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.
☆38Jun 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
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 2 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- The source code for the paper☆28Jul 3, 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
- 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
- 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
- alpha投研示例☆92Feb 5, 2026Updated 3 weeks ago
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Jan 16, 2019Updated 7 years ago
- ☆14May 16, 2022Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- SVM for stock/index prediction☆14Dec 9, 2016Updated 9 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆111Mar 19, 2019Updated 6 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。☆22Mar 20, 2024Updated last year
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- 华宝证券行情接收机☆11Aug 17, 2017Updated 8 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 10 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 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 3 months 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
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- xtquant_qmt_func☆32Jun 4, 2025Updated 8 months ago
- 多因子指数增强策略/多因子全流程实现☆367Mar 6, 2024Updated last year
- An end-to-end stock factors mining neural network framework.☆54Jun 27, 2023Updated 2 years ago
- Day-Trading algorithm using LSTM to predict intraday stock movement☆20Nov 24, 2018Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- 沪深300指数增强模型☆89Sep 3, 2019Updated 6 years ago
- 金融研报分析小助手☆47Apr 18, 2023Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- ☆23Jun 21, 2024Updated last year
- 一个完整的多因子选股量化策略项目(Python+Tushare+Backtrader)☆39Mar 8, 2025Updated 11 months ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 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