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

• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆50Updated 3 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆30Updated 3 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆86Updated 8 months ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆88Updated 6 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆66Updated 3 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆31Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆70Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆93Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 5 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆37Updated 3 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆21Updated last year
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆18Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆140Updated last year
• AxiomOfChoice-sys / FactorAnalysis
  多因子策略回测框架
  ☆33Updated 6 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆92Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆69Updated 7 years ago
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆27Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆126Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆138Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆73Updated 4 years ago
• hugo2046 / hugo_chan
  开放式的缠论python实现框架，支持形态学/动力学买卖点分析计算，多级别K线联立，区间套策略，可视化绘图，多种数据接入，策略开发，交易系统对接；
  ☆71Updated 2 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆34Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆22Updated 2 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆85Updated 2 years ago