Quant132 / BackTrader_Multifactors
BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)
☆111Updated 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
- 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
- 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。☆122Updated last year
- 多因子指数增强策略/多因子全流程实现☆309Updated last year
- 因子回测框架☆110Updated last year
- 中国版技术指标☆169Updated last year
- ☆192Updated 4 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- ☆155Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆39Updated 2 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- 获取经典的量化多因子模型数据☆75Updated 3 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☆59Updated last year
- 量化开发 多因子选股模型☆130Updated 6 years ago
- Barra Multifactor Model☆142Updated 5 years ago
- 分享量化投资相关的论文,代码和代码复现。☆80Updated 2 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆64Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆294Updated 2 years ago
- Barra CNE6 因子构建☆292Updated 5 years ago
- 我的多因子模型、量化投资沙盒☆153Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆120Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated 2 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆46Updated 3 years ago
- stock☆87Updated 3 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- ☆176Updated last year
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆201Updated 5 years ago