Alternatives and similar repositories for qlib:

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

• SJTU-DMTai / DoubleAdapt
  The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…
  ☆91Updated 2 months ago
• SJTU-DMTai / Quant-Reading-List
  Papers for AI + quantitative investment
  ☆104Updated 6 months ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆143Updated 6 months ago
• SJTU-DMTai / MASTER
  This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…
  ☆265Updated 3 months ago
• x35f / alpha2
  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
  ☆133Updated 8 months ago
• TradeMaster-NTU / fintech-literature
  Fintech literature, including journal, conference, book and useful links
  ☆92Updated 2 years ago
• DVampire / EarnMore
  ☆46Updated last year
• thanhtrunghuynh93 / estimate
  ☆62Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆53Updated 7 months ago
• gsyyysg / StockFormer
  PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
  ☆267Updated 10 months ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆172Updated last year
• TradeMaster-NTU / EarnHFT
  ☆99Updated 7 months ago
• Wentao-Xu / HIST
  The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…
  ☆255Updated 2 years ago
• Eric991005 / Stockformer
  StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
  ☆102Updated 9 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆50Updated 2 years ago
• QuantWorld2022 / qlib_tutorial
  ☆166Updated last year
• Yoontae6719 / SimStock-Representation-Model-for-Stock-Similarities
  Official Implementation of SimStock : Representation Model for Stock Similarities
  ☆76Updated 8 months ago
• midas-research / sthan-sr-aaai
  ☆100Updated 3 years ago
• x7jeon8gi / FactorVAE
  PyTorch implementation of FactorVAE
  ☆61Updated 3 months ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆62Updated 2 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆93Updated 4 years ago
• cq-dong / DFT_25
  ☆61Updated 3 months ago
• matteoprata / LOBCAST
  LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
  ☆95Updated 10 months ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆58Updated last year
• caozhiy / MATCC
  MATCC: A Novel Approach for Robust Stock Price Prediction Incorporating Market Trends and Cross_time Correlations
  ☆35Updated 4 months ago
• SJTU-DMTai / StockMixer
  Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".
  ☆270Updated 11 months 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。
  ☆117Updated last year
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆68Updated 8 months ago
• ACEACEjasonhuang / gplearnplus
  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
• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆28Updated last week