MuuYesen / trade-learn
机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop
☆28Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for trade-learn
- A new formulaic alpha mining framework for quantitative investment☆80Updated 2 months ago
- 基于streamlit的因子分析app☆51Updated 9 months ago
- alpha投研示例☆57Updated last week
- factor performance visualization☆22Updated 5 months ago
- 多因子模型相关☆21Updated 3 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…☆57Updated 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 …☆55Updated 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。☆102Updated 10 months ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆40Updated 2 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆14Updated 10 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 6 months ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- ☆24Updated last year
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆39Updated last year
- stock☆80Updated 3 years ago
- Local data from tushare,将Tushare的数据同步保存到本地,同时支持Tushare接口查询本地数据,且支持qlib直接使用数据☆45Updated 11 months ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆83Updated 5 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆26Updated 2 years ago
- 沪深300指数增强模型☆75Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- Stock factor mining with CNN and GRU.☆41Updated last year
- 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☆18Updated last year
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆11Updated 3 months ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- ☆36Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- The source code for the paper☆18Updated last year