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:
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆95Feb 9, 2021Updated 5 years ago
- Machine Learning for Factor Investing in Python☆11Nov 24, 2020Updated 5 years ago
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆182Jul 12, 2026Updated last week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- Algorithmic and high-frequency trading book☆23Aug 5, 2020Updated 5 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☆13Sep 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
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 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
- ☆14Nov 7, 2024Updated last year
- 复现致敬大神的周频选股☆31Mar 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 6 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
- ☆20Dec 28, 2016Updated 9 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- 【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
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆398Aug 7, 2018Updated 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.☆42Oct 20, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 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☆10Jun 9, 2021Updated 5 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- ☆74Oct 29, 2020Updated 5 years ago
- quantitative investment; genetic algorithm; data mining☆35Sep 3, 2024Updated last year
- Analyzing different stocks listed on the NASDAQ stock market☆13Dec 5, 2020Updated 5 years ago