Dengyi-CN / Quantitative_FOF_Multi_Factors_FrameworkLinks
量化FOF框架
☆13Updated 6 years ago
Alternatives and similar repositories for Quantitative_FOF_Multi_Factors_Framework
Users that are interested in Quantitative_FOF_Multi_Factors_Framework are comparing it to the libraries listed below
Sorting:
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last month
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- ☆15Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago
- 一些研报的复现☆13Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- 多因子选股框架☆24Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 雪球结构产品定价☆29Updated last year
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆19Updated last year
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- Risk_Parity strategy 风险平价☆28Updated 5 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆31Updated 3 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- from for/if/else to my first option back-test function☆18Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- 资产配置方案项目☆32Updated 4 years ago