Alternatives and similar repositories for gplearn_cross_factor:

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

• ACEACEjasonhuang / gplearnplus
  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
  ☆59Updated 11 months ago
• 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。
  ☆111Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆37Updated last year
• 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 9 months ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆166Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆45Updated 2 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆92Updated 4 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
  ☆30Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆28Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆119Updated 4 months ago
• 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
  ☆85Updated 5 years ago
• 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。
  ☆128Updated last year
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆55Updated 2 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…
  ☆57Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆96Updated last year
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• cuicanyeah / Alpha-Generation
  ☆24Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆15Updated 5 months ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆27Updated last year
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆23Updated 3 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆52Updated 10 months ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆26Updated last year
• wukan1986 / alpha_examples
  alpha投研示例
  ☆61Updated last week
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆99Updated 3 years ago