Keira-liu / PHBS-ShortTerm-FactorView external linksLinks
☆12Jul 19, 2020Updated 5 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
Sorting:
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆51Jul 13, 2023Updated 2 years ago
- ☆13Apr 15, 2025Updated 10 months ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 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 2 years ago
- Equity return and characteristics of China A-Share market☆26Dec 21, 2023Updated 2 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 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。☆22Mar 20, 2024Updated last year
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 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 7 years ago
- Q-quant和因子投资实证汇总☆23Jul 5, 2021Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Aug 18, 2024Updated last year
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 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 3 months ago
- ☆40Jul 11, 2022Updated 3 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆18Nov 2, 2022Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆51Jun 27, 2023Updated 2 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- quantitative investment; genetic algorithm; data mining☆34Sep 3, 2024Updated last year
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 years ago
- 复现致敬大神的周频选股☆27Mar 16, 2023Updated 2 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- 众人的因子回测框架 stock factor test☆31Updated this week
- 量化交易策略-多行业协整配对交易策略☆25Feb 27, 2018Updated 7 years ago
- 我自己的单因子研究框架☆29Nov 18, 2023Updated 2 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
- 通过遗传算法、强化学习来 自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- High frequency factors based on order and trade data.☆69Dec 16, 2023Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Aug 26, 2024Updated last year
- 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
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Oct 11, 2022Updated 3 years ago
- binance合约交易量化交易框架 此框架为策略编写框架,带有不同的回测和画图功能。 基于此框架可研发多因子模型和多种机器学习模型。 该框架还实现了多时间级别预测的联立☆30Dec 16, 2024Updated 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。☆146Dec 29, 2023Updated 2 years ago