ColliderConquer / Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-MethodLinks
This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in China Securities Index 800 Index through the machine method. The investment system pipeline has been implemented including data acquirement, data preprocessing, model tuning and selection based on the XGBoost boos…
☆87Updated 4 years ago
Alternatives and similar repositories for Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method
Users that are interested in Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method are comparing it to the libraries listed below
Sorting:
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 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…☆69Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆42Updated 6 years ago
- 分享量化投资相关的论文，代码和代码复现。☆83Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆86Updated 4 months ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- 多因子选股框架☆27Updated 4 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- Barra Multifactor Model☆148Updated 5 years ago
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆126Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆154Updated last year
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- Implementation of 5-factor Fama French Model☆133Updated 4 years ago
- 众人的因子回测框架 stock factor test☆29Updated last month
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 基于聚宽平台，探索分钟级的高频交易☆35Updated 5 years ago
- stock☆95Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆29Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆139Updated 5 years ago