Deep Reinforcement Learning Framework for Factor Investing
☆31Mar 25, 2023Updated 3 years ago
Alternatives and similar repositories for cs230-project
Users that are interested in cs230-project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆95Feb 9, 2021Updated 5 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Multi-Factor model with regression method☆10May 4, 2019Updated 7 years ago
- Machine Learning for Factor Investing in Python☆11Nov 24, 2020Updated 5 years ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Modelling the implicit volatility, using multi-factor statistical models.☆25Apr 22, 2025Updated last year
- Algorithmic and high-frequency trading book☆25Aug 5, 2020Updated 6 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆76Dec 23, 2020Updated 5 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 8 years ago
- 一些研报的复现☆14Sep 11, 2018Updated 7 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆19Dec 17, 2022Updated 3 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 感谢石川等大佬的著作《因子投资-方案与实际》,本repo将尝试作为补充,为各个概念提供说明,以及尝试提供实现部分代码☆17Mar 4, 2023Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47May 17, 2016Updated 10 years ago
- ☆14Nov 7, 2024Updated last year
- 复现致敬大神的周频选股☆32Mar 16, 2023Updated 3 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☆12Jul 19, 2019Updated 7 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆12May 14, 2019Updated 7 years ago
- Shiny app for projecting retirement funds / benefits☆22Jan 6, 2026Updated 7 months ago
- 一个基于中国市场的Fama-French五因子实证研究☆42Jul 18, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆20Dec 28, 2016Updated 9 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- 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 …☆17Feb 24, 2019Updated 7 years ago
- ☆31Mar 9, 2023Updated 3 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆20Jun 15, 2018Updated 8 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Oct 20, 2023Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Using Python and Tushare financial database☆31May 17, 2024Updated 2 years ago
- Exchange Server☆11Jun 9, 2021Updated 5 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- ☆75Oct 29, 2020Updated 5 years ago
- quantitative investment; genetic algorithm; data mining☆34Sep 3, 2024Updated last year
- Analyzing different stocks listed on the NASDAQ stock market☆13Dec 5, 2020Updated 5 years ago