Neural-Finance / XGboost_Index-Enhancement-StrategyLinks
【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 Spring.
☆17Updated 3 years ago
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
Sorting:
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- 一些研报的复现☆12Updated 7 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。☆21Updated last year
- 多因子选股框架☆27Updated 5 years ago
- 多因子模型相关☆23Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- from for/if/else to my first option back-test function☆21Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 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☆37Updated 3 years ago
- The source code for the paper☆25Updated 2 years ago
- ☆15Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated 2 weeks ago
- 量化研究-多因子模型☆22Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- 多因子打分选股☆13Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- ☆13Updated 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 …☆67Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Updated 2 years ago
- 众人的因子回测框架 stock factor test☆31Updated 3 weeks ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Updated 6 years ago
- 利用Wind API更新周频与月频因子☆12Updated 6 years ago