AbnerTeng / Quant-Finance
A main CTA backtesting system and several research of utilizing machine learning on asset pricing
☆11Updated 5 months ago
Alternatives and similar repositories for Quant-Finance
Users that are interested in Quant-Finance are comparing it to the libraries listed below
Sorting:
- ☆25Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- 多因子模型相关☆21Updated 3 years ago
- 雪球结构产品定价☆29Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated last year
- 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☆25Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆12Updated 8 months 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。☆18Updated last year
- multifactor_quant_learning☆11Updated 4 months ago
- ☆15Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated 2 weeks ago
- ☆11Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- 众人的因子回测框架 stock factor test☆26Updated last week
- High frequency factors based on order and trade data.☆50Updated last year
- An end-to-end stock factors mining neural network framework.☆36Updated last year
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Documents of WonderTrader☆19Updated last year
- Multi-Factor model with regression method☆9Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 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☆34Updated 2 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 多因子选股框架☆22Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago