Harvey-Sun / World_Quant_AlphasLinks
World Quant 101 alphas的计算和策略化
☆280Updated 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:
- ☆108Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 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
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆543Updated 6 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆291Updated 4 years ago
- ☆195Updated 4 years ago
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆304Updated 2 years ago
- ☆150Updated 2 years ago
- experiments with pair trading☆307Updated 7 months ago
- 期权隐含波动率/历史波动率☆192Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Barra CNE6 因子构建☆303Updated 5 years ago
- Barra Multifactor Model☆143Updated 5 years ago
- 沪深300指数增强模型☆85Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆117Updated 3 years ago
- ☆201Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 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。☆127Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆123Updated 6 years ago
- ☆144Updated 2 months ago
- ☆62Updated 6 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- Basic template for managing Backtrader backtests.☆181Updated 3 years ago