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:
- 基于基因表达式规划算法的因子挖掘☆33Updated 4 years ago
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- The source code for the paper☆24Updated 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☆35Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆64Updated last month
- 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。☆20Updated last year
- High frequency factors based on order and trade data.☆65Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 4 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- ☆66Updated last year
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- ☆34Updated 9 months 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。☆136Updated last year
- 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☆62Updated last year
- quantitative investment; genetic algorithm; data mining☆24Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆31Updated 7 months ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 10 months ago
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆119Updated last year
- 多因子选股框架☆27Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago