Menooker / KunQuant
A compiler, optimizer and executor for financial expressions and factors
☆150Updated 3 weeks ago
Alternatives and similar repositories for KunQuant:
Users that are interested in KunQuant are comparing it to the libraries listed below
- codegen from expression to others, such as polars, pandas☆118Updated 2 weeks ago
- 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。☆258Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆202Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆285Updated 2 years ago
- ☆149Updated 3 years ago
- ☆190Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- ☆107Updated 5 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆68Updated 9 months ago
- stock☆87Updated 3 years ago
- 中国版技术指标☆169Updated last year
- ☆141Updated 4 months ago
- alpha投研示例☆69Updated 2 weeks ago
- Barra CNE6 因子构建☆288Updated 5 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。☆120Updated last year
- 101 alpha factors calculate based on Alpha101☆120Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆110Updated 3 years ago
- ☆27Updated last year
- Barra Multifactor Model☆140Updated 5 years ago
- ☆154Updated last year
- ☆58Updated 3 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆211Updated 3 years ago
- 我的多因子模型、量化投资沙盒☆149Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆100Updated 10 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
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆59Updated last year
- 沪深300指数增强模型☆80Updated 5 years ago
- PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading st…☆107Updated 2 months ago