ColliderConquer / Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method
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…
☆81Updated 3 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.☆63Updated 7 years ago
- 多因子模型相关☆21Updated 3 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆41Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 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…☆64Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- Stock factor mining with CNN and GRU.☆55Updated 2 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆19Updated 4 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆46Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆15Updated 6 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 4 years ago
- 沪深300指 数增强模型☆82Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆32Updated 6 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 9 months ago
- Barra-Multiple-factor-risk-model☆139Updated 8 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。☆123Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- 我自己的单因子研究框架☆26Updated last year
- This repository hosts my reading notes for academic papers.☆84Updated 3 years ago
- 因子回测框架☆111Updated last year
- Barra Multifactor Model☆143Updated 5 years ago
- High frequency factors based on order and trade data.☆49Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- 量化研究-多因子模型☆20Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago