Harvey-Sun / World_Quant_AlphasLinks
World Quant 101 alphas的计算和策略化
☆289Updated 8 years ago
Alternatives and similar repositories for World_Quant_Alphas
Users that are interested in World_Quant_Alphas are comparing it to the libraries listed below
Sorting:
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆368Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆234Updated 3 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- ☆110Updated 5 years ago
- ☆198Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆212Updated 4 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆294Updated 4 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆566Updated 6 years ago
- ☆153Updated 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☆92Updated 6 years ago
- 101 alpha factors calculate based on Alpha101☆135Updated 6 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- experiments with pair trading☆313Updated 8 months ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆190Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Barra CNE6 因子构建☆312Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆143Updated 4 years ago
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆309Updated 2 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…☆67Updated 4 years ago
- 期权隐含波动率/历史波动率☆193Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- Market Making via Reinforcement Learning☆335Updated 5 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。☆131Updated last year
- 沪深300指数增强模型☆86Updated 5 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