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
☆39Mar 20, 2023Updated 3 years ago
Alternatives and similar repositories for Assignment1
Users that are interested in Assignment1 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 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☆43Oct 4, 2022Updated 4 years ago
- Backtrader量化策略研报复现☆34Feb 23, 2022Updated 4 years ago
- 一些研报的复现☆14Sep 11, 2018Updated 8 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 years ago
- 该项目是我在HKU量化交易课程期末的项目,旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文,论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU,于2022年首次发刊,通过规模、动量、交易量以及波动性这四类主题因子,分析不同特征下加…☆41Jun 5, 2022Updated 4 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 实行gamma scalping策略时的期权组合选择工具☆19Mar 10, 2019Updated 7 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 2 months ago
- 基于 vnpy 的 CPV 价量相关因子 CTA 研究:复现东吴证券价量系列研报,拆分 T+0 / T+1 交易者行为并计算 DOV 市场情绪指标 | CPV price–volume factors on vnpy with a T+0/T+1 trader split☆16Mar 7, 2025Updated last year
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- 理財機器人實作-包含單因子選股策略、投資組合最佳化、停損再平衡、定期再平衡(下載可直接執行)☆12Apr 25, 2024Updated 2 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆11Jul 24, 2018Updated 8 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- 量化研报复现:《华泰证券:AlphaNet:因子挖掘神经网络》☆16Apr 3, 2025Updated last year
- ☆58Sep 26, 2023Updated 3 years ago
- High frequency factors based on order and trade data.☆77Dec 16, 2023Updated 2 years ago
- 写给谭总转向计算机领域(量化交易)的一个入门引导☆18Aug 19, 2020Updated 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。☆158Dec 29, 2023Updated 2 years ago
- Note for quant research, for study☆12Mar 28, 2022Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆46Jun 25, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementation of Deep-Hedging in PyTorch☆12Jun 17, 2023Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Jan 10, 2020Updated 6 years ago
- ETF交易☆12May 20, 2022Updated 4 years ago
- 我的多因子模型 、量化投资沙盒☆201Jun 20, 2023Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆26Aug 18, 2024Updated 2 years ago
- This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical ind…☆18Feb 10, 2020Updated 6 years ago