HaoningChen / scutquantLinks
scutquant是一个开源的离线量化投资平台,由华南理工大学量化投资协会负责维护. 该框架具有低耦合, 高内聚的特点
☆51Updated last year
Alternatives and similar repositories for scutquant
Users that are interested in scutquant are comparing it to the libraries listed below
Sorting:
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- alpha投研示例☆91Updated this week
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- 因子回测框架☆141Updated 2 years ago
- 分享量化投资相关的论文,代码和代码复现。☆87Updated 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。☆142Updated 2 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 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
- 获取经典的量化多因子模型数据☆92Updated 4 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☆32Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- 沪深300指数增强模型☆89Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- stock☆96Updated 4 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- 我自己的单因子研究框架☆29Updated 2 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
- 基于基因表达式规划算法的因子挖掘☆36Updated 4 years ago
- 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☆52Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 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☆65Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- 华泰金工研究报告☆229Updated 2 years ago
- 101 alpha factors calculate based on Alpha101☆164Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆69Updated 3 years ago
- Machine Learning-Driven Quantamental Investing☆142Updated 5 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆47Updated 2 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。☆21Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆99Updated 5 years ago