FinHackCN / xlibLinks
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
☆46Updated 3 years ago
Alternatives and similar repositories for xlib
Users that are interested in xlib are comparing it to the libraries listed below
Sorting:
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- 分享量化投资相关的论文，代码和代码复现。☆80Updated 2 years ago
- 多因子模型相关☆22Updated 3 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
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 因子回测框架☆111Updated last year
- 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☆34Updated 2 years ago
- 基于streamlit的因子分析app☆68Updated last month
- 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
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆114Updated 3 years ago
- 量化开发 多因子选股模型☆136Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限☆41Updated last year
- 金融量化数据库构建☆85Updated last year
- 迅投QMT全推行情记录☆32Updated last week
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆25Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 资产配置方案项目☆31Updated 4 years ago
- backtrader教程，包括数据、框架、策略及评估☆57Updated 3 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆101Updated 6 years ago
- 量化研究-多因子模型☆20Updated 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。☆124Updated last year
- 多因子策略回测框架☆32Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆39Updated 2 years ago