B1ueDrops / quant_strategyLinks
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.
☆31Updated 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:
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- 多因子选股框架☆27Updated 4 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- alpha投研示例☆85Updated last month
- 获 取经典的量化多因子模型数据☆88Updated 4 years ago
- lightweight backtester☆30Updated 5 months 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
- The source code for the paper☆24Updated 2 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 years ago
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分 析功能☆49Updated 3 years ago
- 众人的因子回测框架 stock factor test☆29Updated last week
- 基于基因表达式规划算法的因子挖掘☆33Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- 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…☆69Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- 我自己的单因子研究框架☆28Updated last year
- 多因子打分选股☆13Updated 3 years ago
- Stock factor mining with CNN and GRU.☆66Updated 2 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。☆20Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- 一些研报的复现☆12Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 基于streamlit的因子分析app☆83Updated 6 months ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 利用Wind API更新周频与月频因子☆12Updated 6 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago