Alternatives and similar repositories for alpha101:

Users that are interested in alpha101 are comparing it to the libraries listed below

• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• ququcai / efficient_frontier
  上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
  ☆25Updated 6 years ago
• wukan1986 / LightBT
  lightweight backtester
  ☆27Updated 3 weeks ago
• xiaoxiaoxiaoxuan1028 / Alpha191
  Alpha191
  ☆11Updated 2 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆85Updated 5 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆40Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆63Updated 5 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆39Updated last year
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆21Updated 6 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆28Updated 3 years ago
• nickhuangxinyu / WQ101Alpha
  implement worldquant 101 alpha for stock alpha strategy
  ☆14Updated 4 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆63Updated 2 weeks ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆65Updated 3 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆42Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆27Updated 2 years ago
• 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
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆94Updated 8 months ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆43Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆40Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 3 years ago