A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
☆76Dec 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☆30Jan 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
- ☆11Oct 6, 2020Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 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 9 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 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。☆158Dec 29, 2023Updated 2 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 8 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 6 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆225Apr 26, 2023Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,287Jun 4, 2026Updated 5 months ago
- The source code for the paper☆29Jul 3, 2023Updated 3 years ago
- A Quantitative Trading Strategy Generation and Backtesting Framework☆19Nov 19, 2023Updated 2 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆101May 19, 2020Updated 6 years ago
- Get the current orderflow delta from Binance in Go☆19Dec 6, 2022Updated 3 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆33Jun 8, 2020Updated 6 years ago
- 基于 vnpy 的 CPV 价量相关因子 CTA 研究:复现东吴证券价量系列研报,拆分 T+0 / T+1 交易者行为并计算 DOV 市场情绪指标 | CPV price–volume factors on vnpy with a T+0/T+1 trader split☆16Mar 7, 2025Updated last year
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆53Jul 13, 2023Updated 3 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆55Jun 22, 2022Updated 4 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- ☆15Jun 10, 2020Updated 6 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆161Jul 1, 2023Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆84Oct 11, 2022Updated 4 years ago
- quantitative investment; genetic algorithm; data mining☆38Sep 3, 2024Updated 2 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- ☆32May 1, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Recurrent Neural Network for predicting Stock Returns☆126Aug 27, 2021Updated 5 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
- Skillset Challenge for the Apprenticeship Program☆21Jan 8, 2022Updated 4 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 7 years ago
- Use of LSTM to predict the implied volatility skew in financial markets☆12Apr 9, 2024Updated 2 years ago
- Learning Quant Trading and Financial Repository☆21Jul 26, 2022Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago