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☆13Updated 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
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- ☆15Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- 多因子选股框架☆26Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- 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
- 一些研报的复现☆13Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- ☆19Updated 8 years ago
- 雪球结构产品定价☆29Updated last year
- Testing trading signals of commodity futures☆17Updated 5 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- 众人的因子回测框架 stock factor test☆29Updated 2 months ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- ☆11Updated 5 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
- ☆15Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago