A multi-factor investment strategy based on high frequency data and machine learning.
☆11Feb 25, 2023Updated 3 years ago
Alternatives and similar repositories for HF_MultiFactor_Strategy
Users that are interested in HF_MultiFactor_Strategy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 years ago
- 众人的因子回测框架 stock factor test☆31Apr 18, 2026Updated 6 months ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated 2 months ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆31May 30, 2026Updated 5 months ago
- High frequency factors based on order and trade data.☆77Dec 16, 2023Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 一些研报的复现☆14Sep 11, 2018Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆12Jul 19, 2019Updated 7 years ago
- Community version of quantitative backtesting framework☆13Nov 15, 2025Updated 11 months ago
- Local data from tushare，将Tushare的数据同步保存到本地，同时支持Tushare接口查询本地数据☆10Jan 6, 2023Updated 3 years ago
- Stock factor mining with CNN and GRU.☆76Dec 23, 2022Updated 3 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆13May 21, 2019Updated 7 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆30Jan 5, 2023Updated 3 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 3 months ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆13Jul 14, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 7 years ago
- quantitative investment; genetic algorithm; data mining☆38Sep 3, 2024Updated 2 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- Adaptive LASSO for linear regression with a Statsmodels-style API.☆12Apr 22, 2026Updated 6 months ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
Are these results useful?