AutoAlpha2022 / AutoAlphaLinks
通过遗传算法、强化学习来自动选择高频因子
☆23Updated 2 years ago
Alternatives and similar repositories for AutoAlpha
Users that are interested in AutoAlpha are comparing it to the libraries listed below
Sorting:
- 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
- High frequency factors based on order and trade data.☆51Updated last year
- The source code for the paper☆21Updated last year
- ☆32Updated 5 months ago
- ☆31Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆18Updated 2 weeks ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 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。☆18Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 months ago
- An end-to-end stock factors mining neural network framework.☆39Updated last year
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- Stock factor mining with CNN and GRU.☆60Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆79Updated last month
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 10 months ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆57Updated last month
- Blaze☆15Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- ☆40Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆62Updated 2 years ago
- 多因子选股框架☆23Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 5 months 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…☆65Updated 4 years ago
- ☆51Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago
- 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☆60Updated last year