Alternatives and similar repositories for basic_codes_for_quant

Users that are interested in basic_codes_for_quant are comparing it to the libraries listed below

• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated last year
• ACEACEjasonhuang / gplearnplus
  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
  ☆60Updated last year
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆125Updated last year
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆182Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆12Updated last year
• xueyongtu / ML-AC
  ☆28Updated last year
• coamo2 / Barra
  Barra Multifactor Model
  ☆143Updated 5 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 5 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆183Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆297Updated 5 years ago
• QuantNi / Quant-Report
  ☆161Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆24Updated 3 years ago
• quant2008 / alphas
  alpha101, alpha191, alphalens, backtrader, 量化研究
  ☆40Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 9 months ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  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
  ☆41Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆51Updated last year
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆140Updated 8 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆28Updated 2 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆165Updated 6 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆117Updated 3 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆60Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆60Updated 10 months ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆132Updated 4 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆34Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 3 years ago
• rosie068 / BARRA_risk
  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…
  ☆65Updated 4 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆36Updated 2 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆144Updated 5 years ago