a3223aac3c8e75c6a , 基于 DeepSeek AI 和 Tushare 数据源的量化因子生成和回测…☆121Jan 25, 2026Updated 4 months ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- 基于机器学习的发债主体违约风险预测☆21Mar 14, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A股量化选股系统 基于LightGBM☆43May 15, 2025Updated last year
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- AI分析决策股票☆11Mar 28, 2025Updated last year
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- The fund is the portfolio of stocks and other assets, we can analyze the relation of two funds by cossine of stock array.☆12Sep 17, 2021Updated 4 years ago
- ☆263Updated this week
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis☆24Nov 12, 2025Updated 6 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆119May 20, 2024Updated 2 years ago
- 服务器安全基线配置,基线检查和基线配置☆13Oct 21, 2021Updated 4 years ago
- QMT极简版(miniQMT)API文档☆19Jul 1, 2023Updated 2 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- 在聚宽(joinquant)平台上使用多因子策略进行量化投资模拟。☆42Aug 7, 2020Updated 5 years ago
- 打板策略一直是a股生命力很顽强的策略,也造就了很多游资神话,本项目是研究如何将打板策略实现量化。☆198Jan 16, 2025Updated last year
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- 马上AI全球挑战赛-违约用户风险预测 top2-solution☆18Jun 21, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 会炒股的程序员涨停复盘 是一个功能完整的股票AI智能分析系统,专门用于涨停股票的深度复盘分析。系统集成了行情数据分析、PDF文档处理、财务报表解析、公告信息挖掘等功能,能够自动关联市场表现、公司基本面、财务数据和最新公告,为投资决策提供全方位的数据支持。☆67Aug 10, 2025Updated 9 months ago
- 一键转换聚宽策略到Ptrade平台的MCP服务器☆49Nov 2, 2025Updated 7 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆46Apr 20, 2023Updated 3 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆22Jul 6, 2023Updated 2 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆10May 17, 2026Updated 3 weeks ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated 2 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 6 years ago