Alternatives and similar repositories for AutoAlpha:

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

• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• 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 last year
• szy1900 / autoAlpha
  The source code for the paper
  ☆21Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆43Updated last year
• 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
  ☆31Updated 2 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆29Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆34Updated 6 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆50Updated 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…
  ☆62Updated 4 years ago
• cuicanyeah / Alpha-Generation
  ☆27Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• Mapledok / Deep-Risk-Model
  Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …
  ☆13Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆56Updated 7 months ago
• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆28Updated 3 weeks ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆93Updated 4 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆60Updated 4 years ago
• 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 last year
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆26Updated 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 …
  ☆57Updated 2 years ago
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆55Updated 2 years ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆14Updated 3 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated this week
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆59Updated last year
• DVampire / EarnMore
  ☆48Updated last year
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• Yitong-Guo / Genetic-Algorithm-for-quantitative-alpha-factors-mining
  quantitative investment; genetic algorithm; data mining
  ☆12Updated 6 months ago
• jiahaoli57 / LSRE-CAAN
  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…
  ☆22Updated last year
• 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