LLMQuant / Alpha-Agent
Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment
☆24Updated 5 months ago
Alternatives and similar repositories for Alpha-Agent:
Users that are interested in Alpha-Agent are comparing it to the libraries listed below
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 9 months ago
- ☆27Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆41Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- factor performance visualization☆31Updated this week
- An end-to-end stock factors mining neural network framework.☆34Updated last year
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆66Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- 多因子模型相关☆21Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆42Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- qlib数据层backend支持pgsql数据库☆12Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆104Updated 11 months ago
- ☆30Updated 3 months ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆51Updated 3 weeks ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- alpha投研示例☆69Updated this week
- 众人的因子回测框架 stock factor test☆26Updated last month
- lightweight backtester☆29Updated 3 months ago
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆14Updated 11 months 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…☆62Updated 4 years ago
- High frequency factors based on order and trade data.☆45Updated last year
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago