DracoMori / stock-selectLinks
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
Sorting:
- 量化研究-多因子模型☆20Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- 多因子选股框架☆24Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last month
- ☆15Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 一些研报的复现☆13Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 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…☆66Updated 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☆34Updated 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。☆19Updated last year
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 基于 基因表达式规划算法的因子挖掘☆31Updated 3 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☆50Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 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
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- ☆14Updated 5 years ago
- ☆13Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago
- 沪深300指 数纯因子组合构建☆53Updated 6 years ago
- 因子回测框架☆123Updated 2 years ago
- 雪球结构产品定价☆29Updated last year
- 致力于多因子，AI策略，可盈利模型的研究☆12Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago