【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.
☆25Dec 24, 2021Updated 4 years ago
Alternatives and similar repositories for Financial_Feature_Engineering_cross_sample
Users that are interested in Financial_Feature_Engineering_cross_sample are comparing it to the libraries listed below
Sorting:
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆16Mar 24, 2023Updated 2 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- Final Year Project☆24Jun 28, 2021Updated 4 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆31Jan 4, 2021Updated 5 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
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 【Framework】This is a captcha recognition algorithm tailored for 4 length digit recognition. Written in CNN, Tensorflow 1.3-1.7.☆11Feb 15, 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 last year
- ☆13May 27, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 7 years ago
- 基于freqtrade的DcaTp量化策略☆28Dec 27, 2025Updated 2 months ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- Example of CTA strategy backtesting.☆21Dec 17, 2022Updated 3 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 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。☆22Mar 20, 2024Updated last year
- ☆42Apr 12, 2021Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Mar 27, 2023Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Jul 29, 2018Updated 7 years ago
- Trading Bitcoin with Deep Reinforcement Learning☆19Dec 24, 2019Updated 6 years ago
- Ship and manage machine learning solutions inside Snowflake with a few lines of SQL☆23Jul 27, 2023Updated 2 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- Make OKX API Transactions Easier☆18Feb 28, 2024Updated 2 years ago
- Q-quant和因子投资实证汇总☆23Jul 5, 2021Updated 4 years ago
- ☆21Jun 28, 2022Updated 3 years ago
- 分享量化投资相关的论文，代码和代码复现。☆89Apr 14, 2023Updated 2 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆18Nov 2, 2022Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆48Jan 18, 2025Updated last year
- An end-to-end stock factors mining neural network framework.☆54Jun 27, 2023Updated 2 years ago