Morgansy / Genetic-AlphaLinks
A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
☆63Updated 4 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:
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 11 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆188Updated 2 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…☆66Updated 4 years ago
- High frequency factors based on order and trade data.☆59Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- ☆203Updated 2 years ago
- ☆109Updated 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。☆130Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 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☆61Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆87Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆31Updated 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.☆233Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- Recurrent Neural Network for predicting Stock Returns☆122Updated 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☆92Updated 6 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆119Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- Stock factor mining with CNN and GRU.☆64Updated 2 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year