Tingqin-D / basic_codes_for_quantLinks
☆60Updated last year
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
Sorting:
- 因子回测框架☆115Updated 2 years ago
- Barra CNE6 因子构建☆300Updated 5 years ago
- 华泰金工研究报告☆185Updated 2 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。☆127Updated last year
- 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
- ☆165Updated last year
- 多因子指数增强策略/多因子全流程实现☆321Updated last year
- Barra Multifactor Model☆143Updated 5 years ago
- 分享量化投资相关的论文,代码和代码复现。☆81Updated 2 years ago
- 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…☆147Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 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
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- convertible bond pricing project based on Monte Carlo simulation☆12Updated 2 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆103Updated 6 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。☆144Updated 2 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆209Updated 5 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- asset of LLMQuant☆266Updated 2 months ago
- 武汉大学金融科技研讨班☆341Updated this week
- Machine Learning-Driven Quantamental Investing☆132Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆40Updated 2 years ago
- ☆180Updated last year
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- ☆28Updated last year
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆118Updated 3 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆24Updated 3 years ago
- 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☆29Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆41Updated 2 years ago