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
☆67Feb 8, 2024Updated 2 years ago
Alternatives and similar repositories for gplearnplus
Users that are interested in gplearnplus are comparing it to the libraries listed below
Sorting:
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- 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 last year
- 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。☆146Dec 29, 2023Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 years ago
- 对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆155Jul 1, 2023Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆215Apr 26, 2023Updated 2 years ago
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆196Jun 10, 2022Updated 3 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆54Jun 27, 2023Updated 2 years ago
- Stock factor mining with CNN and GRU.☆73Dec 23, 2022Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Financial Prior-Data Fitted Network (regression)☆20Dec 12, 2025Updated 2 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- High frequency factors based on order and trade data.☆70Dec 16, 2023Updated 2 years ago
- 金融量化数据库构建☆94Feb 10, 2024Updated 2 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated 11 months ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- 众人的因子回测框架 stock factor test☆30Updated this week
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Oct 13, 2022Updated 3 years ago
- 基于基因表达 式规划算法的因子挖掘☆37Sep 1, 2021Updated 4 years ago
- alpha投研示例☆92Feb 5, 2026Updated last month
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Equity return and characteristics of China A-Share market☆28Dec 21, 2023Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆124Aug 27, 2021Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- ☆25Jan 1, 2025Updated last year