1984tkr / multi-factor-stock-selectionLinks
一个完整的多因子选股量化策略项目(Python+Tushare+Backtrader)
☆37Updated 10 months ago
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
Sorting:
- 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☆52Updated 3 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。☆21Updated last year
- 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☆39Updated 3 years ago
- 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 。☆143Updated 2 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- 基于streamlit的因子分析app☆90Updated 9 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- 因子回测框架☆141Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- 多因子策略回测框架☆33Updated 6 years ago
- 我自己的单因子研究框架☆29Updated 2 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis☆23Updated 2 months ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆99Updated 5 years ago
- 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☆33Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自 定义函数,例如均线☆66Updated last year
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆76Updated 5 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- 多因子模型相关☆23Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Updated 4 years ago
- 量化研究-多因子模型☆23Updated 2 years ago
- 计算Barra因子及其收益率☆13Updated 3 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago