DulyHao / AlphaForgeLinks
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
☆318Updated last year
Alternatives and similar repositories for AlphaForge
Users that are interested in AlphaForge are comparing it to the libraries listed below
Sorting:
- Mining technical factors based on symbolic regression via genetic algorithm☆208Updated 2 years ago
- 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☆130Updated 5 months 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。☆140Updated last year
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆414Updated 2 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆340Updated last year
- 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☆65Updated last year
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆165Updated last year
- 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。☆152Updated 2 years ago
- 因子回测框架☆140Updated 2 years ago
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆88Updated 5 months ago
- ☆191Updated 2 years ago
- ☆195Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆139Updated 2 months ago
- ☆135Updated last year
- Barra CNE6 因子构建☆342Updated 5 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆932Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆141Updated last year
- 101 alpha factors calculate based on Alpha101☆158Updated 6 years ago
- 多因子指数增强策略/多因子全流程实现☆361Updated last year
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- 华泰金工研究报告☆220Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆90Updated 2 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆392Updated 2 months ago
- ☆115Updated 6 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆335Updated last year
- codegen from expression to others, such as polars, pandas☆141Updated last month