A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
☆67Dec 23, 2020Updated 5 years ago
Alternatives and similar repositories for Genetic-Alpha
Users that are interested in Genetic-Alpha are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 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。☆148Dec 29, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Mar 25, 2023Updated 3 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆33Jun 8, 2020Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆216Apr 26, 2023Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆101May 19, 2020Updated 5 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Get the current orderflow delta from Binance in Go☆19Dec 6, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- 众人的因子回测框架 stock factor test☆30Updated this week
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,037Dec 18, 2024Updated last year
- Skillset Challenge for the Apprenticeship Program☆21Jan 8, 2022Updated 4 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 5 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆125Aug 27, 2021Updated 4 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Learning Quant Trading and Financial Repository☆19Jul 26, 2022Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆39Apr 11, 2023Updated 2 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆35Mar 20, 2023Updated 3 years ago
- AI based alpha research for trading☆51Jun 22, 2022Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆53Jun 22, 2022Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Fama-French models, idiosyncratic volatility, event study☆34Jul 16, 2022Updated 3 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago