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…
☆79Updated 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
- 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
- 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…☆62Updated 4 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
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 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
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- 沪深300指数增强模型☆80Updated 5 years ago
- 因子回测框架☆110Updated last year
- 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☆31Updated 2 years ago
- Stock factor mining with CNN and GRU.☆52Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- 因子构建、单因子测试☆70Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 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☆25Updated 2 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 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。☆21Updated 6 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 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 2 years ago
- 分享量化投资相关的论文,代码和代码复现。☆79Updated 2 years ago
- High frequency factors based on order and trade data.☆45Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 9 months ago
- 沪深300指数纯因子组合构建☆51Updated 6 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。☆120Updated last year