ACEACEjasonhuang / gplearnplusLinks
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
☆61Updated last year
Alternatives and similar repositories for gplearnplus
Users that are interested in gplearnplus are comparing it to the libraries listed below
Sorting:
- 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。☆130Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆188Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 11 months 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。☆147Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 因子回测框架☆123Updated 2 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。☆19Updated last year
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- ☆109Updated 5 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- Stock factor mining with CNN and GRU.☆64Updated 2 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- High frequency factors based on order and trade data.☆59Updated last year
- 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
- Barra CNE6 因子构建☆311Updated 5 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆269Updated 11 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago
- 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…☆66Updated 4 years ago
- ☆174Updated 2 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- 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
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- ☆146Updated 3 months ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Recurrent Neural Network for predicting Stock Returns☆122Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆31Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆336Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago