Alternatives and similar repositories for FactorAnalysis:

Users that are interested in FactorAnalysis are comparing it to the libraries listed below

• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆39Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆129Updated 6 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆75Updated 7 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆88Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 3 years ago
• FinHackCN / xlib
  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
  ☆44Updated 2 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆111Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years ago
• rosie068 / BARRA_risk
  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…
  ☆58Updated 4 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated 2 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆27Updated 2 years ago
• YTZzzzz / cne5_factors
  ☆13Updated 6 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆55Updated 2 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆102Updated 3 years ago
• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆93Updated 5 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 3 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆137Updated 4 years ago
• han14466 / gplearn_stock_dataframe
  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
  ☆18Updated 10 months ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆92Updated 4 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆31Updated 2 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆44Updated 4 years ago
• Ktry1991 / quant
  量化交易策略-多行业协整配对交易策略
  ☆26Updated 6 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆34Updated 5 months ago