Spark3122 / multifactorLinks
a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断
☆28Updated 6 years ago
Alternatives and similar repositories for multifactor
Users that are interested in multifactor are comparing it to the libraries listed below
Sorting:
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆52Updated 3 years ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
- [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略☆69Updated 5 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- 量化研究-多因子模型☆23Updated 2 years ago
- 基金估值表，深度分析☆36Updated 5 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆21Updated last year
- Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限☆43Updated 2 years ago
- 多因子策略回测框架☆33Updated 6 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- 量化开发 多因子选股模型☆140Updated 7 years ago
- 期权行情数据获取，包括实时tick数据，分钟数据，k线数据☆49Updated 2 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Updated 8 years ago
- 资产配置方案项目☆32Updated 5 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- Quant_Strategy☆26Updated 3 years ago
- 使用机器学习进行股票预测并指导短线(预测未来3日股价)交易。☆89Updated 4 years ago
- 金融量化数据库构建☆92Updated last year
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 在聚宽（joinquant）平台上使用多因子策略进行量化投资模拟。☆38Updated 5 years ago
- 量化FOF框架☆13Updated 6 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆110Updated 6 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆223Updated 3 years ago
- 沪深300指数纯因子组合构建☆54Updated 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 …☆70Updated 3 years ago
- Risk_Parity strategy 风险平价☆32Updated 5 years ago
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆125Updated 4 years ago
- 分享量化投资相关的论文，代码和代码复现。☆88Updated 2 years ago