RichardS0268 / CNN-for-TradingLinks
Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
☆68Updated 3 months ago
Alternatives and similar repositories for CNN-for-Trading
Users that are interested in CNN-for-Trading are comparing it to the libraries listed below
Sorting:
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆135Updated 4 months ago
- Implemented some mathematical processings used in the Barra risk model☆34Updated 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…☆72Updated 5 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 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☆65Updated last year
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- 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☆37Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 7 months ago
- High frequency factors based on order and trade data.☆69Updated 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。☆140Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆70Updated 8 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- 因子回测框架☆140Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆208Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆93Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- 多因子模型相关☆23Updated 4 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago