CUHK-SZ-quant / Awesome-MFELinks
Application guide for top MFE programs
☆81Updated last year
Alternatives and similar repositories for Awesome-MFE
Users that are interested in Awesome-MFE are comparing it to the libraries listed below
Sorting:
- 因子回测框架☆121Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆129Updated last year
- ☆60Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆187Updated 2 years ago
- 华泰金工研究报告☆187Updated 2 years ago
- convertible bond pricing project based on Monte Carlo simulation☆13Updated 2 years ago
- asset of LLMQuant☆316Updated 2 months ago
- High frequency factors based on order and trade data.☆56Updated last year
- Barra CNE6 因子构建☆305Updated 5 years ago
- ☆28Updated last year
- Code and Data for Harold's Quant Channel Factor Training Series 哈罗德的量化频道 --- 因子实战系列全部 数据+代码文件☆73Updated 3 weeks ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆145Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆232Updated 3 years ago
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆46Updated 2 weeks ago
- ☆169Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆61Updated last year
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆96Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆209Updated 4 years ago
- Stochastic calculus handbook pdf☆40Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆259Updated 11 months ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Deep Learning Statistical Arbitrage☆238Updated 2 years ago
- Books for Quant Finance Interviews☆78Updated 9 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- Barra Multifactor Model☆146Updated 5 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☆30Updated 2 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆558Updated 6 years ago
- ☆108Updated 5 years ago
- 武汉大学金融科技研讨班☆342Updated last month
- ☆131Updated 7 months ago