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
☆51Updated 3 years ago
Alternatives and similar repositories for xlib
Users that are interested in xlib are comparing it to the libraries listed below
Sorting:
- 沪深300指数增强模型☆88Updated 6 years ago
- 因子回测框架☆141Updated 2 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
- 量化开发 多因子选股模型☆139Updated 7 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Updated 4 years ago
- 获取经典的量化多因子模型数据☆91Updated 4 years ago
- Backtrader量化策略研报复现☆33Updated 3 years ago
- 分享量化投资相关的论文,代码和代码复现。☆86Updated 2 years ago
- 因子构建、单因子测试☆72Updated 4 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。☆141Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆231Updated 5 years ago
- 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☆31Updated 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☆110Updated 6 years ago
- 金融量化数据库构建☆92Updated last year
- 基于streamlit的因子分析app☆89Updated 9 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☆38Updated 3 years ago
- alpha投研示例☆90Updated 4 months 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☆64Updated last year
- 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…☆76Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆68Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆71Updated 8 years ago
- 多因子模型相关☆23Updated 4 years ago
- 沪深300指数纯因子组合构建☆55Updated 6 years ago
- 中国版技术指标☆184Updated 2 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- 多因子指数增强策略/多因子全流程实现☆363Updated last year