gtja alpha 191
☆17Jun 1, 2023Updated 3 years ago
Alternatives and similar repositories for alpha191
Users that are interested in alpha191 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆16Oct 15, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Rust parser for MiniQMT/QMT local market data, finance files, and dividend metadata.☆33Apr 17, 2026Updated 5 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- 各种因子和量化技术的实现与研究，例如Alpha191☆16Feb 21, 2024Updated 2 years ago
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆16Aug 17, 2023Updated 3 years ago
- ☆11Dec 8, 2022Updated 3 years ago
- ☆23Sep 28, 2023Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 2 weeks ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- ☆25Dec 9, 2024Updated last year
- Package to build risk model for factor pricing model☆32Jul 26, 2024Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Automated trading strategies created on the QuantConnect Platform.☆11Dec 25, 2021Updated 4 years ago
- ☆149Oct 20, 2019Updated 6 years ago
- ☆34Mar 13, 2024Updated 2 years ago
- 北大树洞爬虫☆11Jul 30, 2020Updated 6 years ago
- Machine learning for financial risk management☆36Jan 10, 2024Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Quantitative finance research tools in Python☆13Mar 8, 2019Updated 7 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆592Apr 14, 2023Updated 3 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.
- NYU Tandon Machine Learning and Finance Fall 2022☆11Dec 13, 2022Updated 3 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆32Mar 4, 2022Updated 4 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- rollingrank is a fast implementation of rolling rank transformation☆15May 30, 2020Updated 6 years ago
- 《Analysis of Financial Time Series/金融时间序列分析》Python Code☆12Nov 27, 2021Updated 4 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated 3 weeks ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 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.
- 从巨潮资讯网爬取公司的基本面信息，包括股票基本信息、十大流通股东、历史分红、主要指标、财务报表☆18May 25, 2020Updated 6 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 5 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- A股zipline(1.2.0)☆19Nov 17, 2022Updated 3 years ago
- Deep Learnging，深度学习，花书，AI 圣经。https://ai.renyuzhuo.cn/books/☆12Mar 24, 2020Updated 6 years ago
- IPython notebooks that illustrate the Pyomo optimization modeling software☆15Aug 5, 2015Updated 11 years ago