CUHK-SZ-quant / Awesome-MFELinks
Application guide for top MFE programs
☆89Updated last month
Alternatives and similar repositories for Awesome-MFE
Users that are interested in Awesome-MFE are comparing it to the libraries listed below
Sorting:
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- 华泰金工研究报告☆225Updated 2 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Updated 5 months ago
- convertible bond pricing project based on Monte Carlo simulation☆17Updated 2 years ago
- ☆59Updated 2 years ago
- 因子回测框架☆141Updated 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。☆142Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆214Updated 2 years ago
- Stochastic calculus handbook pdf☆51Updated last year
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- ☆30Updated 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.☆252Updated 3 years ago
- Books for Quant Finance Interviews☆81Updated 10 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☆32Updated 2 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- This code is for the book☆385Updated 10 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆171Updated last year
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆110Updated 4 years ago
- This repo is the bundled opensource toolkit for book `Navigate through the Factor Zoo: The Science of Factor Investing`.☆92Updated 4 months ago
- 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☆84Updated last month
- ☆163Updated 2 years ago
- 分享量化投资相关的论文,代码和代码复现。☆87Updated 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☆65Updated last year
- 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☆141Updated 6 months ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- 计算Barra因子及其收益率☆13Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆114Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago