Alternatives and similar repositories for gplearnplus

Users that are interested in gplearnplus are comparing it to the libraries listed below

• 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。
  ☆132Updated last year
• 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
• dayzorro / GPLearnFinance3D
  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。
  ☆147Updated 2 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆191Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆128Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆65Updated 2 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 years ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆271Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆60Updated last year
• 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
  ☆92Updated 6 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆146Updated 5 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。
  ☆20Updated last year
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆44Updated 2 years ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆111Updated 5 years ago
• rosie068 / BARRA_risk
  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…
  ☆67Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 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 …
  ☆65Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆313Updated 5 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆65Updated 4 years ago
• 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
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆83Updated 2 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆167Updated 7 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆120Updated 3 years ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆210Updated 4 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆31Updated 4 years ago
• QuantNi / Quant-Report
  ☆175Updated 2 years ago
• Scorpi000 / QuantStudio
  ☆147Updated 4 months ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆86Updated 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
  ☆46Updated 5 years ago