Alternatives and similar repositories for quant_strategy

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

• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• 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
  ☆34Updated 2 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆20Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆11Updated 5 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆76Updated 7 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆82Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• FinHackCN / xlib
  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
  ☆46Updated 3 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 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…
  ☆64Updated 4 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆22Updated 4 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
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆36Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆55Updated 2 years ago
• Constantineople / Assignment1
  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
  ☆25Updated 2 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated last week
• chzheng2000 / pairsTrading
  金融计量 基于协整的配对交易
  ☆12Updated 3 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆76Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …
  ☆15Updated 6 years ago
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆26Updated last year
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆16Updated 3 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago