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:
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆85Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- High frequency factors based on order and trade data.☆56Updated last year
- Implemented some mathematical processings used in the Barra risk model☆28Updated 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
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆108Updated last year
- ☆202Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- ☆108Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆45Updated 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
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆232Updated 3 years ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆186Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- 沪深300指数增强模型☆85Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆120Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆46Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Barra-Multiple-factor-risk-model☆142Updated 8 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