DulyHao / AlphaForge
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
☆131Updated 5 months ago
Alternatives and similar repositories for AlphaForge:
Users that are interested in AlphaForge are comparing it to the libraries listed below
- 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
- 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。☆111Updated last year
- 因子回测框架☆102Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆169Updated last year
- ☆26Updated last year
- Stock factor mining with CNN and GRU.☆47Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 5 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆247Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆51Updated 6 months ago
- stock☆84Updated 3 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆124Updated 7 months ago
- ☆161Updated last year
- 沪深300指数增强模型☆77Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆116Updated last month
- ☆143Updated last year
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆102Updated 3 years ago
- 基于streamlit的因子分析app☆55Updated 11 months 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
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆115Updated 2 months ago
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 years ago
- ☆141Updated 2 months ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 5 years ago
- 分享量化投资相关的论文,代码和代码复现。☆75Updated last year
- High frequency factors based on order and trade data.☆40Updated last year
- Recurrent Neural Network for predicting Stock Returns☆116Updated 3 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
- Benchmark Dataset of Limit Order Book in China Markets☆196Updated 3 years ago
- ☆100Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆61Updated 7 months ago
- Barra CNE6 因子构建☆269Updated 5 years ago