STHSF / alpha101Links
101 alpha factors calculate based on Alpha101
☆144Updated 6 years ago
Alternatives and similar repositories for alpha101
Users that are interested in alpha101 are comparing it to the libraries listed below
Sorting:
- 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
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆110Updated last year
- 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。☆134Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆194Updated 2 years ago
- ☆199Updated 5 years ago
- ☆112Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆121Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- ☆179Updated 2 years ago
- ☆65Updated 9 months ago
- 多因子指数增强策略/多因子全流程实现☆349Updated last year
- stock☆95Updated 4 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- 基于streamlit的因子分析app☆81Updated 5 months 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
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆236Updated 3 years 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
- ☆148Updated 5 months ago
- High frequency factors based on order and trade data.☆60Updated last year
- 因子回测框架☆133Updated 2 years ago
- Barra CNE6 因子构建☆317Updated 5 years ago
- alpha投研示例☆81Updated 3 weeks ago
- Basic template for managing Backtrader backtests.☆183Updated 3 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆368Updated 2 years ago
- ☆187Updated last year
- Barra Multifactor Model☆147Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- It is suitable for beginners☆48Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago