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
☆52Apr 25, 2022Updated 3 years ago
Alternatives and similar repositories for xlib
Users that are interested in xlib are comparing it to the libraries listed below
Sorting:
- 本仓库为公众号FinHack炼金术《从零开始卷量化》系列文章示例代码，带你零基础入门量化交易！☆168May 18, 2022Updated 3 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- let's get the money automatically☆19Jul 22, 2020Updated 5 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆18Aug 31, 2025Updated 6 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- VeighNa框架的天勤TQSDK数据服务接口☆24Oct 2, 2025Updated 4 months ago
- FinHack®，一个易于拓展的量化金融框架，它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作。☆916Nov 19, 2025Updated 3 months ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆20Jul 6, 2023Updated 2 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 因子回测框架☆142Jul 9, 2023Updated 2 years ago
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated 3 weeks ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- A professional framework for stock prediction using Transformer, LSTM, and tree-based models with comprehensive backtesting. Built on Fin…☆14Apr 19, 2025Updated 10 months ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- 利用LSTM进行股指期货的预测与交易☆29Mar 14, 2018Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- 因子分析报告工具☆15Oct 11, 2023Updated 2 years ago
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆14Dec 9, 2024Updated last year
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- 缠论自动工具☆14Nov 14, 2021Updated 4 years ago
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- Documents of WonderTrader☆23Nov 7, 2023Updated 2 years ago
- ☆14May 16, 2022Updated 3 years ago
- ⭐️ 课程项目_基于toshare的机器量化分析（含数据采集+预处理与建模+模拟交易与回测+可视化）☆13Oct 6, 2019Updated 6 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- ☆150Feb 22, 2026Updated last week
- 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☆39Oct 4, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- risk_model☆27Jun 25, 2022Updated 3 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。☆22Mar 20, 2024Updated last year
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 3 years ago