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
Sorting:
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 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
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 众人的因子回测框架 stock factor test☆30Updated this week
- 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。☆146Dec 29, 2023Updated 2 years ago
- 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
- Deep Reinforcement Learning Framework for Factor Investing☆30Mar 25, 2023Updated 2 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆33Jun 8, 2020Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 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 last year
- Mining technical factors based on symbolic regression via genetic algorithm☆215Apr 26, 2023Updated 2 years ago
- Skillset Challenge for the Apprenticeship Program☆21Jan 8, 2022Updated 4 years ago
- Get the current orderflow delta from Binance in Go☆19Dec 6, 2022Updated 3 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- A python implementation of a local copy of a Binance Orderbook.