DracoMori / stock-select
多因子打分选股
☆12Updated 2 years ago
Related projects: ⓘ
- 多因子选股框架☆19Updated 3 years ago
- 量化研究-多因子模型☆17Updated last year
- 多因子模型相关☆22Updated 3 years ago
- 一些研报的复现☆11Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆38Updated 2 years ago
- Quant_Strategy☆24Updated last year
- 获取经典的量化多因子模型数据☆59Updated 2 years ago
- 基于QFactor模型的A股实证研究☆15Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆39Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆24Updated 3 years ago
- 基于机器学习的多因子研究框架☆12Updated 4 years ago
- ☆15Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆70Updated 6 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆13Updated 5 years ago
- 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☆26Updated last year
- Backtrader量化策略研报复现☆23Updated 2 years ago
- 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。☆14Updated 5 months ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- An end-to-end stock factors mining neural network framework.☆17Updated last year
- 一个基于中国市场的Fama-French五因子实证研究☆31Updated 2 years ago
- 量化FOF框架☆11Updated 5 years ago
- 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☆15Updated last year
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆89Updated 4 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- 基于聚宽平台，探索分钟级的高频交易☆29Updated 4 years ago
- ☆11Updated 2 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…☆54Updated 3 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆41Updated 4 years ago