Neural-Finance / XGboost_Index-Enhancement-StrategyView external linksLinks
【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 Spring.
☆17Dec 17, 2022Updated 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:
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- Q-quant和因子投资实证汇总☆23Jul 5, 2021Updated 4 years ago
- ☆11Oct 24, 2025Updated 3 months ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 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
- ☆20Feb 17, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- 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
- 【Framework】This is a captcha recognition algorithm tailored for 4 length digit recognition. Written in CNN, Tensorflow 1.3-1.7.☆11Feb 15, 2022Updated 3 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- quantaxis_webserver☆13Sep 12, 2021Updated 4 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years 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
- 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
- ☆15Aug 21, 2021Updated 4 years ago
- ☆14May 16, 2022Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- ☆15May 28, 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
- Seeking Alpha, Machine Learning, ETFs Strategy☆18Nov 2, 2022Updated 3 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆92Jul 1, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- ☆23Jun 21, 2024Updated last year
- ☆23Dec 21, 2019Updated 6 years ago
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Dec 2, 2024Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆9Sep 17, 2023Updated 2 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断☆28Sep 18, 2019Updated 6 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 对于一个板块内的股票使用Kmeans聚类剔除垃圾股，利用遗传算法分析上市公司的财务指标，从基本面的角度得出合理的股票选择模型，帮助投资者在某个板块内确定出选择高收益股票的标准，策略样本外回测计效见backtest.png文件。☆75May 31, 2021Updated 4 years ago
- High frequency factors based on order and trade data.☆70Dec 16, 2023Updated 2 years ago