Congyuwang / AlphaNetV3Links
Recurrent Neural Network for predicting Stock Returns
☆122Updated 3 years ago
Alternatives and similar repositories for AlphaNetV3
Users that are interested in AlphaNetV3 are comparing it to the libraries listed below
Sorting:
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆187Updated 2 years ago
- ☆108Updated 5 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
- Benchmark Dataset of Limit Order Book in China Markets☆209Updated 4 years ago
- stock☆89Updated 4 years ago
- 沪深300指数增强模型☆85Updated 5 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
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- ☆146Updated 3 months ago
- 因子回测框架☆121Updated 2 years ago
- 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☆61Updated last year
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- Barra-Multiple-factor-risk-model☆142Updated 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。☆129Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- ☆196Updated 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆259Updated 11 months ago
- Barra CNE6 因子构建☆305Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- ☆169Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆152Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- alpha投研示例☆78Updated last month
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆108Updated last year
- 101 alpha factors calculate based on Alpha101☆130Updated 6 years ago