通过遗传算法、强化学习来自动选择高频因子
☆30Jan 5, 2023Updated 3 years ago
Alternatives and similar repositories for AutoAlpha
Users that are interested in AutoAlpha are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The source code for the paper☆29Jul 3, 2023Updated 3 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。☆158Dec 29, 2023Updated 2 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆60Jun 27, 2023Updated 3 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 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。☆23Mar 20, 2024Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆126Aug 27, 2021Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆76Dec 23, 2020Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- quantitative investment; genetic algorithm; data mining☆37Sep 3, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Stock factor mining with CNN and GRU.☆76Dec 23, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Mining technical factors based on symbolic regression via genetic algorithm☆225Apr 26, 2023Updated 3 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☆67Feb 8, 2024Updated 2 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 6 months ago
- ☆20Mar 23, 2020Updated 6 years ago
- Alpha 因子挖掘系统 v3.0 — 模块化自动化因子挖掘平台 (表达式/遗传编程/深度学习三模式, A股+美股, CLI+Streamlit+Notebook)☆20Jun 25, 2026Updated 4 months ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- 利用MCTS+LLM因子挖掘的论文复现☆30Jul 23, 2025Updated last year
- ☆17May 14, 2026Updated 5 months ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- High frequency factors based on order and trade data.☆77Dec 16, 2023Updated 2 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 3 years ago
- Reproduce AAAI22-FactorVAE☆68Sep 18, 2023Updated 3 years ago
- alpha投研示例☆98Feb 5, 2026Updated 8 months ago
- AKShare股票数据同步系统 - 基于AKShare的自动化股票数据获取、同步和管理工具,支持A股全市场数据同步,具有智能重试、断点续传、温和同步等功能☆13Jul 22, 2025Updated last year
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- 迅投QMT全推行情记录☆64Jan 18, 2026Updated 9 months ago
- ☆13Jul 7, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- 基于大语言模型自动挖掘和优化alpha☆14Jun 14, 2025Updated last year
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- 机构级 A股量化系统 - Hermes 多智能体 + Barra 中性化 + Level2 微结构 + 15 个圈内 tricks 完整实现☆30Aug 4, 2026Updated 2 months ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 8 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