LHanLi / FreeBackLinks
高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis
☆23Updated 2 months ago
Alternatives and similar repositories for FreeBack
Users that are interested in FreeBack are comparing it to the libraries listed below
Sorting:
- ☆13Updated 9 months 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。☆21Updated last year
- 量化研究-多因子模型☆23Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- 基于streamlit的因子分析app☆90Updated 10 months ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- CTA_Strategies☆48Updated 8 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☆52Updated 3 years ago
- 一些研报的复现☆13Updated 7 years ago
- VeighNa框架的天勤TQSDK数据服务接口☆23Updated 4 months ago
- alpha投研示例☆91Updated this week
- 一个完整的多因子选股量化策略项目(Python+Tushare+Backtrader)☆37Updated 10 months ago
- alpha101 的 quantaxis 适配版本☆50Updated 4 years ago
- 众人的因子回测框架 stock factor test☆31Updated last week
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- ☆20Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆36Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last week
- 因子构建、单因子测试☆72Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago
- ☆52Updated 2 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆33Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago