STHSF / MultiFactorsLinks
基于机器学习的多因子研究框架
☆14Updated 5 years ago
Alternatives and similar repositories for MultiFactors
Users that are interested in MultiFactors are comparing it to the libraries listed below
Sorting:
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- ☆12Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- ☆15Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- 多因子选股框架☆27Updated 4 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last month
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- 雪球结构产品定 价☆29Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆15Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago