因子构建、单因子测试
☆73Apr 4, 2021Updated 5 years ago
Alternatives and similar repositories for multi-factor
Users that are interested in multi-factor are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆126Nov 30, 2021Updated 4 years ago
- 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
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 我的多因子模型、量化投资沙盒☆195Jun 20, 2023Updated 2 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 多因子指数增强策略/多因子全流程实现☆393Mar 6, 2024Updated 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☆94Jul 19, 2019Updated 6 years ago
- Barra Multifactor Model☆163Mar 18, 2020Updated 6 years ago
- 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☆236Apr 9, 2020Updated 6 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- Barra CNE6 因子构建☆358Jan 20, 2020Updated 6 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☆53Apr 25, 2022Updated 4 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- ☆14May 16, 2022Updated 3 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆231Oct 26, 2022Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆82Jan 31, 2018Updated 8 years ago
- 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
- 量化开发 多因子选股模型☆142Dec 2, 2018Updated 7 years ago
- ☆19Jun 24, 2019Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Jan 10, 2020Updated 6 years ago
- 101 alpha factors calculate based on Alpha101☆175Jun 24, 2019Updated 6 years ago
- 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。☆53Mar 24, 2018Updated 8 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 3 weeks ago
- 因子回测框架☆144Jul 9, 2023Updated 2 years ago
- 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
- 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…☆78Dec 11, 2020Updated 5 years ago
- 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 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 一些研报的复现☆13Sep 11, 2018Updated 7 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。☆23Mar 20, 2024Updated 2 years ago
- Calculate technical factors for stocks in an efficient, maintainable and correct way☆26Sep 11, 2024Updated last year
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- alpha投研示例☆92Feb 5, 2026Updated 2 months ago