Menooker / KunQuant
A compiler, optimizer and executor for financial expressions and factors
☆135Updated 2 weeks ago
Alternatives and similar repositories for KunQuant:
Users that are interested in KunQuant are comparing it to the libraries listed below
- 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。☆167Updated last year
- codegen from expression to others, such as polars, pandas☆115Updated this week
- ☆140Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆196Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 5 years ago
- ☆37Updated 2 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆61Updated 7 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆170Updated last year
- 中国版技术指标☆161Updated last year
- Barra CNE6 因子构建☆267Updated 5 years ago
- ☆140Updated 2 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆248Updated last year
- ☆191Updated 4 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。☆112Updated last year
- alpha投研示例☆63Updated last month
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆95Updated 9 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆131Updated 5 months ago
- stock☆84Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆198Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆101Updated 3 years ago
- LocalCTP is a locally-deployed imitation CTP project that is free to use (double meaning).☆131Updated last month
- 我的多因子模型、量化投资沙盒☆143Updated last year
- Barra Multifactor Model☆136Updated 4 years ago
- ☆100Updated 5 years 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…☆60Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading st…☆91Updated 2 weeks ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆126Updated 7 months ago
- 基于streamlit的因子分析app☆56Updated 11 months ago