Harvey-Sun / World_Quant_Alphas
World Quant 101 alphas的计算和策略化
☆257Updated 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
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆208Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆356Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆200Updated 4 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆485Updated 6 years ago
- Barra-Multiple-factor-risk-model☆136Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆259Updated 2 years ago
- ☆106Updated 5 years ago
- Barra CNE6 因子构建☆284Updated 5 years ago
- Recurrent Neural Network for predicting Stock Returns☆120Updated 3 years ago
- ☆190Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆91Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- experiments with pair trading☆284Updated 3 months ago
- python implement for WorldQuant-Alpha101☆53Updated 6 years ago
- Barra Multifactor Model☆140Updated 5 years ago
- ☆388Updated 4 years ago
- ☆197Updated 2 years ago
- 101 alpha factors calculate based on Alpha101☆119Updated 5 years ago
- ☆145Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆174Updated last year
- High Frequency Trading☆107Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆272Updated last year
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆279Updated 4 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆125Updated 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。☆120Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆418Updated 2 years ago
- ☆211Updated 7 years ago