DracoMori / stock-select
多因子打分选股
☆13Updated 3 years ago
Alternatives and similar repositories for stock-select:
Users that are interested in stock-select are comparing it to the libraries listed below
- 多因子选股框架☆21Updated 4 years ago
- 量化研究-多因子模型☆19Updated last year
- 多因子模型相关☆22Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 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☆31Updated 2 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆12Updated this week
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆75Updated 7 years ago
- 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☆44Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆16Updated 5 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- ☆15Updated 3 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 我自己的单因子研究框架☆22Updated last year
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 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。☆18Updated 10 months ago
- ☆15Updated 5 years ago
- 资产配置方案项目☆29Updated 4 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
- 量化FOF框架☆12Updated 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☆20Updated last year
- 计算Barra因子及其收益率☆11Updated 2 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 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…☆58Updated 4 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆39Updated last year
- 基于QFactor模型的A股实证研究☆17Updated 5 years ago
- Stock factor mining with CNN and GRU.☆47Updated 2 years ago