A main CTA backtesting system and several research of utilizing machine learning on asset pricing
☆14Dec 9, 2024Updated last year
Alternatives and similar repositories for Quant-Finance
Users that are interested in Quant-Finance are comparing it to the libraries listed below
Sorting:
- graphql tool written in rust☆10Sep 12, 2023Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 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☆34Mar 20, 2023Updated 2 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Documents of WonderTrader☆23Nov 7, 2023Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- ☆24Jan 26, 2020Updated 6 years ago
- 众人的因子回测框架 stock factor test☆30Feb 12, 2026Updated 2 weeks ago
- ☆29Aug 7, 2022Updated 3 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
- High frequency factors based on order and trade data.☆70Dec 16, 2023Updated 2 years ago
- Mean Reversion Trading Strategy☆29Apr 20, 2021Updated 4 years ago
- 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
- ☆11Oct 24, 2025Updated 4 months ago
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 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
- 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☆39Oct 4, 2022Updated 3 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆12Mar 7, 2024Updated last year
- ☆12Mar 26, 2020Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆56Sep 14, 2023Updated 2 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆15Dec 3, 2020Updated 5 years ago
- A professional framework for stock prediction using Transformer, LSTM, and tree-based models with comprehensive backtesting. Built on Fin…☆15Apr 19, 2025Updated 10 months ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- [ACM MM 2024] Reasoning and Correcting Diffusion for HOI Generation☆15Oct 1, 2024Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated 3 weeks ago
- OIKAN is a neuro-symbolic machine learning framework inspired by Kolmogorov-Arnold representation theorem. It combines the power of moder…☆17Oct 13, 2025Updated 4 months ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 3 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- EUR/USD forex algotrading on QuantConnect with 938% return on 10 years of backtesting data☆11Dec 27, 2018Updated 7 years ago
- [ICLR 2025 SynthData Workshop Spotlight] Empowering LLMs in Decision Games through Algorithmic Data Synthesis☆26Apr 27, 2025Updated 10 months ago
- Lab assignments for 6.826☆11Nov 8, 2019Updated 6 years ago
- ☆12Apr 17, 2021Updated 4 years ago