多因子选股(股票) ,基于Fama三因子构成的多因子策略
☆80Jan 31, 2018Updated 8 years ago
Alternatives and similar repositories for multi-factor-stock-selection
Users that are interested in multi-factor-stock-selection are comparing it to the libraries listed below
Sorting:
- 量化开发 多因子选股模型☆139Dec 2, 2018Updated 7 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☆234Apr 9, 2020Updated 5 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
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40May 25, 2018Updated 7 years ago
- 集合竞价选股(股票),基于收盘价与前收盘价的选股策略☆27Jan 31, 2018Updated 8 years ago
- ☆11Oct 24, 2025Updated 4 months ago
- python量化分析股票的投资组合☆18Jul 12, 2017Updated 8 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Mar 24, 2018Updated 7 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆41Jun 25, 2024Updated last year
- 爬取新浪财经网http://finance.sina.com.cn/stock/,各股票公司每日公告(爬取股票分析所需语料)☆27Aug 9, 2017Updated 8 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆224Oct 26, 2022Updated 3 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆112Mar 19, 2019Updated 7 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- 研究一下大数据支撑下的股票科学☆12Oct 12, 2015Updated 10 years ago
- ☆16Aug 22, 2017Updated 8 years ago
- 众人的因子回测框架 stock factor test☆30Updated this week
- 我的多因子模型、量化投资沙盒☆193Jun 20, 2023Updated 2 years ago
- 将A股所有股票的日K线的数据写入本地mysql数据库,收集从某个时间段以来的股票财报数据,包括营收、市值、股本等数据。☆15Jan 22, 2018Updated 8 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- 这个是金融数据分析的功能库,专门为股票历史行情回测、量化分析编写。☆19Jan 11, 2018Updated 8 years ago
- 行业轮动(股票),基于沪深300的行业指数的行业轮动策略☆19Jan 31, 2018Updated 8 years ago
- 股票交易数据处理的整个业务流程 数据源--->数据采集--->数据归类--->数据储存--->数据分析--->数据可视化☆31Nov 23, 2016Updated 9 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 借助钉钉机器人发送股票买入卖出提醒信息☆17Dec 28, 2021Updated 4 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Jan 3, 2018Updated 8 years ago
- generate beautiful abstract random images☆15Dec 31, 2023Updated 2 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 量化交易网站,软工三大作业迭代三,团队项目☆11Mar 8, 2018Updated 8 years ago
- 一个用于爬股票历史数据,并根据历史数据分析挖掘并对未来数据进行预测的项目☆16Oct 8, 2017Updated 8 years ago
- 股票分析抓取工具,抓取股票信息进行算法分析,推荐优质股票☆11May 2, 2015Updated 10 years ago
- Linux下股票自动交易☆38Dec 27, 2018Updated 7 years ago
- 一个简单的股票预测算法,利用过去5天的涨幅,以及十余项市值因子和财务因子进行训练学习。训练数据被放在本地的mysql数据库中。☆26Jan 22, 2018Updated 8 years ago
- 封装了多个第三方库,综合它们的结果获取股票实时行情数据☆10Apr 1, 2017Updated 8 years ago
- Classical Fama French Three Factor Model.☆24Sep 19, 2020Updated 5 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- 应用echarts实现股票数据可视化☆27Mar 20, 2017Updated 9 years ago