CrisperX / 50_WorldQuant_Alpha_Examples_for_AlphathonLinks
This is an example of 50 alphas that can pass the correlation test if they are submitted together.
☆56Updated 2 years ago
Alternatives and similar repositories for 50_WorldQuant_Alpha_Examples_for_Alphathon
Users that are interested in 50_WorldQuant_Alpha_Examples_for_Alphathon are comparing it to the libraries listed below
Sorting:
- Simple API automation for submitting WorldQuant BRAIN alphas☆173Updated 2 years ago
- Investment alphas, a concept from finance, measure an investment's risk-adjusted performance relative to a benchmark. A positive alpha in…☆25Updated 2 years ago
- ☆152Updated last year
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Updated last year
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆70Updated 2 years ago
- Application guide for top MFE programs☆88Updated 3 weeks ago
- Leverage WorldQuant API to generate alpha signals, and mine promising alpha expressions.☆394Updated this week
- 🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.☆28Updated 8 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 3 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆91Updated 3 months ago
- Implemented Hangman challenge using Trexquant API with 55% accuracy☆36Updated 3 years ago
- World Quant 101 alphas的计算和策略化☆315Updated 8 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- ☆135Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆82Updated 3 years ago
- The CQF resources and my learning records☆203Updated last year
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 8 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆136Updated 4 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆327Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆211Updated last year
- 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。☆140Updated 2 years ago
- ☆160Updated 2 years ago
- 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☆135Updated 5 months ago
- This code is for the book☆368Updated 9 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆140Updated 3 months ago
- High frequency factors based on order and trade data.☆70Updated 2 years ago