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.
☆42Jun 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
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
- ☆14May 16, 2022Updated 4 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆83Jan 31, 2018Updated 8 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 本项目为深度学习在多因子量化选股中的一种实践☆113Mar 19, 2019Updated 7 years ago
- alpha投研示例☆94Feb 5, 2026Updated 3 months ago
- 多因子指数增强策略/多因子全流程实现☆399Mar 6, 2024Updated 2 years ago
- 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
- 转债研究的日常☆21Aug 19, 2022Updated 3 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- 一个完整的多因子选股量化策略项目（Python+Tushare+Backtrader）☆49Mar 8, 2025Updated last year
- 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
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 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
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 7 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
- Trend Prediction for High Frequency Trading☆43Dec 8, 2022Updated 3 years ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 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）☆31Feb 29, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- 金融研报分析小助手☆49Apr 18, 2023Updated 3 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- ☆12Apr 1, 2025Updated last year
- An end-to-end stock factors mining neural network framework.☆57Jun 27, 2023Updated 2 years ago
- ☆28Feb 28, 2017Updated 9 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☆36Mar 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☆24Nov 12, 2025Updated 6 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 写给谭总转向计算机领域（量化交易）的一个入门引导☆18Aug 19, 2020Updated 5 years ago
- Stock factor mining with CNN and GRU.☆73Dec 23, 2022Updated 3 years ago
- MO-LightGBM is a gradient boosting framework based on decision tree algorithms, used for Multi-objective learning to rank tasks.☆20Apr 23, 2025Updated last year
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- 该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加…☆39Jun 5, 2022Updated 3 years ago
- Advanced trend detection and labelling for time series with Python☆26Apr 20, 2026Updated last month
- 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☆215Mar 21, 2025Updated last year