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…
☆86Updated 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
- 多因子模型相关☆22Updated 4 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…☆66Updated 4 years ago
- 沪深300指数增强模型☆85Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆37Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- Barra-Multiple-factor-risk-model☆142Updated 8 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 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
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years 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…☆148Updated 5 years ago
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago
- 因子回测框架☆121Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 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
- 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
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- the book with script☆79Updated 7 years ago
- 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。☆23Updated 7 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- 众人的因子回测框架 stock factor test☆28Updated 3 weeks ago
- Backtrader量化策略研报复现☆31Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 years ago
- 多因子选股框架☆24Updated 4 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆146Updated last year