LLMQuant / Alpha-AgentLinks
Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment
☆61Updated 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
Sorting:
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms using GPT-4☆85Updated last month
- ☆60Updated 9 months ago
- AlphaAgent is an autonomous alpha mining framework.☆111Updated 5 months ago
- ☆135Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆89Updated 2 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆307Updated last year
- ☆121Updated 11 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 2 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆95Updated 6 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆136Updated 2 months ago
- Papers for AI + quantitative investment☆132Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆160Updated last year
- ☆55Updated 10 months ago
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆124Updated 4 months ago
- factor performance visualization☆44Updated last month
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆87Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆121Updated last year
- ☆43Updated 6 months ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated last year
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆102Updated 8 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆109Updated 11 months ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- Stock factor mining with CNN and GRU.☆70Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆69Updated 7 years ago
- Using Transformer deep learning architecture to predict stock prices.☆259Updated last year
- An end-to-end stock factors mining neural network framework.☆48Updated 2 years ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆114Updated 3 months ago