RL-MLDM / alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
☆697Updated 4 months ago
Alternatives and similar repositories for alphagen:
Users that are interested in alphagen are comparing it to the libraries listed below
- alpha101, alpha191, alphalens, backtrader, 量化研究☆294Updated 2 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆179Updated 8 months ago
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆12Updated 3 weeks ago
- Scripts and doc for https://www.dolthub.com/repositories/chenditc/investment_data☆411Updated this week
- Code implementation of the Quantigic 101 Formulaic Alphas☆514Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated 2 years ago
- Barra CNE6 因子构建☆292Updated 5 years ago
- ☆176Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆142Updated 10 months 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
- ☆510Updated 2 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆303Updated 3 months ago
- 多因子指数增强策略/多因子全流程实现☆309Updated last year
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆263Updated 2 years ago
- 量化投资入门资料整理:1.多因子股票量化框架开源教程 2.学术界和业界的经典资料收录☆547Updated 3 months ago
- ☆155Updated last year
- 华泰金工研究报告☆173Updated 2 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆289Updated last year
- 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。☆135Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆204Updated 4 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆124Updated 4 months ago
- 因子回测框架☆110Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆287Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆309Updated 4 months ago
- ☆108Updated 5 years ago
- 聚宽单因子分析工具☆538Updated 2 months ago
- FinHack®,一个易于拓展的量化金融框架,它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作。☆634Updated last week
- asset of LLMQuant☆131Updated 3 months ago
- TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning☆1,829Updated 2 months ago
- World Quant 101 alphas的计算和策略化☆266Updated 8 years ago