STHSF / alpha101Links
101 alpha factors calculate based on Alpha101
☆131Updated 6 years ago
Alternatives and similar repositories for alpha101
Users that are interested in alpha101 are comparing it to the libraries listed below
Sorting:
- 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。☆130Updated last year
- ☆198Updated 5 years ago
- ☆110Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆188Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆119Updated 3 years ago
- 多因子指数增强策略/多因子全流程实现☆338Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- stock☆91Updated 4 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☆61Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆233Updated 3 years ago
- ☆146Updated 3 months ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆147Updated 2 years ago
- ☆174Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago
- ☆62Updated 7 months ago
- ☆79Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 基于streamlit的因子分析app☆78Updated 4 months ago
- ☆185Updated last year
- 因子回测框架☆125Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Basic template for managing Backtrader backtests.☆182Updated 3 years ago
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆142Updated 4 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago