Alternatives and similar repositories for XGboost_Index-Enhancement-Strategy:

Users that are interested in XGboost_Index-Enhancement-Strategy are comparing it to the libraries listed below

• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆18Updated 11 months ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• Gabrielvon / QuantWork
  ☆12Updated 3 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆12Updated 5 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …
  ☆14Updated 5 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆16Updated 6 months ago
• Yanie1asdfg / Quant-Lectures
  ☆12Updated 2 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆25Updated last year
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆12Updated this week
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆28Updated last year
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆38Updated 2 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆32Updated 5 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated 4 months ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago