LLMQuant / quant-mindLinks
QuantMind is an intelligent knowledge extraction and retrieval framework for quantitative finance.
☆52Updated last month
Alternatives and similar repositories for quant-mind
Users that are interested in quant-mind are comparing it to the libraries listed below
Sorting:
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆53Updated 3 months ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆79Updated 7 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated last month
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆119Updated last year
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆122Updated 3 weeks ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- ☆131Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆110Updated last year
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆88Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- High frequency factors based on order and trade data.☆66Updated last year
- Papers for AI + quantitative investment☆127Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆85Updated 5 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆85Updated last year
- PyTorch implementation of FactorVAE☆83Updated 11 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆290Updated last year
- ☆116Updated 9 months ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆128Updated 2 months ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆49Updated 2 years 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☆111Updated 3 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆82Updated last month
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 8 months ago
- ☆112Updated 6 years ago
- Implemention of 101 formulaic alphas using qstrader☆37Updated 3 years ago