Quant132 / BackTrader_MultifactorsLinks
BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)
☆118Updated 3 years ago
Alternatives and similar repositories for BackTrader_Multifactors
Users that are interested in BackTrader_Multifactors are comparing it to the libraries listed below
Sorting:
- 多因子指数增强策略/多因子全流程实现☆321Updated last year
- 因子回测框架☆115Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆127Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- ☆195Updated 4 years ago
- Barra Multifactor Model☆143Updated 5 years ago
- ☆165Updated last year
- 因子构建、单因子测试☆71Updated 4 years ago
- 中国版技术指标☆170Updated last year
- Barra CNE6 因子构建☆300Updated 5 years ago
- 分享量化投资相关的论文,代码和代码复现。☆81Updated 2 years ago
- ☆179Updated last year
- 量化开发 多因子选股模型☆136Updated 6 years ago
- 沪深300指数增强模型☆84Updated 5 years ago
- 我的多因子模型、量化投资沙盒☆166Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆325Updated 2 years ago
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆61Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆29Updated 2 years ago
- 101 alpha factors calculate based on Alpha101☆123Updated 6 years ago
- It is suitable for beginners☆48Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆40Updated 2 years ago
- ☆108Updated 5 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆144Updated 2 years ago
- 基于streamlit的因子分析app☆72Updated 3 months ago