多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.
☆41Jun 25, 2024Updated last year
Alternatives and similar repositories for quant_strategy
Users that are interested in quant_strategy are comparing it to the libraries listed below
Sorting:
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- ☆14May 16, 2022Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Jan 31, 2018Updated 8 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆112Mar 19, 2019Updated 7 years ago
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- alpha投研示例☆92Feb 5, 2026Updated last month
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- 华宝证券行情接收机☆11Aug 17, 2017Updated 8 years ago
- ⭐️ 课程项目_基于toshare的机器量化分析（含数据采集+预处理与建模+模拟交易与回测+可视化）☆13Oct 6, 2019Updated 6 years ago
- 转债研究的日常☆21Aug 19, 2022Updated 3 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- Code for the paper "Learning to Do or Learning While Doing: Reinforcement Learning and Bayesian Optimisation for Online Continuous Tuning…☆13Nov 15, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 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。☆23Mar 20, 2024Updated 2 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆13Dec 22, 2022Updated 3 years ago
- 量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）☆30Feb 29, 2024Updated 2 years ago
- 金融研报分析小助手☆48Apr 18, 2023Updated 2 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- ☆12Apr 1, 2025Updated 11 months ago
- An end-to-end stock factors mining neural network framework.☆56Jun 27, 2023Updated 2 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆34Mar 20, 2023Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 4 months ago
- A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥☆12Mar 13, 2023Updated 3 years ago
- 写给谭总转向计算机领域（量化交易）的一个入门引导☆17Aug 19, 2020Updated 5 years ago
- Stock factor mining with CNN and GRU.☆72Dec 23, 2022Updated 3 years ago
- Factor Investing Library☆28Nov 12, 2022Updated 3 years ago
- 基于迅投QMT的自动化多因子策略交易执行、账户状态监控、多策略自动分仓、行情爬虫脚本，账户绩效、交易成本分析 trader, data crawler based on Qmt☆195Mar 21, 2025Updated last year
- Advanced trend detection and labelling for time series with Python☆22Mar 8, 2026Updated last week
- binance合约交易量化交易框架 此框架为策略编写框架，带有不同的回测和画图功能。 基于此框架可研发多因子模型和多种机器学习模型。 该框架还实现了多时间级别预测的联立☆30Dec 16, 2024Updated last year
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Jan 16, 2019Updated 7 years ago
- ☆13Jul 25, 2025Updated 7 months ago