Jensenberg/multi-factor external links

---

GitHub - View repository

GitHub.dev - Open in online code editor

Star history - Growth chart over time

deps.dev - Dependencies and security vulnerabilities

Gitingest - Export source code for LLM usage

Repomix - Export source code for LLM usage

uithub - Export source code for LLM usage

Close

Jensenberg/multi-factor

Readme badge preview -

If you own this repo, copy the snippet below and add it to your README.md

---

Copy

[![RelatedRepos](https://img.shields.io/badge/related-repos-yellow)](https://relatedrepos.com/gh/Jensenberg/multi-factor)

Close

Jensenberg / multi-factorView on GitHubMore

• External links
• Readme badge

因子构建、单因子测试

☆72Apr 4, 2021Updated 4 years ago

Alternatives and similar repositories for multi-factor

Users that are interested in multi-factor are comparing it to the libraries listed below

• Quant132 / BackTrader_Multifactors

  View on GitHub
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆126Nov 30, 2021Updated 4 years ago
• quantasset / factorset

  View on GitHub
  factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。
  ☆40May 25, 2018Updated 7 years ago
• DracoMori / stock-select

  View on GitHub
  多因子打分选股
  ☆13Jan 12, 2022Updated 4 years ago
• piginzoo / mfm_learner

  View on GitHub
  我的多因子模型、量化投资沙盒
  ☆193Jun 20, 2023Updated 2 years ago
• ShiliangZhang-nku / HS300_index_enhance

  View on GitHub
  沪深300指数增强模型
  ☆90Sep 3, 2019Updated 6 years ago
• phonegapX / alphasickle

  View on GitHub
  多因子指数增强策略/多因子全流程实现
  ☆379Mar 6, 2024Updated 2 years ago
• lc-sysbs / alpha101

  View on GitHub
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆94Jul 19, 2019Updated 6 years ago
• coamo2 / Barra

  View on GitHub
  Barra Multifactor Model
  ☆162Mar 18, 2020Updated 6 years ago
• JoshuaQYH / TIDIBEI

  View on GitHub
  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
  ☆234Apr 9, 2020Updated 5 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework

  View on GitHub
  量化FOF框架
  ☆13Mar 8, 2019Updated 7 years ago
• ShiliangZhang-nku / Barra_CNE6

  View on GitHub
  Barra CNE6 因子构建
  ☆351Jan 20, 2020Updated 6 years ago
• a1137261060 / Multi-Factor-Models

  View on GitHub
  多因子模型相关
  ☆23Jun 16, 2021Updated 4 years ago
• FinHackCN / xlib

  View on GitHub
  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
  ☆52Apr 25, 2022Updated 3 years ago
• xiaotfeng / SecuritySelect

  View on GitHub
  多因子选股框架
  ☆26Dec 9, 2020Updated 5 years ago
• WIFAQuant / HS300

  View on GitHub
  沪深300指数纯因子组合构建
  ☆54Apr 11, 2019Updated 6 years ago
• xixi0222 / Find-Alpha-Volatility-Factor

  View on GitHub
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12May 30, 2021Updated 4 years ago
• 08zhangyi / multi-factor-gm-wind-joinquant

  View on GitHub
  基于掘金+万得+聚宽的多因子策略开发框架
  ☆224Oct 26, 2022Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning

  View on GitHub
  ☆15Aug 21, 2021Updated 4 years ago
• Yanie1asdfg / Quant-Lectures

  View on GitHub
  ☆14May 16, 2022Updated 3 years ago
• TruthHun / multi-factor-stock-selection

  View on GitHub
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆80Jan 31, 2018Updated 8 years ago
• lc-sysbs / Industries-Momentum

  View on GitHub
  基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究
  ☆11Jul 19, 2019Updated 6 years ago
• zhangjinzhi / Wind_Python

  View on GitHub
  量化开发 多因子选股模型
  ☆139Dec 2, 2018Updated 7 years ago
• ChaosQuant / alpha101

  View on GitHub
  ☆19Jun 24, 2019Updated 6 years ago
• lxin62107 / High-Frequency-Trading

  View on GitHub
  High Frequency Trading Strategy
  ☆12Dec 20, 2018Updated 7 years ago
• lc-sysbs / alpha101-new

  View on GitHub
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆46Jan 10, 2020Updated 6 years ago
• STHSF / alpha101

  View on GitHub
  101 alpha factors calculate based on Alpha101
  ☆173Jun 24, 2019Updated 6 years ago
• rickyall / wolfquant

  View on GitHub
  重新造轮子构建投资组合框架，适合大类资产配置和股票交易。
  ☆52Mar 24, 2018Updated 7 years ago
• ppoak / quool

  View on GitHub
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆14Feb 6, 2026Updated last month
• dkl0707 / factor_backtest

  View on GitHub
  因子回测框架
  ☆144Jul 9, 2023Updated 2 years ago
• Spark3122 / multifactor

  View on GitHub
  a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断
  ☆28Sep 18, 2019Updated 6 years ago
• rosie068 / BARRA_risk

  View on GitHub
  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…
  ☆76Dec 11, 2020Updated 5 years ago
• quantrocket-codeload / calspread

  View on GitHub
  Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …
  ☆15Apr 23, 2024Updated last year
• creacentblue / industry_rotation

  View on GitHub
  一些研报的复现
  ☆13Sep 11, 2018Updated 7 years ago
• han14466 / gplearn_stock_dataframe

  View on GitHub
  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。
  ☆23Mar 20, 2024Updated 2 years ago
• shrektan / techfactor

  View on GitHub
  Calculate technical factors for stocks in an efficient, maintainable and correct way
  ☆24Sep 11, 2024Updated last year
• STHSF / MultiFactors

  View on GitHub
  基于机器学习的多因子研究框架
  ☆14Jun 22, 2020Updated 5 years ago
• haosongQuant / OrderBook-Tick-Data-Trading

  View on GitHub
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆17Mar 21, 2019Updated 7 years ago
• xic18 / High-frequency-prediction-of-stock-returns

  View on GitHub
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆18Mar 10, 2023Updated 3 years ago
• wukan1986 / alpha_examples

  View on GitHub
  alpha投研示例
  ☆92Feb 5, 2026Updated last month