☆12Jul 19, 2020Updated 6 years ago
Alternatives and similar repositories for PHBS-ShortTerm-Factor
Users that are interested in PHBS-ShortTerm-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:
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Charity on Blockchain, made in Blockchain Hackathon Shanghai 2017, awarded the 3rd prize. Trying to explore the possibility of charity on…☆11Aug 1, 2017Updated 9 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆55Jul 13, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- IDPig Demo☆15May 7, 2018Updated 8 years ago
- 改进gplearn,主要使用在股票公式挖掘☆101May 19, 2020Updated 6 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 3 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- ☆13Apr 15, 2025Updated last year
- An end-to-end stock factors mining neural network framework.☆59Jun 27, 2023Updated 3 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
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 9 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Personal quant trading open-source strategy and notes☆16Jun 1, 2025Updated last year
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- 本项目是一个完整的量化投资因子分析系统，专注于中国股票市场的因子研究和指数增强策略。系统从原始数据获取开始，经过因子生成、预处理、单因子测试，最终实现因子合成和正交化，提供指数增强模型的构建。整个系统采用模块化设计，各个组件之间有明确的数据流转关系，形成了一个完整的量化投资…☆22Jun 1, 2025Updated last year
- A simple implement for multi-label text classification with Bert. I will extend the code to a higher version for very long text over 512,…☆12Jun 2, 2021Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- The source code for the paper☆28Jul 3, 2023Updated 3 years ago
- ☆11Jun 1, 2021Updated 5 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 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.
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Code for TNNLS paper "Homophily-Enhanced Self-supervision for Graph Structure Learning: Insights and Directions"☆15Feb 27, 2024Updated 2 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆67Feb 8, 2024Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 8 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- 量化交易策略-多行业协整配对交易策略☆26Feb 27, 2018Updated 8 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆23Aug 18, 2024Updated last year
- 复现致敬大神的周频选股☆32Mar 16, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 利用MCTS+LLM因子挖掘的论文复现☆29Jul 23, 2025Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆29Jan 5, 2023Updated 3 years ago
- The source code and models for our paper PNP: Robust Learning from Noisy Labels by Probabilistic Noise Prediction☆14Jan 30, 2023Updated 3 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 3 months ago
- ☆13Nov 29, 2020Updated 5 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 3 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year