Menooker / KunQuantLinks
A compiler, optimizer and executor for financial expressions and factors
☆233Updated this week
Alternatives and similar repositories for KunQuant
Users that are interested in KunQuant are comparing it to the libraries listed below
Sorting:
- A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。☆316Updated last year
- codegen from expression to others, such as polars, pandas☆137Updated last week
- ☆171Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆89Updated last year
- ☆150Updated 6 months ago
- alpha投研示例☆85Updated last month
- 中国版技术指标☆181Updated last year
- PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading st…☆128Updated 4 months ago
- ☆209Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆380Updated 2 years ago
- stock☆95Updated 4 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆290Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆197Updated 2 years ago
- ☆37Updated 3 years ago
- ☆184Updated 2 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆122Updated 3 weeks ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 量化开源基金会☆249Updated 2 months ago
- LocalCTP is a locally-deployed imitation CTP project that is free to use (double meaning).☆168Updated 2 months ago
- 101 alpha factors calculate based on Alpha101☆148Updated 6 years ago
- 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。☆136Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- ☆112Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆239Updated 3 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆158Updated last year
- Barra CNE6 因子构建☆324Updated 5 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
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- High frequency factors based on order and trade data.☆66Updated last year