DulyHao / AlphaForge
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
☆179Updated 8 months ago
Alternatives and similar repositories for AlphaForge:
Users that are interested in AlphaForge are comparing it to the libraries listed below
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆12Updated 3 weeks ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆122Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆142Updated 10 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆294Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆59Updated last year
- 因子回测框架☆110Updated last year
- ☆176Updated last year
- Stock factor mining with CNN and GRU.☆53Updated 2 years ago
- ☆155Updated last year
- Barra CNE6 因子构建☆292Updated 5 years ago
- ☆108Updated 5 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆135Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆204Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆124Updated 4 months ago
- 华泰金工研究报告☆173Updated 2 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆697Updated 4 months ago
- 改进gplearn,主要使用在股票公式挖掘☆94Updated 4 years ago
- ☆54Updated last year
- ☆27Updated last year
- 多因子指数增强策略/多因子全流程实现☆309Updated last year
- Barra Multifactor Model☆142Updated 5 years ago
- ☆110Updated 9 months ago
- alpha投研示例☆72Updated 2 weeks ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆216Updated 3 years ago
- 101 alpha factors calculate based on Alpha101☆120Updated 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…☆64Updated 4 years ago
- asset of LLMQuant☆131Updated 3 months ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆111Updated 3 years ago