Alternatives and similar repositories for Quant-Finance:

Users that are interested in Quant-Finance are comparing it to the libraries listed below

• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆48Updated last year
• jifengthu / awesome_hft_factors
  ☆25Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 8 months ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 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。
  ☆18Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 8 months ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated last month
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆100Updated 11 months ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated last year
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• Mapledok / Deep-Risk-Model
  Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …
  ☆13Updated 2 years ago
• shaojintian / multifactor_quant_learning
  multifactor_quant_learning
  ☆11Updated 3 months ago
• yangyutu / FinancialResearch
  ☆19Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆29Updated last year
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆34Updated last year
• Constantineople / Assignment1
  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
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆52Updated 2 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆31Updated 2 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆38Updated last year
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 3 years ago
• mnewls / MLFINLAB
  public version of MLFINLAB from Hudson-Thames
  ☆23Updated 3 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆59Updated 8 months ago
• weiqingv / DEAP-alpha-learner
  Alpha mining with DEAP-based genetic programming.
  ☆9Updated last year
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆31Updated last week