Congyuwang / AlphaNetV3

Related projects: ⓘ

• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆89Updated 4 years ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆188Updated 3 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆149Updated last year
• 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
  ☆82Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆99Updated 8 months ago
• rosie068 / BARRA_risk
  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…
  ☆54Updated 3 years ago
• xcycharles / stock
  stock
  ☆79Updated 3 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆50Updated 7 months ago
• DulyHao / AlphaForge
  A new formulaic alpha mining framework for quantitative investment
  ☆46Updated 2 weeks ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆85Updated 4 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆132Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆157Updated 6 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆85Updated last year
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆242Updated 4 years ago
• STHSF / alpha101
  101 alpha factors calculate based on Alpha101
  ☆97Updated 5 years ago
• jiangtiantu / factorhub
  ☆185Updated 4 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆68Updated last year
• popbo / alphas
  alpha101, alpha191, alphalens, backtrader, 量化研究
  ☆188Updated last year
• x35f / alpha2
  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
  ☆110Updated 2 months ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆54Updated 3 years ago
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆185Updated 2 years ago
• Scorpi000 / QuantStudio
  ☆132Updated last week
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆62Updated 6 years ago
• QuantML-Github / QuantML
  量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码
  ☆166Updated 2 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆39Updated last year
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆125Updated 7 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆85Updated 2 years ago
• QuantNi / Quant-Report
  ☆122Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆66Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆70Updated 5 years ago