☆150Feb 22, 2026Updated last week
Alternatives and similar repositories for QuantStudio
Users that are interested in QuantStudio are comparing it to the libraries listed below
Sorting:
- alpha投研示例☆92Feb 5, 2026Updated 3 weeks ago
- codegen from expression to others, such as polars, pandas☆145Updated this week
- 多因子指数增强策略/多因子全流程实现☆367Mar 6, 2024Updated last year
- stock☆97Aug 4, 2021Updated 4 years ago
- 沪深300指数增强模型☆89Sep 3, 2019Updated 6 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Aug 27, 2021Updated 4 years ago
- 中国版技术指标☆189Dec 27, 2023Updated 2 years ago
- Barra CNE6 因子构建☆351Jan 20, 2020Updated 6 years ago
- Quant Studio Document☆24Feb 25, 2021Updated 5 years ago
- factor performance visualization☆48Oct 23, 2025Updated 4 months ago
- 众人的因子回测框架 stock factor test☆30Feb 12, 2026Updated 2 weeks ago
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 years ago
- 聚宽单因子分析工具☆616Feb 20, 2025Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- qlib数据层backend支持pgsql数据库☆15Jan 3, 2024Updated 2 years ago
- Barra Multifactor Model☆161Mar 18, 2020Updated 5 years ago
- High frequency factors based on order and trade data.☆70Dec 16, 2023Updated 2 years ago
- ☆209Mar 29, 2023Updated 2 years ago
- Python Data Analysis and Financial Calculation☆67Aug 19, 2019Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Oct 11, 2022Updated 3 years ago
- This repository hosts my reading notes for academic papers.☆98Jul 26, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- 获取经典的量化多因子模型数据☆92Oct 13, 2021Updated 4 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆76Dec 11, 2020Updated 5 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆174Aug 21, 2018Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- 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。☆146Dec 29, 2023Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆215Apr 26, 2023Updated 2 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,017Dec 18, 2024Updated last year
- AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。☆270Apr 3, 2024Updated last year
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126May 8, 2019Updated 6 years ago