DulyHao / AlphaForgeLinks
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
☆271Updated last year
Alternatives and similar repositories for AlphaForge
Users that are interested in AlphaForge are comparing it to the libraries listed below
Sorting:
- 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☆88Updated last month
- Mining technical factors based on symbolic regression via genetic algorithm☆192Updated 2 years 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。☆132Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆324Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆360Updated 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☆61Updated 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。☆147Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆155Updated last year
- 因子回测框架☆128Updated 2 years ago
- ☆175Updated 2 years ago
- ☆186Updated last year
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- Stock factor mining with CNN and GRU.☆65Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- Barra CNE6 因子构建☆313Updated 5 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆134Updated 9 months ago
- ☆111Updated 5 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆90Updated 3 weeks ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆833Updated 8 months ago
- 多因子指数增强策略/多因子全流程实现☆342Updated last year
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆68Updated last month
- ☆127Updated last year
- 101 alpha factors calculate based on Alpha101☆138Updated 6 years ago
- AlphaAgent is an autonomous alpha mining framework.☆60Updated 2 months ago
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- ☆89Updated 9 months ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆315Updated last year
- 中国版技术指标☆174Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago